Data Dictionary
Item Number G409
NOTIONAL AMOUNT OF SOLD CREDIT PROTECTION: SUBINNVESTMENT GRADE - WITH REMAINING MATURITY OF ONE YEAR OR LESS.Call confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BHCKG409 | 2009-06-30 | 9999-12-31 | No | FR Y-9C |
| RCFDG409 | 2009-06-30 | 9999-12-31 | No | FFIEC 031 |
| RCONG409 | 2009-06-30 | 9999-12-31 | No | FFIEC 041 |
Data Description:
Report the remaining maturities of one year or less of credit derivative contracts where the underlying reference asset is rated below investment grade, i.e., subinvestment grade, or, if not rated, is the equivalent of below investment grade under the bank's internal credit rating system.
FFIEC 031 Schedule RC-L LineItem 7.d.(1)(b) col. A.
FFIEC 041 Schedule RC-L LineItem 7.d.(1)(b) col. A.