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FR 2510
OMB Number 7100-XXXX
Approval expires XX/XX/XXXX
Page 1 of 12
DRAFT
Board of Governors of the Federal Reserve System
Report of Institution-to-Aggregate Granular Data
on Assets and Liabilities on an Immediate Counterparty Basis—FR 2510
This report is authorized under section 5 of the Bank Holding Company Act
(12 U.S.C. § 1844). The information collected in the FR 2510 is collected
as part of the Board of Governors of the Federal Reserve System's
(Board's) supervisory process, and therefore may be afforded confidential
treatment pursuant to exemption 8 of the Freedom of lnformation Act
("FOIA"). 5 U.S.C. § 552(b)(8). In addition, individual respondents may
request that certain data be afforded confidential treatment pursuant to
exemption 4 of FOIA if the data has not previously been publically disclosed and the release of the data would likely cause substantial harm to
the competitive position of the respondent. 5 U.S.C. § 552(b)(4). Determinations of confidentiality based on exemption 4 of FOIA would be made
on a case-by-case basis.
The report form is filed by any bank holding company organization under
the laws of the United States or any of the states therein that is identified
as a global systemically important bank under the Board's rules. 12 CFR
part 217, subpart H. The Federal Reserve may not conduct or sponsor,
and an organization (or a person) is not required to respond to, a collection
of information unless it displays a currently valid 0MB control number.
Date of Report:
Month / Day / Year (IAIC 9999)
All FR 2510 respondents must submit their completed report via the
Federal Reserve System's Reporting Central application within 50 days of
the reporting date for March 31, June 30, and September 30, and within
65 calendar days of the December 31 reporting date.
Any FR 2510 respondent who needs guidance on Reporting Central is
encouraged to visit the Federal Reserve System website https://www.frbser
vices.org/central-bank/reporting-central/index.html, for additional information.
Name, title, and phone number of the person to whom inquiries regarding
this report may be directed:
Name (IAIC 8901)
Title (IAIC C496)
Legal Name of Reporting Institution (RSSD 9017)
Area Code / Phone Number
City (RSSD 9130)
State (RSSD 9200)
(IAIC 8902)
Public reporting burden for this information collection is estimated to br 568 hours per response, including time to gather and maintain data in the required form and to review instructions and complete the information collection. Comments regarding this burden estimate or any other aspect of this information collection,
including suggestions for reducing the burden, may be sent to Secretary, Board of Governors of the FederalReserve System, 20th and C Streets, NW, Washington, DC 20551, and to the Office of Management and Budget, Paperwork Reduction Project (7100-XXXX), Washington, DC 20503.
06/2019
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Institution-to-Aggregate data: Immediate Counterparty Schedule
Firm:
FR 2510
Page 2 of 12
DRAFT
as of
MM / DD / YYYY
Table 1. Consolidated Balance Sheet (Regulatory Consolidation Perimeter)
Thereof Granular Portfolio Crossed With
*Currency denomination ISO code:
Remaining Maturity
(IAIC Y385)
Dollar Amounts in Millions
Instrument
Assets
1. Cash and balances due from banks ...................................................................................................
Total
Positions
Currency*
Non-Maturity
Instruments
Overnight and
Less Than
3 Months
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
IAIC GW69
IAIC GX13
IAIC GX57
IAIC GY01
IAIC GY45
IAIC GY89
IAIC GW70
IAIC GX14
IAIC GX58
IAIC GY02
IAIC GY46
IAIC GY90
IAIC GW71
IAIC GX15
IAIC GX59
IAIC GY03
IAIC GY47
IAIC GY91
IAIC GW72
IAIC GX16
IAIC GX60
IAIC GY04
IAIC GY48
IAIC GY92
IAIC GW73
IAIC GX17
IAIC GX61
IAIC GY05
IAIC GY49
IAIC GY93
IAIC GW74
IAIC GX18
IAIC GX62
IAIC GY06
IAIC GY50
IAIC GY94
IAIC GW75
IAIC GX19
IAIC GX63
IAIC GY07
IAIC GY51
IAIC GY95
3 Months and Less
Than 1 Year
1 Year and Over
1.
2. Resale agreements.........................................................................................................................
2.
3. Securities borrowing .......................................................................................................................
