Data Dictionary
You Searched For: CACN
CACN is a Confidential Series
| MDRM Item | Start Date | End Date | Item Name | Reporting Forms |
|---|---|---|---|---|
| CACN9017 | 2015-09-30 | 9999-12-31 | LEGAL NAME | |
| CACN9224 | 2015-09-30 | 2020-03-31 | LEGAL ENTITY IDENTIFIER | FR Y-14A |
| CACNFC53 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - CENTRAL DEBT MTM (POSTED) - USD | |
| CACNFC54 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - CENTRAL DEBT MTM (POSTED) - GERMANY | |
| CACNFC55 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - CENTRAL DEBT MTM (POSTED) - UK/FRANCE | |
| CACNFC56 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - CENTRAL DEBT MTM (POSTED) - OTHER EUROZONE | |
| CACNFC57 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - CENTRAL DEBT MTM (POSTED) - JAPAN | |
| CACNFC58 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - CENTRAL DEBT MTM (POSTED) - OTHER | |
| CACNFC59 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - EQUITY MTM (POSTED) - US | |
| CACNFC60 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - EQUITY MTM (POSTED) - CAD | |
| CACNFC61 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - EQUITY MTM (POSTED) - UK | |
| CACNFC62 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - EQUITY MTM (POSTED) - EUROZONE | |
| CACNFC63 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - EQUITY MTM (POSTED) - OTHER ECN (SPECIFY) | |
| CACNFC64 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - CORPORATE BONDS ADVANCED ECN MTM (POSTED) - IG | |
| CACNFC65 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - CORPORATE BONDS ADVANCED ECN MTM (POSTED) - SUB-IG | |
| CACNFC66 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - CORPORATE BONDS, OTHER ECN MTM (POSTED) - IG | |
| CACNFC67 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - CORPORATE BONDS, OTHER ECN MTM (POSTED) - SUB-IG | |
| CACNFC68 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - ETF (POSTED) - EQUITY | |
| CACNFC69 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - ETF (POSTED) - FIXED INCOME | |
| CACNFC70 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - US AGENCY MBS/CMBS MTM (POSTED) - PASS-THROUGHS | |
| CACNFC71 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - US AGENCY MBS/CMBS MTM (POSTED) - OTHER (SPECIFY) | |
| CACNFC72 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - NON-AGENCY RMBS/ABS/CMBS MTM (POSTED) - INVESTMENT GRADE | |
| CACNFC73 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - NON-AGENCY RMBS/ABS/CMBS MTM (POSTED) - NON-INVESTMENT GRADE | |
| CACNFC74 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - CASH MTM (POSTED) - USD | |
| CACNFC75 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - CASH MTM (POSTED) - EUR | |
| CACNFC76 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - CASH MTM (POSTED) - GBP | |
| CACNFC77 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - CASH MTM (POSTED) - JPY | |
| CACNFC78 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - CASH MTM (POSTED) - OTHER | |
| CACNFC79 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - OTHER MTM (POSTED) - INFLATION-INDEXED SECURITIES | |
| CACNFC80 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - OTHER MTM (POSTED) - COMMERCIAL PAPER | |
| CACNFC81 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - OTHER MTM (POSTED) - MUNICIPALS | |
| CACNFC82 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (POSTED) - OTHER MTM (POSTED) - OTHER (SPECIFY) | |
| CACNFC83 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - CENTRAL DEBT MTM (RECEIVED) - USD | |
| CACNFC84 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - CENTRAL DEBT MTM (RECEIVED) - GERMANY | |
| CACNFC85 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - CENTRAL DEBT MTM (RECEIVED) - UK/FRANCE | |
| CACNFC86 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - CENTRAL DEBT MTM (RECEIVED) - OTHER EUROZONE | |
| CACNFC87 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - CENTRAL DEBT MTM (RECEIVED) - JAPAN | |
| CACNFC88 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - CENTRAL DEBT MTM (RECEIVED) - OTHER | |
| CACNFC89 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - EQUITY MTM (RECEIVED) - US | |
