Data Dictionary

Item Number G410
NOTIONAL AMOUNT OF SOLD CREDIT PROTECTION: SUBINVESTMENT GRADE - WITH REMAINING MATURITY OF OVER ONE YEAR THROUGH FIVE YEARS

Call confidentiality applies to FFIEC 031/041.

Series Start Date End Date Confidential? Reporting Forms
BHCKG410 2009-06-30 9999-12-31 No FR Y-9C
RCFDG410 2009-06-30 9999-12-31 No FFIEC 031
RCONG410 2009-06-30 9999-12-31 No FFIEC 041

Data Description:

Report the remaining maturities of over one year through five years 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. B.
FFIEC 041 Schedule RC-L LineItem 7.d.(1)(b) col. B.

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Last update: May 10, 2024