3.
4. Loans gross of allowances for credit losses (sum of items 4.a through 4.c).................................................
4.
a. Residential loans........................................................................................................................
4.a.
b. Commercial real estate loans........................................................................................................
4.b.
c. Other loans ...............................................................................................................................
4.c.
IAIC GW76
d. Allowances for credit losses .........................................................................................................
4.d.
IAIC GW77
IAIC GX21
IAIC GX65
IAIC GY09
IAIC GY53
IAIC GY97
IAIC GW78
IAIC GX22
IAIC GX66
IAIC GY10
IAIC GY54
IAIC GY98
IAIC GW79
IAIC GX23
IAIC GX67
IAIC GY11
IAIC GY55
IAIC GY99
IAIC GW80
IAIC GX24
IAIC GX68
IAIC GY12
IAIC GY56
IAIC GZ00
5. Debt securities holdings (sum of items 5.a through 5.c) ..........................................................................
5.
a. ABS ........................................................................................................................................
5.a.
b. Other secured debt securities .......................................................................................................
5.b.
5.c.
c. Unsecured debt securities ...........................................................................................................
IAIC GW81
6. Financial derivatives .......................................................................................................................
6.
IAIC GW82
IAIC GX26
IAIC GX70
IAIC GY14
IAIC GY58
IAIC GZ02
7. Equity instruments ..........................................................................................................................
7.
IAIC GW83
8. Other financial advances and instruments ...........................................................................................
9. Total financial assets excluding derivatives and other financial advances
a. Gross of allowances for credit losses (sum of items 1 through 5, plus 7) ................................................
b. Net of allowances for credit losses (sum of items 1 through 4, less 4.d, plus 5, plus 7)..............................
8.
IAIC GW84
IAIC GX28
IAIC GX72
IAIC GY16
IAIC GY60
IAIC GZ04
IAIC GW85
IAIC GX29
IAIC GX73
IAIC GY17
IAIC GY61
IAIC GZ05
9.a.
9.b.
06/2019
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Institution-to-Aggregate data: Immediate Counterparty Schedule—Continued
Firm:
FR 2510
Page 3 of 12
DRAFT
as of
MM / DD / YYYY
Table 1. Consolidated Balance Sheet (Regulatory Consolidation Perimeter)—Continued
Thereof Granular Portfolio Crossed With
*Currency denomination ISO code:
Remaining Maturity
(IAIC Y385)
Dollar Amounts in Millions
Total
Positions
Currency*
Non-Maturity
Instruments
Overnight and
Less Than
3 Months
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
3 Months and Less
Than 1 Year
1 Year and Over
Carrying Amount
Carrying Amount
IAIC GW86
10. Tangible / fixed assets .....................................................................................................................
10.
IAIC GW87
11. Intangible assets ............................................................................................................................
11.
IAIC GW88
12. Tax assets.....................................................................................................................................
12.
IAIC GW89
13. Other assets..................................................................................................................................
13.
IAIC GW90
14. Total assets (sum of items 6 plus 8, plus 9.b, plus 10 through 13) .............................................................
Liabilities
15. Deposits .......................................................................................................................................
14.
IAIC GW91
IAIC GX35
IAIC GX79
IAIC GY23
IAIC GY67
IAIC GZ11
IAIC GW92
IAIC GX36
IAIC GX80
IAIC GY24
IAIC GY68
IAIC GZ12
IAIC GW93
IAIC GX37
IAIC GX81
IAIC GY25
IAIC GY69
IAIC GZ13
IAIC GW94
IAIC GX38
IAIC GX82
IAIC GY26
IAIC GY70
IAIC GZ14
IAIC GW95
IAIC GX39
IAIC GX83
IAIC GY27
IAIC GY71
IAIC GZ15
IAIC GW96
IAIC GX40
IAIC GX84
IAIC GY28
IAIC GY72
IAIC GZ16
IAIC GW98
IAIC GX42
IAIC GX86
IAIC GY30
IAIC GY74
IAIC GZ18
IAIC GW99
IAIC GX43
IAIC GX87
IAIC GY31
IAIC GY75
IAIC GZ19
IAIC GX00
IAIC GX44
IAIC GX88
IAIC GY32
IAIC GY76
IAIC GZ20
IAIC GX01
IAIC GX45
IAIC GX89
IAIC GY33
IAIC GY77
IAIC GZ21
IAIC GX02
IAIC GX46
IAIC GX90
IAIC GY34
IAIC GY78
IAIC GZ22
15.