| CACNFC90 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - EQUITY MTM (RECEIVED) - CAD | |
| CACNFC91 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - EQUITY MTM (RECEIVED) - UK | |
| CACNFC92 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - EQUITY MTM (RECEIVED) - EUROZONE | |
| CACNFC93 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - EQUITY MTM (RECEIVED) - OTHER ECN (SPECIFY) | |
| CACNFC94 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - CORPORATE BONDS ADVANCED ECN MTM (RECEIVED) - IG | |
| CACNFC95 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - CORPORATE BONDS ADVANCED ECN MTM (RECEIVED) - SUB-IG | |
| CACNFC96 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - CORPORATE BONDS, OTHER ECN MTM (RECEIVED) - IG | |
| CACNFC97 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - CORPORATE BONDS, OTHER ECN MTM (RECEIVED) - SUB-IG | |
| CACNFC98 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - ETF (RECEIVED) - EQUITY | |
| CACNFC99 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - ETF (RECEIVED) - FIXED INCOME | |
| CACNFD00 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - US AGENCY MBS/CMBS MTM (RECEIVED) - PASS-THROUGHS | |
| CACNFD01 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - US AGENCY MBS/CMBS MTM (RECEIVED) - OTHER (SPECIFY) | |
| CACNFD02 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - NON-AGENCY RMBS/ABS/CMBS MTM (RECEIVED) - INVESTMENT GRADE | |
| CACNFD03 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - NON-AGENCY RMBS/ABS/CMBS MTM (RECEIVED) - NON-INVESTMENT GRADE | |
| CACNFD04 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - CASH MTM (RECEIVED) - USD | |
| CACNFD05 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - CASH MTM (RECEIVED) - EUR | |
| CACNFD06 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - CASH MTM (RECEIVED) - GBP | |
| CACNFD07 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - CASH MTM (RECEIVED) - JPY | |
| CACNFD08 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - CASH MTM (RECEIVED) - OTHER | |
| CACNFD09 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - OTHER MTM (RECEIVED) - INFLATION-INDEXED SECURITIES | |
| CACNFD10 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - OTHER MTM (RECEIVED) - COMMERCIAL PAPER | |
| CACNFD11 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - OTHER MTM (RECEIVED) - MUNICIPALS | |
| CACNFD12 | 2015-09-30 | 9999-12-31 | UNSTRESSED MTM (RECEIVED) - OTHER MTM (RECEIVED) - OTHER (SPECIFY) | |
| CACNFD13 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - CENTRAL DEBT MTM (POSTED) - USD | |
| CACNFD14 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - CENTRAL DEBT MTM (POSTED) - GERMANY | |
| CACNFD15 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - CENTRAL DEBT MTM (POSTED) - UK/FRANCE | |
| CACNFD16 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - CENTRAL DEBT MTM (POSTED) - OTHER EUROZONE | |
| CACNFD17 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - CENTRAL DEBT MTM (POSTED) - JAPAN | |
| CACNFD18 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - CENTRAL DEBT MTM (POSTED) - OTHER | |
| CACNFD19 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - EQUITY MTM (POSTED) - US | |
| CACNFD20 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - EQUITY MTM (POSTED) - CAD | |
| CACNFD21 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - EQUITY MTM (POSTED) - UK | |
| CACNFD22 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - EQUITY MTM (POSTED) - EUROZONE | |
| CACNFD23 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - EQUITY MTM (POSTED) - OTHER ECN (SPECIFY) | |
| CACNFD24 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - CORPORATE BONDS ADVANCED ECN MTM (POSTED) - IG | |
| CACNFD25 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - CORPORATE BONDS ADVANCED ECN MTM (POSTED) - SUB-IG | |
| CACNFD26 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - CORPORATE BONDS OTHER ECONOMIES MTM (POSTED) - IG | |
| CACNFD27 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - CORPORATE BONDS OTHER ECONOMIES MTM (POSTED) - SUB-IG | |
| CACNFD28 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - ETF (POSTED) - EQUITY | |
| CACNFD29 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - ETF (POSTED) - FIXED INCOME | |
