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Data Dictionary

Item Number P213

CORRELATION TRADING; STANDARDIZED MEASUREMENT METHOD (100%) FOR EXPOSURES SUBJECT TO COMPREHENSIVE RISK MEASUREMENT (CRM) - NET SHORT

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CACAP213	2014-09-30	2017-06-30	Yes	FR Y-14A
CACGP213	2014-09-30	2017-06-30	Yes	FR Y-14A
CQACP213	2013-09-30	2014-06-30	Yes	FR Y-14Q
CQCAP213	2014-06-30	2019-09-30	Yes	FR Y-14Q
CQCCP213	2014-06-30	2019-09-30	Yes	FR Y-14Q
CQCGP213	2013-09-30	2019-09-30	Yes	FR Y-14Q

Data Description:

100% of the risk-weighted asset (RWA) equivalent according to the standardized measurement method for net short exposures in the correlation trading portfolio which are subject to the comprehensive risk measurement.

Last update: Feb 19, 2026