16. Repurchase agreements ..................................................................................................................
16.
17.
17. Securities lending ...........................................................................................................................
18. Other borrowings............................................................................................................................
18.
19. a. Debt securities issued (sum of items 19.a.(1) through 19.a.(7)) ............................................................
19.a.
(1) ABS ...................................................................................................................................
19.a.(1)
(2) Covered bonds .....................................................................................................................
19.a.(2)
19.a.(3)
(3) Commercial papers ...............................................................................................................
19.a.(4)
(4) Senior unsecured long-term debts ............................................................................................
19.a.(5)
(5) Hybrid contracts....................................................................................................................
(6) Other debt securities issued convertible.....................................................................................
19.a.(6)
06/2019
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Institution-to-Aggregate data: Immediate Counterparty Schedule—Continued
Firm:
FR 2510
Page 4 of 12
DRAFT
as of
MM / DD / YYYY
Table 1. Consolidated Balance Sheet (Regulatory Consolidation Perimeter)—Continued
Thereof Granular Portfolio Crossed With
*Currency denomination ISO code:
Remaining Maturity
(IAIC Y385)
Dollar Amounts in Millions
Total
Positions
Currency*
Non-Maturity
Instruments
Overnight and
Less Than
3 Months
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
IAIC GX03
IAIC GX47
IAIC GX91
IAIC GY35
IAICGY79
IAIC GZ23
3 Months and Less
Than 1 Year
1 Year and Over
19.a.(7)
19. a. (7) Other debt securities .............................................................................................................
IAIC GX04
b. Of which: subordinated debt securities............................................................................................
19.b.
IAIC GW97
IAIC GX41
IAIC GX85
IAIC GY29
IAIC GY73
IAIC GZ17
20. Financial derivatives .......................................................................................................................
20.
IAIC GX05
21. Other financial payables ..................................................................................................................
22. Total financial liabilities excluding derivatives, debt securities, short sales, and other financial payables
(sum of items 15 through 18) ............................................................................................................
21.
IAIC GX06
IAIC GX50
IAIC GX94
IAIC GY38
IAIC GY82
IAIC GZ26
22.
IAIC GX07
23. Allowance for credit losses on off-balance sheet exposures.....................................................................
23.
IAIC GX08
24. Tax liabilities ..................................................................................................................................
24.
IAIC GX09
25. Other liabilities ...............................................................................................................................
25.
IAIC GX10
26. Total liabilities (sum of items 19 through 25) .........................................................................................
26.
IAIC G105
27. Total equity....................................................................................................................................
27.
IAIC GX12
28. Total liabilities and equity (sum of items 26 and 27)................................................................................
28.
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Institution-to-Aggregate data: Immediate Counterparty Schedule—Continued
Firm:
FR 2510
Page 5 of 12
DRAFT
as of
MM / DD / YYYY
Table 2. Consolidated Balance Sheet (Regulatory Consolidation Perimeter)
Granular Portfolio for Countries Above the Threshold
(max 35 countries, $2 billion minimum)
Country Name:
(IAIC 9151)
Positions by Counterparty Sector
Country Code:
(IAIC 9207)
Dollar Amounts in Millions
Instrument
Assets
1. Cash and balances due from banks ...........................................................
Positions by Remaining Maturity
Sector Total
(= CBS total
claims)
Banks
NBFIs
NFCs
Households
Government1
Unallocated
by Sector
Non-maturity
instruments
Less Than 1
Year
1 Year And
Over
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
IAIC GZ33
IAIC HA01
IAIC GZ34
IAIC HA02
IAIC HA70
IAIC HB38
IAIC HC74
IAIC HD42
IAIC GZ35
IAIC HA03
IAIC HA71
IAIC HB39
IAIC HC75
IAIC HD43
IAIC GZ36
IAIC HA04
IAIC HA72
IAIC HB40
IAIC HC76
IAIC HD44
IAIC HD41
1.
2.
2. Resale agreements.................................................................................
3.
