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 H004

EFFECTIVE NOTIONAL PRINCIPAL AMOUNT OF SOLD CREDIT PROTECTION

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CACTH004	2014-09-30	2017-06-30	Yes	FR Y-14A
CQCDH004	2014-09-30	2019-09-30	Yes	FR Y-14Q
CQLCH004	2014-09-30	9999-12-31	Yes	FR Y-14Q

Data Description:

The effective notional principal amount (that is, the apparent or stated notional principal amount multiplied by any multiplier in the derivative contract) of a credit derivative, or other similar instrument, through which the banking organization provides credit protection (for example, credit default swaps or total return swaps that reference instruments with credit risk, such as a bond).

Last update: Oct 05, 2026