| CACNFD30 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - US AGENCY MBS/CMBS MTM (POSTED) - PASS-THROUGHS | |
| CACNFD31 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - US AGENCY MBS/CMBS MTM (POSTED) - OTHER (SPECIFY) | |
| CACNFD32 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - NON-AGENCY RMBS/ABS/CMBS MTM (POSTED) - INVESTMENT GRADE | |
| CACNFD33 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - NON-AGENCY RMBS/ABS/CMBS MTM (POSTED) - NON-INVESTMENT GRADE | |
| CACNFD34 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - CASH MTM (POSTED) - USD | |
| CACNFD35 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - CASH MTM (POSTED) - EUR | |
| CACNFD36 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - CASH MTM (POSTED) - GBP | |
| CACNFD37 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - CASH MTM (POSTED) - JPY | |
| CACNFD38 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - CASH MTM (POSTED) - OTHER | |
| CACNFD39 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - OTHER MTM (POSTED) - INFLATION-INDEXED SECURITIES | |
| CACNFD40 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - OTHER MTM (POSTED) - COMMERCIAL PAPER | |
| CACNFD41 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - OTHER MTM (POSTED) - MUNICIPALS | |
| CACNFD42 | 2015-09-30 | 9999-12-31 | STRESSED MTM (POSTED) - OTHER MTM (POSTED) - OTHER (SPECIFY) | |
| CACNFD43 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - CENTRAL DEBT MTM (RECEIVED) - USD | |
| CACNFD44 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - CENTRAL DEBT MTM (RECEIVED) - GERMANY | |
| CACNFD45 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - CENTRAL DEBT MTM (RECEIVED) - UK/FRANCE | |
| CACNFD46 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - CENTRAL DEBT MTM (RECEIVED) - OTHER EUROZONE | |
| CACNFD47 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - CENTRAL DEBT MTM (RECEIVED) - JAPAN | |
| CACNFD48 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - CENTRAL DEBT MTM (RECEIVED) - OTHER | |
| CACNFD49 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - EQUITY MTM (RECEIVED) - US | |
| CACNFD50 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - EQUITY MTM (RECEIVED) - CAD | |
| CACNFD51 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - EQUITY MTM (RECEIVED) - UK | |
| CACNFD52 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - EQUITY MTM (RECEIVED) - EUROZONE | |
| CACNFD53 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - EQUITY MTM (RECEIVED) - OTHER ECN (SPECIFY) | |
| CACNFD54 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - CORPORATE BONDS ADVANCED ECN MTM (RECEIVED) - IG | |
| CACNFD55 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - CORPORATE BONDS ADVANCED ECN MTM (RECEIVED) - SUB-IG | |
| CACNFD56 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - CORPORATE BONDS, OTHER ECN MTM (RECEIVED) - IG | |
| CACNFD57 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - CORPORATE BONDS, OTHER ECN MTM (RECEIVED) - SUB-IG | |
| CACNFD58 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - ETF (RECEIVED) - EQUITY | |
| CACNFD59 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - ETF (RECEIVED) - FIXED INCOME | |
| CACNFD60 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - US AGENCY MBS/CMBS MTM (RECEIVED) - PASS-THROUGHS | |
| CACNFD61 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - US AGENCY MBS/CMBS MTM (RECEIVED) - OTHER (SPECIFY) | |
| CACNFD62 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - NON-AGENCY RMBS/ABS/CMBS MTM (RECEIVED) - INVESTMENT GRADE | |
| CACNFD63 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - NON-AGENCY RMBS/ABS/CMBS MTM (RECEIVED) - NON-INVESTMENT GRADE | |
| CACNFD64 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - CASH MTM (RECEIVED) - USD | |
| CACNFD65 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - CASH MTM (RECEIVED) - EUR | |
| CACNFD66 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - CASH MTM (RECEIVED) - GBP | |
| CACNFD67 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - CASH MTM (RECEIVED) - JPY | |
| CACNFD68 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - CASH MTM (RECEIVED) - OTHER | |
