Form D Form D Form D

QUARTERLY REPORT TO FEDERAL RESERVE BANK OF NEW YORK

Please type or print:
Name of Reporting Entity:

ID Number:

As of Date:

REPORT OF HOLDINGS OF,
AND TRANSACTIONS IN,
FINANCIAL DERIVATIVES
CONTRACTS
WITH FOREIGN RESIDENTS

FORM D
DEPARTMENT OF THE TREASURY

Office of the Assistant Secretary for
International Affairs
Revised March 2012
Form Approved
OMB Control No. 1505-0199

Name of Contact if We Have
Questions:

Legal basis and confidentiality statement:
Contact’s Phone Number:

Name and Title of Officer
Authorized to Sign Report:

Please read carefully and
sign below:
I,_______________________,
(Signature of Officer
Authorized to Sign Report)
of the reporting entity do
hereby declare that the
Treasury International Capital
D report for this report date has
been prepared in conformance
with the instructions and is true
to the best of my knowledge
and belief.

This report is required by law (22 U.S.C. 286f; 22 U.S.C. 3103; E.O.
10033; 31 C.F.R. 128.1 (a)). Failure to report can result in a civil
penalty of not less than $2,500 and not more than $25,000. Willful
failure to report can result in criminal prosecution and upon
conviction a fine of not more than $10,000; and, if an individual,
imprisonment for not more than one year, or both. Any officer,
director, employee, or agent of any corporation who knowingly
participates in such violation may, upon conviction, be punished by
a like fine, imprisonment, or both (22 U.S.C. 3105 (a) and (b); 31
C.F.R. 128.4 (a) and (b)).
Data reported on this form will be held in confidence by the
Department of the Treasury, the Board of Governors of the Federal
Reserve System, and the Federal Reserve Bank of New York acting
as fiscal agent for the Treasury. The data reported by individual
respondents will not be published or otherwise publicly disclosed;
information may be given to other Federal agencies, insofar as
authorized by applicable law (44 U.S.C. 3501 et seq.; 22 U.S.C.
3101 et seq.). Aggregate data derived from reports on this form
may be published or otherwise disclosed only in a manner that does
not specifically identify any individual respondent.
Note: No person is required to respond to any U.S. Government
collection of information unless the form displays a currently valid
control number assigned by the Office of Management and Budget
(OMB).

Important notes:


Before preparing this report, please
read the Instructions carefully.



Additional copies of this form, the
Instructions, and the answers to
Frequently Asked Questions can be
obtained at the following web site:
www.ustreas.gov/tic/forms.html



This report should be filed no later
than the sixtieth calendar day
following the last day of the quarter.



Amounts should be reported in
millions of dollars.

Name of Reporting Institution _____________________

ID Number _______

As-of Date _________

TIC Form D Page 2 of 10

Part 1 -- Holdings of, and Transactions in, Derivatives Contracts with Foreign- Residents
Fair Value of Derivatives Contracts with
Foreign Residents at End of Quarter

Derivatives Contracts By Major Risk Category

Gross Positive
12

Over-the-Counter Contracts
1
1.a
1.b
1.c
2
2.a
2.b
2.c
3
3.a
3.b
3.c

Single Currency Interest Rate Contracts

86010

Forwards

86011

Swaps

86012

Options

86013

Foreign Exchange Contracts

86020

Forwards and Foreign Exchange Swaps

86021

Currency Swaps

86022

Options

86023

Other Contracts By Type of Risk

86030

Equity

86031

Credit

86032

Other

86033

Exchange-Traded Contracts
4
Own Derivatives Contracts on Foreign Exchanges
5
U.S. Customers' Derivatives Contracts on Foreign Exchanges
6
Foreign Counterpart Derivatives Contracts on U.S. Exchanges
7 Grand
Total
Of Which:
M.1 Contracts with Own Foreign Offices
M.2 Contracts with Foreign Official Institutions

86041
86042
86043
86099
86050
86052

Gross Negative
(In $ millions)

U.S. Net
Settlements
During the
Quarter with
Foreign
Residents
3

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 3 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH
FOREIGN RESIDENTS
AT END OF REPORTING QUARTER

FOREIGN ECONOMIES AND ORGANIZATIONS
CODE

GROSS POSITIVE
Millions

Europe
Albania
Andorra
Armenia
Austria
Azerbaijan
Bank for International Settlements
Belarus
Belgium
Bosnia and Herzegovina
Bulgaria
Croatia
Cyprus
Czech Republic
Denmark
Estonia
European Central Bank
Faroe Islands
Finland
France
Georgia
Germany
Gibraltar
Greece
Greenland
Guernsey
Holy See
Hungary
Iceland
Ireland
Isle of Man
Italy

1510-5
1010-3
1651-9
1018-9
1652-7
1330-7
1620-9
1025-1
1410-9
1520-2
1421-4
1040-5
1528-8
1050-2
1540-7
1350-1
1061-8
1070-7
1080-4
1653-5
1100-2
1108-8
1120-7
1054-5
1300-6
1310-2
1550-4
1130-4
1140-1
1300-8
1150-9

