Data Dictionary
Item Number H003
LESS: EXEMPTED CCP LEG OF CLIENT-CLEARED TRANSACTIONSCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CACTH003 | 2014-09-30 | 2017-06-30 | Yes | FR Y-14A |
| CQCDH003 | 2014-09-30 | 2019-09-30 | Yes | FR Y-14Q |
| CQLCH003 | 2014-09-30 | 9999-12-31 | Yes | FR Y-14Q |
Data Description:
A clearing member banking organization that does not guarantee the performance of a CCP with respect to a transaction cleared on behalf of a clearing member client may exclude its exposure to the CCP for purposes of determining its total leverage exposure (if such exposure is included in the on-balance sheet items). A clearing member banking organization that guarantees the performance of a CCP with respect to a transaction cleared on behalf of a clearing member client must treat its exposure to the CCP as a derivative contract for purposes of determining its total leverage exposure.