| CACNFD69 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - OTHER MTM (RECEIVED) - INFLATION-INDEXED SECURITIES | |
| CACNFD70 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - OTHER MTM (RECEIVED) - COMMERCIAL PAPER | |
| CACNFD71 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - OTHER MTM (RECEIVED) - MUNICIPALS | |
| CACNFD72 | 2015-09-30 | 9999-12-31 | STRESSED MTM (RECEIVED) - OTHER MTM (RECEIVED) - OTHER (SPECIFY) | |
| CACNFD73 | 2015-09-30 | 9999-12-31 | STRESSED NET CE FR SCENARIO (SEVERELY ADVERSE) | |
| CACNFD74 | 2015-09-30 | 9999-12-31 | STRESSED NET CE FR SCENARIO (ADVERSE) | |
| CACNFD75 | 2015-09-30 | 9999-12-31 | STRESSED NET CE BHC SCENARIO | |
| CACNFD76 | 2015-09-30 | 9999-12-31 | INDEMNIFIED SECURITIES LENT (NOTIONAL BALANCE) | |
| CACNFD77 | 2015-09-30 | 9999-12-31 | INDEMNIFIED CASH COLLATERAL REINVESTMENT (NOTIONAL BALANCE) | |
| CACNFD78 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - US TREASURY - POSTED | |
| CACNFD79 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - US TREASURY - RECEIVED | |
| CACNFD80 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - AGENCY MBS - POSTED | |
| CACNFD81 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - AGENCY MBS - RECEIVED | |
| CACNFD82 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - EQUITIES - POSTED | |
| CACNFD83 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - EQUITIES - RECEIVED | |
| CACNFD84 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - CORPORATE BONDS - POSTED | |
| CACNFD85 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - CORPORATE BONDS - RECEIVED | |
| CACNFD86 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - NON-AGENCY (ABS, RMBS) - POSTED | |
| CACNFD87 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - NON-AGENCY (ABS, RMBS) - RECEIVED | |
| CACNFD88 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - SOVEREIGNS - POSTED | |
| CACNFD89 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - SOVEREIGNS - RECEIVED | |
| CACNFD90 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - OTHER - POSTED | |
| CACNFD91 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - OTHER - RECEIVED | |
| CACNFD92 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - CASH (+/-) - POSTED | |
| CACNFD93 | 2015-09-30 | 9999-12-31 | REPO AND REVERSE REPO - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - CASH (+/-) - RECEIVED | |
| CACNFD94 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - US TREASURY - POSTED | |
| CACNFD95 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - US TREASURY - RECEIVED | |
| CACNFD96 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - AGENCY MBS - POSTED | |
| CACNFD97 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - AGENCY MBS - RECEIVED | |
| CACNFD98 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - EQUITIES - POSTED | |
| CACNFD99 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - EQUITIES - RECEIVED | |
| CACNFE00 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - CORPORATE BONDS - POSTED | |
| CACNFE01 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - CORPORATE BONDS - RECEIVED | |
| CACNFE02 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - NON-AGENCY (ABS, RMBS) - POSTED | |
| CACNFE03 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - NON-AGENCY (ABS, RMBS) - RECEIVED | |
| CACNFE04 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - SOVEREIGNS - POSTED | |
| CACNFE05 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - SOVEREIGNS - RECEIVED | |
| CACNFE06 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - OTHER - POSTED | |
| CACNFE07 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - OTHER - RECEIVED | |
| CACNFE08 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - CASH (+/-) - POSTED | |
| CACNFE09 | 2015-09-30 | 9999-12-31 | SECURITIES LENDING AND BORROWING - GROSS VALUE OF INSTRUMENTS ON REPORTING DATE - CASH (+/-) - RECEIVED | |
| CACNJD60 | 2018-03-31 | 9999-12-31 | Rank Methodology | |
| CACNJD75 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Central Debt MtM (Posted) - USD | FR Y-14Q |
| CACNJD76 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Central Debt MtM (Posted) - Germany | FR Y-14Q |
| CACNJD77 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Central Debt MtM (Posted) - UK/France | FR Y-14Q |
