Data Dictionary
Item Number G650
ADD-ON AMOUNTS FOR POTENTIAL FUTURE EXPOSURE (PFE) FOR DERIVATIVES EXPOSURESCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CACTG650 | 2014-09-30 | 2017-06-30 | Yes | FR Y-14A |
| CQCDG650 | 2014-09-30 | 2019-09-30 | Yes | FR Y-14Q |
| CQLCG650 | 2014-09-30 | 9999-12-31 | Yes | FR Y-14Q |
Data Description:
Report the total amount of PFE for each derivative contract, including for cleared transactions except as provided in section 217.10 (c)(4)(ii)(I) of the proposal, to which the banking organization is a counterparty (or each single-product netting set of such transactions), as described in section 34 of the revised regulatory capital rule, but without regard to section 217.34(b). Specifically, a banking organization may not use cash variation margin to reduce the net current credit exposure or the gross current credit exposure in calculation of the net-to-gross ratio.