1

GROSS NEGATIVE

2
Millions Millions

U.S. NET SETTLEMENTS
DURING THE QUARTER
WITH
FOREIGN RESIDENTS
3

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 4 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH
FOREIGN RESIDENTS
AT END OF REPORTING QUARTER

FOREIGN ECONOMIES AND ORGANIZATIONS
CODE
EUROPE (CONT.)
Jersey 130
Kazakhstan
Kyrgyzstan
Latvia
Liechtenstein
Lithuania
Luxembourg
Macedonia
Malta
Moldova
Monaco
Netherlands
Norway
Poland
Portugal
Romania
Russia
San Marino
Serbia and Montenegro
Slovakia
Slovenia
Spain
Sweden
Switzerland
Tajikistan
Turkey
Turkmenistan
Ukraine
United Kingdom
Uzbekistan
TOTAL EUROPE

0-7
1654-3
1655-1
1560-1
1160-6
1570-9
1170-3
1441-9
1181-9
1630-6
1200-9
1210-6
1220-3
1576-8
1231-9
1580-6
1610-1
1240-8
1321-8
1531-8
1433-8
1250-5
1260-2
1268-8
1657-8
1280-7
1661-6
1640-3
1300-5
1670-5
1999-2

GROSS POSITIVE

1
Millions Millions

GROSS NEGATIVE
2

U.S. NET SETTLEMENTS
DURING THE QUARTER
WITH
FOREIGN RESIDENTS
3

Millions

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 5 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH
FOREIGN RESIDENTS
AT END OF REPORTING QUARTER

FOREIGN ECONOMIES AND ORGANIZATIONS
CODE

GROSS POSITIVE
1

Millions

CANADA 299
LATIN AMERICA
Argentina
Belize
Bolivia
Brazil
Chile
Colombia
Costa Rica
Ecuador
El Salvador
Falkland Islands
French Guiana
Guatemala
Guyana
Honduras
Mexico
Nicaragua
Panama
Paraguay
Peru
Suriname
Uruguay
Venezuela
TOTAL LATIN AMERICA

9-8
3010-4
3571-8
3020-1
3030-9
3040-6
3050-3
3058-9
3100-3
3108-9
3630-7
3640-4
3120-8
3130-5
3148-8
3170-4
3180-1
3188-7
3210-7
3220-4
3770-2
3260-3
3271-9
3994-2

GROSS NEGATIVE
2

Millions Millions

U.S. NET SETTLEMENTS
DURING THE QUARTER
WITH
FOREIGN RESIDENTS
3

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 6 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH
FOREIGN RESIDENTS
AT END OF REPORTING QUARTER

FOREIGN ECONOMIES AND ORGANIZATIONS
CODE
CARIBBEAN
Anguilla 302
Antigua and Barbuda
Aruba
Bahamas
Barbados
Bermuda
Cayman Islands
Cuba
Dominica
Dominican Republic
Eastern Caribbean Central Bank
Grenada
Guadeloupe (and smaller French islands)
Haiti
Jamaica
Martinique
Montserrat
Netherlands Antilles
St. Kitts and Nevis
St. Lucia
St. Vincent & the Grenadines
Trinidad and Tobago
Turks and Caicos Islands
Virgin Islands, British
TOTAL CARIBBEAN

2-8
3520-3
3525-4
3531-9
3015-5
3560-2
3613-7
3070-8
3621-8
3080-5
3541-6
3670-6
3680-3
3140-2
3160-7
3700-1
3710-9
3720-6
3730-3
3750-8
3760-5
3240-9
3781-8
3580-7
3440-1

GROSS POSITIVE
1

Millions

GROSS NEGATIVE

2
Millions Millions

U.S. NET SETTLEMENTS
DURING THE QUARTER
WITH
FOREIGN RESIDENTS
3

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 7 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH
FOREIGN RESIDENTS
AT END OF REPORTING QUARTER

FOREIGN ECONOMIES AND ORGANIZATIONS
CODE
ASIA
Afghanistan
Bahrain
Bangladesh
Bhutan
Brunei
Burma
Cambodia
China, Mainland
East Timor
Hong Kong
India
Indonesia
Iran
Iraq
Israel
Japan
Jordan
Korea, North
Korea, South
Kuwait
Laos
Lebanon
Macau
Malaysia
Maldives
Mongolia
Nepal
Oman
Pakistan
Philippines
Qatar

4040-1
4070-3
4074-6
4081-9
4100-9
4110-6
4120-3
4140-8
4500-4
4200-5
4210-2
4221-8
4230-7
4240-4
4250-1
4260-9
4270-6
4440-7
4300-1
4310-9
4330-3
4341-9
4350-8
4360-5
4370-2
4381-8
4420-2
4410-5
4470-9
4480-6
4510-1