| CACNJD78 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Central Debt MtM (Posted) - Other Eurozone | FR Y-14Q |
| CACNJD79 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Central Debt MtM (Posted) - Japan | FR Y-14Q |
| CACNJD80 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Central Debt MtM (Posted) - Other | FR Y-14Q |
| CACNJD81 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Equity MtM (Posted) - US | FR Y-14Q |
| CACNJD82 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Equity MtM (Posted) - CAD | FR Y-14Q |
| CACNJD83 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Equity MtM (Posted) - UK | FR Y-14Q |
| CACNJD84 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Equity MtM (Posted) - Eurozone | FR Y-14Q |
| CACNJD85 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Equity MtM (Posted) - Other Economies (specify) | FR Y-14Q |
| CACNJD86 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Corporate Bonds Advanced Economies MtM (Posted) - IG | FR Y-14Q |
| CACNJD87 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Corporate Bonds Advanced Economies MtM (Posted) - Sub-IG | FR Y-14Q |
| CACNJD88 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Corporate Bonds Other Economies MtM (Posted) - IG | FR Y-14Q |
| CACNJD89 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Corporate Bonds Other Economies MtM (Posted) - Sub-IG | FR Y-14Q |
| CACNJD90 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - ETF (Posted) - Equity | FR Y-14Q |
| CACNJD91 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - ETF (Posted) - Fixed Income | FR Y-14Q |
| CACNJD92 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - US Agency MBS/CMBS MtM (Posted) - Pass-Throughs | FR Y-14Q |
| CACNJD93 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - US Agency MBS/CMBS MtM (Posted) - Other (specify) | FR Y-14Q |
| CACNJD94 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Non-Agency RMBS/ABS/CMBS MtM (Posted) - Investment Grade | FR Y-14Q |
| CACNJD95 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Non-Agency RMBS/ABS/CMBS MtM (Posted) - Non-Investment Grade | FR Y-14Q |
| CACNJD96 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Cash MtM (Posted) - USD | FR Y-14Q |
| CACNJD97 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Cash MtM (Posted) - EUR | FR Y-14Q |
| CACNJD98 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Cash MtM (Posted) - GBP | FR Y-14Q |
| CACNJD99 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Cash MtM (Posted) - JPY | FR Y-14Q |
| CACNJE00 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Cash MtM (Posted) - Other | FR Y-14Q |
| CACNJE01 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Other MtM (Posted) - Inflation-indexed securities | FR Y-14Q |
| CACNJE02 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Other MtM (Posted) - Commercial paper | FR Y-14Q |
| CACNJE03 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Other MtM (Posted) - Municipals | FR Y-14Q |
| CACNJE04 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Posted) - Other MtM (Posted) - Other (specify) | FR Y-14Q |
| CACNJE05 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Central Debt MtM (Received) - USD | FR Y-14Q |
| CACNJE06 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Central Debt MtM (Received) - Germany | FR Y-14Q |
| CACNJE07 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Central Debt MtM (Received) - UK/France | FR Y-14Q |
| CACNJE08 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Central Debt MtM (Received) - Other Eurozone | FR Y-14Q |
| CACNJE09 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Central Debt MtM (Received) - Japan | FR Y-14Q |
| CACNJE10 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Central Debt MtM (Received) - Other | FR Y-14Q |
| CACNJE11 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Equity MtM (Received) - US | FR Y-14Q |
| CACNJE12 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Equity MtM (Received) - CAD | FR Y-14Q |
| CACNJE13 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Equity MtM (Received) - UK | FR Y-14Q |
| CACNJE14 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Equity MtM (Received) - Eurozone | FR Y-14Q |