3. Securities borrowing ...............................................................................
IAIC HC08
4.
4. Loans gross of allowances for credit losses (sum of items 4.a through 4.c).........
IAIC GZ37
4.a.
a. Residential loans................................................................................
IAIC GZ38
4.b.
b. Commercial real estate loans................................................................
IAIC GZ39
4.c.
c. Other loans .......................................................................................
IAIC GZ40
4.d.
d. Allowances for credit losses .................................................................
IAIC GZ41
IAIC HA09
IAIC HA77
IAIC HB45
IAIC HC81
IAIC HD49
5. Debt securities holdings (sum of items 5.a through 5.c) ..................................
5.
IAIC GZ42
5.a.
a. ABS.................................................................................................
IAIC GZ43
5.b.
b. Other secured debt securities ...............................................................
IAIC GZ44
c. Unsecured debt securities ...................................................................
5.c.
6. Financial derivatives ...............................................................................
6.
IAIC GZ46
IAIC HA14
IAIC HA82
IAIC HB50
IAIC HD54
7. Equity instruments ..................................................................................
7.
8. Other financial advances and instruments ...................................................
8.
1. Excluding positions with central banks.
06/2019
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Institution-to-Aggregate data: Immediate Counterparty Schedule—Continued
Firm:
FR 2510
Page 6 of 12
DRAFT
as of
MM / DD / YYYY
Table 2. Consolidated Balance Sheet (Regulatory Consolidation Perimeter)—Continued
Granular Portfolio for Countries Above the Threshold
(max 35 countries, $2 billion minimum)
Country Name:
(IAIC 9151)
Positions by Counterparty Sector
Country Code:
(IAIC 9207)
Dollar Amounts in Millions
9. Total financial assets excluding derivatives and other financial advances
a. Gross of allowances for credit losses (sum of items 1 through 5, plus 7) .......
b. Net of allowances for credit losses
(sum of items 1 through 4, less 4.d, plus 5, plus 7)....................................
Positions by Remaining Maturity
Sector Total
(= CBS total
claims)
Banks
NBFIs
NFCs
Households
Government1
Unallocated
by Sector
Non-maturity
instruments
Less Than 1
Year
1 Year And
Over
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
IAIC GZ48
IAIC HA16
IAIC HA84
IAIC HB52
IAIC HC20
IAIC HC88
IAIC HD56
9.a.
IAIC GZ49
9.b.
10. Tangible / fixed assets .............................................................................
10.
11. Intangible assets ....................................................................................
11.
12. Tax assets.............................................................................................
12.
13. Other asset ...........................................................................................
13.
14. Total assets (sum of items 6 plus 8, plus 9.b, plus 10 through 13) .....................
14.
Liabilities
15. Deposits ...............................................................................................
IAIC GZ64
IAIC HA32
IAIC HB00
IAIC HB68
IAIC GZ65
IAIC HA33
IAIC HB01
IAIC GZ66
IAIC HA34
IAIC GZ67
IAIC HA35
IAIC HC36
IAIC HD04
IAIC HD72
IAIC HB69
IAIC HD05
IAIC HD73
IAIC HB02
IAIC HB70
IAIC HD06
IAIC HD74
IAIC HB03
IAIC HB71
IAIC HD07
IAIC HD75
15.
16. Repurchase agreements ..........................................................................
16.
17.
17. Securities lending ...................................................................................
IAIC HC39
18. Other borrowings....................................................................................
18.
19. a. Debt securities issued (sum of items 19.a.(1) through 19.a.(7)) ....................
19.a.
(1) ABS ...........................................................................................
19.a.(1)
(2) Covered bonds .............................................................................
19.a.(2)
1. Excluding positions with central banks.
06/2019
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Institution-to-Aggregate data: Immediate Counterparty Schedule—Continued
Firm:
FR 2510
Page 7 of 12
DRAFT
as of
MM / DD / YYYY
Table 2. Consolidated Balance Sheet (Regulatory Consolidation Perimeter)—Continued
Granular Portfolio for Countries Above the Threshold
(max 35 countries, $2 billion minimum)
Country Name:
(IAIC 9151)
Positions by Counterparty Sector
Country Code:
(IAIC 9207)
Dollar Amounts in Millions
Liabilities
19. a. (3) Commercial papers .......................................................................