GROSS POSITIVE
Millions

1

GROSS NEGATIVE

2
Millions Millions

U.S. NET SETTLEMENTS
DURING THE QUARTER
WITH
FOREIGN RESIDENTS
3

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 8 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH
FOREIGN RESIDENTS
AT END OF REPORTING QUARTER

FOREIGN ECONOMIES AND ORGANIZATIONS
CODE
ASIA (CONT.)
Saudi Arabia
Singapore
Sri Lanka
Syria
Taiwan
Thailand
United Arab Emirates
(Trucial States)
Vietnam
West Bank & Gaza
Yemen
TOTAL ASIA
AFRICA
Algeria
Angola
Bank of Central African States (BEAC)
Benin
Botswana
Burkina Faso
Burundi
Cameroon
Cape Verde
Central African Republic
Central Bank of West African States (BCEOA)
Chad
Comoros
Congo (Brazzaville)
Congo (Kinshasa)
Cote d’Ivoire (Ivory Coast)
Djibouti
Egypt
Equatorial Guinea

4560-8
4601-9
4131-9
4620-5
4630-2
4641-8
4660-4
4690-6
4720-1
4710-4
4999-9

5010-5
5020-2
5031-8
5180-2
5050-4
5711-8
5080-6
5100-4
5120-9
5130-6
5064-4
5140-3
5151-9
5160-8
5170-5
5300-7
5230-2
5700-2
5194-2

GROSS POSITIVE

1
Millions Millions

GROSS NEGATIVE
2

U.S. NET SETTLEMENTS
DURING THE QUARTER
WITH
FOREIGN RESIDENTS
3

Millions

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 9 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH
FOREIGN RESIDENTS
AT END OF REPORTING QUARTER

FOREIGN ECONOMIES AND ORGANIZATIONS
CODE
AFRICA (CONT.)

Eritrea
Ethiopia
Gabon
Gambia, The
Ghana
Guinea
Guinea-Bissau
Kenya
Lesotho
Liberia
Libya
Madagascar
Malawi
Mali
Mauritania
Mauritius
Mayotte
Morocco
Mozambique
Namibia
Niger
Nigeria
Réunion
Rwanda
Saint Helena
Sao Tome & Principe
Senegal
Seychelles
Sierra Leone
Somalia
South Africa
Sudan

5201-9
5210-8
5241-8
5250-7
5260-4
5270-1
5440-2
5310-4
5315-5
5320-1
5330-9
5340-6
5350-3
5358-9
5370-8
5380-5
5451-8
5400-3
5408-9
5412-7
5420-8
5430-5
5460-7
5501-8
5510-7
5520-4
5530-1
5540-9
5550-6
5560-3
5571-9
5610-3

GROSS POSITIVE

1
Millions Millions

GROSS NEGATIVE
2

U.S. NET SETTLEMENTS
DURING THE QUARTER
WITH
FOREIGN RESIDENTS
3

Millions

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 10 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH
FOREIGN RESIDENTS
AT END OF REPORTING QUARTER

FOREIGN ECONOMIES AND ORGANIZATIONS
CODE
AFRICA (CONT.)
Swaziland
Tanzania
Togo
Tunisia
Uganda
Western Sahara
Zambia
Zimbabwe
TOTAL AFRICA 599

5621-9
5640-5
5650-2
5670-7
5680-4
5600-6
5720-7
5470-4
9-4

OTHER COUNTRIES
Australia 600
British Indian Ocean Territory
Cook Islands
Fiji
French Polynesia
Kiribati
Marshall Islands
Micronesia, Federated States of
Nauru
New Caledonia
New Zealand
Niue
Palau
Papua New Guinea
Pitcairn Islands
St. Pierre and Miquelon
Samoa
Solomon Islands
Tokelau Islands
Tonga
Tuvalu

8-9
6020-8
6040-2
6060-7
6070-4
6052-6
6120-4
6030-5
6130-1
6140-9
6168-9
6180-8
6250-2
6175-1
6210-3
6221-9
6261-8
6230-8
6240-5
6244-8
6051-8

GROSS POSITIVE

1
Millions Millions

GROSS NEGATIVE
2

U.S. NET SETTLEMENTS
DURING THE QUARTER
WITH
FOREIGN RESIDENTS
3

Millions

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 11 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH
FOREIGN RESIDENTS
AT END OF REPORTING QUARTER

FOREIGN ECONOMIES AND ORGANIZATIONS
CODE
OTHER COUNTRIES (CONT.)
Vanuatu
Wallis and Futuna
TOTAL OTHER COUNTRIES
INTERNATIONAL & REGIONAL ORGANIZATIONS
International 729
European 739
Latin American
Caribbean 749
Asian 759
African 769
Middle Eastern
TOTAL INT’L & REGIONAL ORGS 799

GRAND TOTAL 999

6160-3
6011-9
6990-6
0-7
0-3
7491-8
4-2
0-6
0-2
7790-9
9-5

9-6

GROSS POSITIVE

1
Millions Millions

GROSS NEGATIVE
2

U.S. NET SETTLEMENTS
DURING THE QUARTER
WITH
FOREIGN RESIDENTS
3

Millions