| CACNJE15 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Equity MtM (Received) - Other Economies (specify) | FR Y-14Q |
| CACNJE16 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Corporate Bonds Advanced Economies MtM (Received) - IG | FR Y-14Q |
| CACNJE17 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Corporate Bonds Advanced Economies MtM (Received) - Sub-IG | FR Y-14Q |
| CACNJE18 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Corporate Bonds, Other Economies MtM (Received) - IG | FR Y-14Q |
| CACNJE19 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Corporate Bonds, Other Economies MtM (Received) - Sub-IG | FR Y-14Q |
| CACNJE20 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - ETF (Received) - Equity | FR Y-14Q |
| CACNJE21 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - ETF (Received) - Fixed Income | FR Y-14Q |
| CACNJE22 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - US Agency MBS/CMBS MtM (Received) - Pass-Throughs | FR Y-14Q |
| CACNJE23 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - US Agency MBS/CMBS MtM (Received) - Other (specify) | FR Y-14Q |
| CACNJE24 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Non-Agency RMBS/ABS/CMBS MtM (Received) - Investment Grade | FR Y-14Q |
| CACNJE25 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Non-Agency RMBS/ABS/CMBS MtM (Received) - Non-Investment Grade | FR Y-14Q |
| CACNJE26 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Cash MtM (Received) - USD | FR Y-14Q |
| CACNJE27 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Cash MtM (Received) - EUR | FR Y-14Q |
| CACNJE28 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Cash MtM (Received) - GBP | FR Y-14Q |
| CACNJE29 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Cash MtM (Received) - JPY | FR Y-14Q |
| CACNJE30 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Cash MtM (Received) - Other | FR Y-14Q |
| CACNJE31 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Other MtM (Received) - Inflation-indexed securities | FR Y-14Q |
| CACNJE32 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Other MtM (Received) - Commercial paper | FR Y-14Q |
| CACNJE33 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Other MtM (Received) - Municipals | FR Y-14Q |
| CACNJE34 | 2018-03-31 | 2019-09-30 | Stressed (Adverse) MtM (Received) - Other MtM (Received) - Other (specify) | FR Y-14Q |
| CACNJE35 | 2018-03-31 | 9999-12-31 | Total Net CE | |
| CACNM899 | 2013-09-30 | 9999-12-31 | RANK | Multiple Forms |
| CACNM900 | 2013-09-30 | 9999-12-31 | COUNTERPARTY IDENTIFIERS - COUNTERPARTY NAME | |
| CACNM901 | 2013-09-30 | 9999-12-31 | Counterparty Information: Unique Identifier | |
| CACNM902 | 2013-09-30 | 9999-12-31 | COUNTERPARTY IDENTIFIERS - NETTING SET ID OPTIONAL | |
| CACNM904 | 2013-09-30 | 9999-12-31 | COUNTERPARTY IDENTIFIERS - INDUSTRY | |
| CACNM905 | 2013-09-30 | 9999-12-31 | COUNTERPARTY IDENTIFIERS - COUNTRY | |
| CACNM906 | 2013-09-30 | 9999-12-31 | CREDIT QUALITY DATA - INTERNAL RATING | |
| CACNM907 | 2013-09-30 | 9999-12-31 | CREDIT QUALITY DATA - EXTERNAL RATING | |
| CACNM912 | 2013-09-30 | 9999-12-31 | EXPOSURE DATA - NET CE | |
| CACNR529 | 2015-09-30 | 9999-12-31 | AGREEMENT TYPE | |
| CACNR530 | 2015-09-30 | 9999-12-31 | AGREEMENT ROLE | |
| CACNR531 | 2015-09-30 | 9999-12-31 | AGREEMENT DETAIL | |
| CACNR532 | 2015-09-30 | 9999-12-31 | NETTING LEVEL | |
| CACNR533 | 2015-09-30 | 9999-12-31 | NETTING SET DETAIL | |
| CACNR534 | 2015-09-30 | 9999-12-31 | LEGAL ENFORCEABILITY | |
| CACNR535 | 2015-09-30 | 9999-12-31 | WWR POSITION | |
| CACNR536 | 2015-09-30 | 9999-12-31 | TOTAL STRESSED NET CE FR SCENARIO (SEVERELY ADVERSE) | |
| CACNR537 | 2015-09-30 | 9999-12-31 | TOTAL STRESSED NET CE FR SCENARIO (ADVERSE) | |
| CACNR538 | 2015-09-30 | 9999-12-31 | STRESSED NET CE FR SCENARIO (SEVERELY ADVERSE) | |
| CACNR539 | 2015-09-30 | 9999-12-31 | STRESSED NET CE FR SCENARIO (ADVERSE) | |
| CACNR540 | 2015-09-30 | 9999-12-31 | STRESSED MTM POSTED FR SCENARIO (SEVERELY ADVERSE) | |
| CACNR541 | 2015-09-30 | 9999-12-31 | STRESSED MTM POSTED FR SCENARIO (ADVERSE) | |
| CACNR542 | 2015-09-30 | 9999-12-31 | STRESSED MTM RECEIVED FR SCENARIO (SEVERELY ADVERSE) | |
| CACNR543 | 2015-09-30 | 9999-12-31 | STRESSED MTM RECEIVED FR SCENARIO (ADVERSE) | |