Positions by Remaining Maturity
Sector Total
(= CBS total
claims)
Banks
NBFIs
NFCs
Households
Government1
Unallocated
by Sector
Non-maturity
instruments
Less Than 1
Year
1 Year And
Over
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
19.a.(3)
(4) Senior unsecured long-term debts ....................................................
19.a.(4)
(5) Hybrid contracts ...........................................................................
19.a.(5)
(6) Other debt securities issued convertible.............................................
19.a.(6)
(7) Other debt securities .....................................................................
19.a.(7)
b. Of which: Subordinated Debt Securities ..................................................
19.b.
20. Financial derivatives ...............................................................................
20.
2 1. Other financial payables ..........................................................................
22. Total financial liabilities excluding derivatives, debt securities, and other financial
payables (sum of items 15 through 18) .......................................................
21.
23. Provisions for credit losses on off-balance sheet exposures ............................
23.
24. Tax liabilities ..........................................................................................
24.
25. Other liabilities .......................................................................................
25.
26. Total liabilities (sum of items 19 through 25) .................................................
26.
27. Total equity............................................................................................
27.
28. Total liabilities and equity (sum of items 26 and 27)........................................
28.
22.
1. Excluding positions with central banks.
06/2019
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Institution-to-Aggregate data: Immediate Counterparty Schedule—Continued
Firm:
FR 2510
Page 8 of 12
DRAFT
as of
MM / DD / YYYY
Table 2. Consolidated Balance Sheet (Regulatory Consolidation Perimeter)—Continued
Granular Portfolio for Countries Above the Threshold
(max 35 countries, $2 billion minimum)
Country Name:
(IAIC 9151)
Positions by Counterparty Sector
Country Code:
(IAIC 9207)
Dollar Amounts in Millions
Contingent Liabilities Subject to Credit Risk
29. Financial guarantees given (sum of items 29.a and 29.b)................................
Positions by Remaining Maturity
Sector Total
(= CBS total
claims)
Banks
NBFIs
NFCs
Households
Government1
Unallocated
by Sector
Non-maturity
instruments
Less Than 1
Year
1 Year And
Over
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
IAIC GZ95
IAIC HA63
IAIC HB31
IAIC HB99
IAIC HC67
IAIC HD35
IAIC HE03
IAIC GZ96
IAIC HA64
IAIC HB32
IAIC HC00
IAIC HC68
IAIC HD36
IAIC HE04
IAIC GZ97
IAIC HA65
IAIC HB33
IAIC HC01
IAIC HC69
IAIC HD37
IAIC HE05
IAIC GZ98
IAIC HA66
IAIC HB34
IAIC HC02
IAIC HC70
IAIC HD38
IAIC HE06
IAIC GZ99
IAIC HA67
IAIC HB35
IAIC HC03
IAIC HC71
IAIC HD39
IAIC HE07
IAIC HA00
IAIC HA68
IAIC HB36
IAIC HC04
IAIC HC72
IAIC HD40
IAIC HE08
29.
a. CDs and other credit derivatives (protection sold) .....................................
29.a.
29.b.
b. Guarantees extended..........................................................................
30. Credit commitments given (sum of items 30.a and 30.b) .................................
30.
a. Loan commitments given .....................................................................
30.a.
b. Other commitments given ....................................................................
30.b.
Memoranda
1. Total financial assets by position type excluding derivatives and other financial
advances - gross of allowances (sum of Assets items 1 through 5 plus 7) ..........
M. 1.
IAIC GZ56
IAIC HA24
IAIC HA92
IAIC HB60
IAIC HC28
IAIC HC96
IAIC HD64
IAIC HE32
IAIC HF00
IAIC HF68
a. Cross-border positions in FX2 ...............................................................
M. 1.a.
IAIC GZ57
(1) Of which in USD ...........................................................................
M. 1.a.(1)
IAIC GZ58
(2) Of which in EUR ...........................................................................
M. 1.a.(2)
IAIC GZ59
IAIC HA27
IAIC HA95
IAIC HB63
IAIC HC31
IAIC HC99
IAIC HD67
IAIC HE35
IAIC HF03
IAIC HF71
IAIC GZ60
IAIC HA28
IAIC HA96
IAIC HB64
IAIC HC32
IAIC HD00
IAIC HD68
IAIC HE36
IAIC HF04
IAIC HF72
b. Cross-border positions in local currency ..................................................
