Data Dictionary
Item Number G649
REPLACEMENT COST FOR DERIVATIVE EXPOSURES (NET OF CASH VARIATION MARGIN)Call confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CACTG649 | 2014-09-30 | 2017-06-30 | Yes | FR Y-14A |
| CQCDG649 | 2014-09-30 | 2019-09-30 | Yes | FR Y-14Q |
| CQLCG649 | 2014-09-30 | 9999-12-31 | Yes | FR Y-14Q |
Data Description:
Report the total amount of the replacement cost for all derivative exposures, calculated as described in section 34(a)(i) of the revised regulatory capital rule, net of cash collateral that is all or part of variation margin that satisfies the requirements described in section 217.10 (c)(4)(ii)(C) of the proposal.