Board of Governors of the Federal Reserve System

The Federal Reserve, the central bank of the United States, provides the nation with a safe, flexible, and stable monetary and financial system.

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Data Dictionary

Item Number G437

OVER THE COUNTER DERIVATIVES: FAIR VALUE OF COLLATERAL: U.S. TREASURY SECURITIES - CORPORATIONS AND ALL OTHER COUNTERPARTIES

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
BHCKG437	2009-06-30	9999-12-31	No	FR Y-9C
RCFDG437	2009-06-30	9999-12-31	No	FFIEC 031
RCONG437	2009-06-30	9999-12-31	No	FFIEC 041

Data Description:

Report in the appropriate counterparty column the fair value of U.S. Treasury securities held directly by the bank or by third party custodians on behalf of the bank that provide protection to the bank against counterparty risk on OTC derivatives.

FFIEC 031 Schedule RC-L LineItem 16.b.(3) col. E.
FFIEC 041 Schedule RC-L LineItem 16.b.(3) col. E.

Last update: May 10, 2024