M. 1.b.
c. Local positions in FX2 ..........................................................................
M. 1.c.
IAIC GZ61
(1) Of which in USD ...........................................................................
M. 1.c.(1)
IAIC GZ62
(2) Of which in EUR ...........................................................................
M. 1.c.(2)
IAIC GZ63
d. Local positions in local currency ............................................................
IAIC HA31
IAIC HA99
IAIC HB67
IAIC HC35
IAIC HD03
IAIC HD71
IAIC HE39
IAIC HF07
IAIC HF75
M. 1.d.
1. Excluding positions with central banks.
2. Under consideration: split into USD - EUR - other currencies.
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Institution-to-Aggregate data: Immediate Counterparty Schedule—Continued
Firm:
FR 2510
Page 9 of 12
DRAFT
as of
MM / DD / YYYY
Table 2. Consolidated Balance Sheet (Regulatory Consolidation Perimeter)—Continued
Granular Portfolio for Countries Above the Threshold
(max 35 countries, $2 billion minimum)
Country Name:
(IAIC 9151)
Positions by Counterparty Sector
Country Code:
(IAIC 9207)
Dollar Amounts in Millions
Positions by Remaining Maturity
Sector Total
(= CBS total
claims)
Banks
NBFIs
NFCs
Households
Government1
Unallocated
by Sector
Non-maturity
instruments
Less Than 1
Year
1 Year And
Over
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
Carrying Amount
IAIC GZ87
IAIC HA55
IAIC HB23
IAIC HB91
IAIC HC59
IAIC HD27
IAIC HD95
IAIC HE63
IAIC HF31
IAIC HF99
Memoranda
2. Total financial liabilities by position type excluding derivatives, and debt securities
(sum of Liabilities items 15 through 18) .......................................................
M. 2.
a. Cross-border positions in FX2 ...............................................................
M. 2.a.
IAIC GZ88
(1) Of which in USD ...........................................................................
M. 2.a.(1)
IAIC GZ89
(2) Of which in EUR ...........................................................................
M. 2.a.(2)
IAIC GZ90
IAIC HA58
IAIC HB26
IAIC HB94
IAIC HC62
IAIC HD30
IAIC HD98
IAIC HE66
IAIC HF34
IAIC HG02
IAIC GZ91
IAIC HA59
IAIC HB27
IAIC HB95
IAIC HC63
IAIC HD31
IAIC HD99
IAIC HE67
IAIC HF35
IAIC HG03
b. Cross-border positions in local currency ..................................................
M. 2.b.
c. Local positions in FX2 ..........................................................................
M. 2.c.
IAIC GZ92
M. 2.c.(1)
(1) Of which in USD ...........................................................................
IAIC GZ93
(2) Of which in EUR ...........................................................................
M. 2.c.(2)
IAIC GZ94
d. Local positions in local currency ............................................................