| CACNR544 | 2015-09-30 | 9999-12-31 | MTM POSTED | |
| CACNR545 | 2015-09-30 | 9999-12-31 | MTM RECEIVED | |
| CACNR546 | 2015-09-30 | 9999-12-31 | CP CREDIT ENTITY TYPE [OPTIONAL] | |
| CACNR547 | 2015-09-30 | 9999-12-31 | CP CREDIT SPREAD (BP) [OPTIONAL] | |
| CACNR548 | 2015-09-30 | 9999-12-31 | CP STRESSED SPREAD FR SCENARIO (SEVERELY ADVERSE) [OPTIONAL] | |
| CACNR549 | 2015-09-30 | 9999-12-31 | CP STRESSED SPREAD FR SCENARIO (ADVERSE) [OPTIONAL] | |
| CACNR550 | 2020-06-30 | 9999-12-31 | NETTING AGREEMENT DETAILS - CSA TYPE | FR Y-14Q |
| CACNR620 | 2013-09-30 | 9999-12-31 | INDUSTRY CODE | |
| CACNR621 | 2013-09-30 | 9999-12-31 | INTERNAL ENTITY ID |
| Glossary File: |
| This sub-schedule should be used to list and define the variables included in the BHC baseline and BHC stress scenarios, as well as, any additional BHC scenarios reported. - The sub-schedule provides space for the supervisory baseline scenario, supervisory adverse scenario, supervisory severely adverse scenario, BHC baseline scenario, and BHC stress scenario, as well as, space for an additional scenario. The sections for the BHC baseline and BHC stress scenarios must be completed. If no additional scenarios are provided, then this section of the sub-schedule may be left blank. If one or more additional scenarios are provided, then a section should be created for each additional scenario and labeled accordingly (Additional Scenario #1; Additional Scenario #2; etc.) - For each scenario, list the variables included in the scenario in the column titled "Variable Name." - Variable definitions should be provided in the column titled "Variable Definition." Variable definitions should include a description of the variable and the denomination and/or frequency of the variable (e.g., "Billions of 2005 dollars" or "in percent, average of monthly values"). - The forecasts and historical data for all the scenario variables are constructed on the same basis. Thus, if a variable is, over history, constructed as an average, its forecast should be interpreted as an average as well. For reference, below are the definitions (i.e. period-average or period-end) of the financial market variables in the scenario: o U.S. 3-month Treasury yield: Quarterly average of 3-month Treasury bill secondary market rate discount basis. o U.S. 10-year Treasury yield: Quarterly average of the yield on 10-year U.S. Treasury bonds. o U.S. BBB corporate yield: Quarterly average of the yield on 10-year BBB-rated corporate bonds. o U.S. mortgage rate: Quarterly average of weekly series of Freddie Mac data. o U.S. Dow Jones Total Stock Market Index: End of quarter value, Dow Jones. o U.S. Market Volatility Index (VIX): Chicago Board Options Exchange converted to quarterly by using the maximum value in any quarter. - For convenience, the sub-schedule provides space for 10 variables per scenario, but any number of variables may be reported, depending on the variables actually used in the scenario. Extra lines may be created as needed. The same variables do not necessarily have to be included in each scenario. - Firms should include all economic and financial market variables that were important in projecting results, including those that affect only a subset of portfolios or positions. For example, if asset prices had a meaningful impact, the assumed level of the equity market and interest rates should be included, or if bankruptcy filings affect credit card loss estimates, then the assumed levels of these should be reported. - For additional variables generated for the supervisory adverse scenario or supervisory severely adverse scenario, BHCs should set the paths to be as consistent as possible with the paths of the variables already specified in the scenario. - Firms should also include any variables capturing regional or local economic or asset value conditions, such as regional unemployment rates or housing prices, if these were used in the projections. - Firms should include historical data, as well as projections, for any macroeconomic, regional, local, or financial market variables that are not generally available. Historical data for these variables can be included in a separate sub-schedule. |
| CLCO - Obligor CLCG - Guarantor CLCE - Entity |