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 G439

OVER THE COUNTER DERIVATIVES: FAIR VALUE OF COLLATERAL: U.S. GOVERNMENT AGENCY AND U.S. GOVERNMENT-SPONSORED AGENCY DEBT SECURITIES - MONOLINE FINANCIAL GUARANTORS

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
BHCKG439	2009-06-30	2018-03-31	No	FR Y-9C
RCFDG439	2009-06-30	2018-03-31	No	FFIEC 031
RCONG439	2009-06-30	2018-03-31	No	FFIEC 041

Data Description:

Report in the appropriate counterparty column the fair value of U.S. Government agency and U.S. Government-sponsored agency debt 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.(4) col. B. FFIEC 041 Schedule RC-L LineItem 16.b.(4) col. B.

Last update: May 10, 2024