IAIC HA62
IAIC HB30
IAIC HB98
IAIC HC66
IAIC HD34
IAIC HE02
IAIC HE70
IAIC HF38
IAIC HG06
M. 2.d.
1. Excluding positions with central banks.
2. Under consideration: split into USD - EUR - other currencies.
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Institution-to-Aggregate data: Financial Derivatives Schedule
Firm:
FR 2510
Page 10 of 12
DRAFT
as of
MM / DD / YYYY
Valuation
Gross Positive
Fair Value
Dollar Amounts in Millions
XXXX
Instrument
1. Exchange-Traded Derivatives.............................................................................................................................................................. HG13
a. Equity derivatives ............................................................................................................................................................................ HG14
b. Interest rate derivatives .................................................................................................................................................................... HG15
c. Foreign exchange derivatives ............................................................................................................................................................ HG16
d. Credit derivatives ............................................................................................................................................................................ HG17
e. Commodity derivatives ..................................................................................................................................................................... HG18
f. Other derivatives ............................................................................................................................................................................. HG19
2. Centrally-Cleared OTC Derivatives ....................................................................................................................................................... HG20
a. Equity derivatives ............................................................................................................................................................................ HG21
b. Interest rate derivatives .................................................................................................................................................................... HG22
c. Foreign exchange derivatives ............................................................................................................................................................ HG23
d. Credit derivatives ............................................................................................................................................................................ HG24
e. Commodity derivatives ..................................................................................................................................................................... HG25
f. Other derivatives ............................................................................................................................................................................. HG26
3. Bilateral/Uncleared OTC Derivatives .................................................................................................................................................... HG27
a. Equity derivatives ............................................................................................................................................................................ HG28
b. Interest rate derivatives .................................................................................................................................................................... HG29
c. Foreign exchange derivatives ............................................................................................................................................................ HG30
d. Credit derivatives ............................................................................................................................................................................ HG31
e. Commodity derivatives ..................................................................................................................................................................... HG32
f. Other derivatives ............................................................................................................................................................................. HG33
IAIC
Gross Negative
Fair Value
Amount
IAIC
INFC HL08
XXXX
HG34
HG35
HG36
HG37
HG38
HG39
Notional Amounts
Amount
IAIC
Amount
INFC GG35
XXXX
HG55
HG56
HG57
HG58
HG59
HG60
INFC GG36
HG40
HG41
HG42
HG43
HG44
HG61
M409
HG62
HG63
HG64
HG45
HG46
HG47
HG48
HG49
HG65
HG66
HG67
M410
HG68
HG50
HG51
HG52
HG53
HG54
HG69
HG70
HG71
HG72
HG73
1.
1.a.
1.b.
1.c.
1.d.
1.e.
1. f.
2.
2.a.
2.b.
2.c.
2.d.
2.e.
2. f.
3.
3.a.
3.b.
3.c.
3.d.
3.e.
3. f.
06/2019
KDM 04/23/2019_v6_1:00pm
Institution-to-Aggregate data: Foreign Exchange Derivatives Schedule
Firm:
FR 2510
Page 11 of 12
DRAFT
as of
MM / DD / YYYY
Remaining Maturity Bucket:
(IAIC HK20)
(1) Non-maturity instruments (including on demand and open positions), (2) overnight and less than 3 months, (3) 3 months and less than 1 year, (4) 1 year and over.
Dollar Amounts in Millions
USD
EUR
JPY
GBP
CHF
CNY
Other
Total
Notional Amount
Notional Amount
Notional Amount
Notional Amount
Notional Amount
Notional Amount
Notional Amount
Notional Amount
IAIC HG74
IAIC HG99
IAIC HH24
IAIC HH49
IAIC HH74
IAIC HH99
IAIC HJ24
IAIC HJ49
IAIC HH00
IAIC HH25
IAIC HH50
IAIC HH75
IAIC HJ00
IAIC HJ25
IAIC HJ50
IAIC HH26
IAIC HH51
IAIC HH76
IAIC HJ01
IAIC HJ26
IAIC HJ51
IAIC HH52
IAIC HH77
IAIC HJ02
IAIC HJ27
IAIC HJ52
IAIC HH78
IAIC HJ03
IAIC HJ28
IAIC HJ53
IAIC HJ04
IAIC HJ29
IAIC HJ54
IAIC HJ30
IAIC HJ55
1. Long currency forwards 1 (currency bought at maturity) .......................
1.
a. USD ...........................................................................................
1.a.
IAIC HG76
b. EUR ...........................................................................................
1.b.
IAIC HG77
IAIC HH02
IAIC HG78
IAIC HH03
IAIC HH28
IAIC HG79
IAIC HH04
IAIC HH29
IAIC HH54
IAIC HG80
IAIC HH05
IAIC HH30
IAIC HH55
IAIC HH80
IAIC HG81
IAIC HH06
IAIC HH31
IAIC HH56
IAIC HH81
IAIC HJ06
IAIC HJ31
IAIC HJ56
IAIC HG82
IAIC HH07
IAIC HH32
IAIC HH57
IAIC HH82
IAIC HJ07
IAIC HJ32
IAIC HJ57
IAIC HG83
IAIC HH08
IAIC HH33
IAIC HH58
IAIC HH83
IAIC HJ08
IAIC HJ33
IAIC HJ58
IAIC HH09
IAIC HH34
IAIC HH59
IAIC HH84
IAIC HJ09
IAIC HJ34
IAIC HJ59
IAIC HH35
IAIC HH60
IAIC HH85
IAIC HJ10
IAIC HJ35
IAIC HJ60
IAIC HH61
IAIC HH86
IAIC HJ11
IAIC HJ36
IAIC HJ61
IAIC HH87
IAIC HJ12
IAIC HJ37
IAIC HJ62
IAIC HJ13
IAIC HJ38
IAIC HJ63
IAIC HJ39
IAIC HJ64
IAIC HJ40
IAIC HJ65
c. JPY ............................................................................................
