Data Dictionary
Item Number N539
INVESTMENT SECURITIES : US TREASURY AND 0% RISK WEIGHT US AGENCY DEBT, SOVEREIGN DEBT AND OTHER 0% SECURITIES - UNENCUMBERED ASSETS CATEGORY A-I MARKET VALUECall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| LMMAN539 | 2014-09-03 | 9999-12-31 | Yes | FR 2052a |
| LMMWN539 | 2014-09-03 | 9999-12-31 | Yes | FR 2052a |
| LMMZN539 | 2014-09-03 | 9999-12-31 | Yes | FR 2052a |
Data Description:
Report the firmÆs inventory of unencumbered securities in the appropriate line item. ôUnencumbered assetsö refers to securities that meet the following conditions: ò The assets must not be pledged either explicitly or implicitly in any way to secure, collateralize or credit enhance any transaction ò The assets must be available to the bankÆs treasury to convert into cash for funding purposes at any time ò There should be no legal, regulatory or operational restrictions to use these assets as a liquidity buffer Additionally, any assets acquired using reverse repo should be excluded. To the extent otherwise unencumbered assets have interest rate or other such derivatives associated with them (and under the control of the bankÆs treasury), the value of the assets should be reported net of any amount payable by the reporting institution should the derivative be terminated on the reporting date. Amounts due to the reporting institution should not be added to the asset value. Report market values as of close of business on the reporting date. Report the market value of the unencumbered assets by type.