1.c.
1.d.
d. GBP ...........................................................................................
1.e.
e. CHF ...........................................................................................
1. f.
f. CNY ...........................................................................................
g. Other..........................................................................................
2. Long currency swaps 2 (currency received at maturity) (sum of 2.a
and 2.b) ..........................................................................................
1.g.
2.
a. Exchange of Notional.....................................................................
2.a.
(1) USD .....................................................................................
2.a.(1)
IAIC HG85
(2) EUR .....................................................................................
2.a.(2)
IAIC HG86
IAIC HH11
IAIC HG87
IAIC HH12
IAIC HH37
IAIC HG88
IAIC HH13
IAIC HH38
IAIC HH63
IAIC HG89
IAIC HH14
IAIC HH39
IAIC HH64
IAIC HH89
IAIC HG90
IAIC HH15
IAIC HH40
IAIC HH65
IAIC HH90
2.a.(3)
(3) JPY ......................................................................................
2.a.(4)
(4) GBP .....................................................................................
2.a.(5)
(5) CHF......................................................................................
(6) CNY .....................................................................................
(7) Other ....................................................................................
2.a.(6)
IAIC HJ15
2.a.(7)
1. Includes foreign exchange swaps.
2. Includes cross currency interest rate swaps.
06/2019
KDM 04/23/2019_v6_1:00pm
Institution-to-Aggregate data: Foreign Exchange Derivatives Schedule
Firm:
FR 2510
Page 12 of 12
DRAFT
as of
MM / DD / YYYY
—Continued
Dollar Amounts in Millions
1
2. Long currency swaps (currency received at maturity)—Continued
b. Only Exchange of Interests .............................................................
USD
EUR
JPY
GBP
CHF
CNY
Other
Total
Notional Amount
Notional Amount
Notional Amount
Notional Amount
Notional Amount
Notional Amount
Notional Amount
Notional Amount
IAIC HG91
IAIC HH16
IAIC HH41
IAIC HH66
IAIC HH91
IAIC HJ16
IAIC HJ41
IAIC HJ66
IAIC HH17
IAIC HH42
IAIC HH67
IAIC HH92
IAIC HJ17
IAIC HJ42
IAIC HJ67
IAIC HH43
IAIC HH68
IAIC HH93
IAIC HJ18
IAIC HJ43
IAIC HJ68
IAIC HH69
IAIC HH94
IAIC HJ19
IAIC HJ44
IAIC HJ69
IAIC HH95
IAIC HJ20
IAIC HJ45
IAIC HJ70
IAIC HJ21
IAIC HJ46
IAIC HJ71
IAIC HJ47
IAIC HJ72
IAIC HJ48
IAIC HJ73
2.b.
2.b.(1)
(1) USD .....................................................................................
IAIC HG93
(2) EUR .....................................................................................
2.b.(2)
IAIC HG94
IAIC HH19
IAIC HG95
IAIC HH20
IAIC HH45
IAIC HG96
IAIC HH21
IAIC HH46
IAIC HH71
IAIC HG97
IAIC HH22
IAIC HH47
IAIC HH72
IAIC HH97
IAIC HG98
IAIC HH23
IAIC HH48
IAIC HH73
IAIC HH98
(3) JPY ......................................................................................
2.b.(3)
(4) GBP .....................................................................................
2.b.(4)
2.b.(5)
(5) CHF......................................................................................
(6) CNY .....................................................................................
(7) Other ....................................................................................
2.b.(6)
IAIC HJ23
2.b.(7)
1. Includes cross currency interest rate swaps.
06/2019
| File Type | application/pdf |
| File Modified | 0000-00-00 |
| File Created | 0000-00-00 |