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Board of Governors of the Federal Reserve System
DRAFT
FR 2590
OMB Number 7100-XXXX
Approval expires March 31, 20XX
Page 1 of 39
Single-Counterparty Credit Limits Reporting Form—FR 2590
Report at the close of business as of the last calendar day of the quarter
This Report is authorized under section 165(e) of the Dodd-Frank
Wall Street Reform and Consumer Protection Act (12 U.S.C.
5365(e)) and section 5(c) of the Bank Holding Company Act of
1956 (12 U.S.C. 1844), in conjunction with section 8 of the
International Banking Act of 1978 (12 U.S.C. 3106).
The FR 2590 report form is mandatory for any U.S. bank holding
company or savings and loan holding company that is subject to
Each covered company's or covered foreign entity's board of
directors and senior management are responsible for establishing and maintaining an effective system of internal control, including controls over the Single-Counterparty Credit Limits Reporting
Form. The Single-Counterparty Credit Limits Reporting Form is to
be prepared in accordance with instructions provided by the
Board of Governors of the Federal Reserve System. The SingleCounterparty Credit Limits Reporting Form must be signed and
attested by the senior officer of the reporting covered company or
the reporting covered foreign entity. The senior officer may be the
executive responsible for single-counterparty credit limits compliance, chief financial officer, or an individual performing this equivalent function.
Category I, II, or III standards (“covered company”) and any foreign
banking organization (“FBO”) that is subject to Category II or III
standards or that has total global consolidated assets of $250 billion or more, as well as any U.S. intermediate holding company that
is subject to Category II or III standards (each a “covered entity”).
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 OMB control number.
Date of Report:
Month / Day / Year (SCCL 9999)
I, the undersigned senior officer of the named covered company
or covered foreign entity, attest that the Single-Counterparty
Credit Limits Reporting Form for this report date have been prepared in conformance with the instructions issued by the Board of
Governors of the Federal Reserve System and are true and correct to the best of my knowledge and belief.
Legal Title of Covered Company or Covered Foreign Entity (SCCL 9017)
Printed Name of the Senior Officer (or Equivalent) (SCCL C490)
Signature of Senior Officer (or Equivalent) (SCCL H321)
(Mailing Address of Covered Company or Covered Foreign Entity) Street / PO Box
(SCCL 9110)
Date of Signature (MM/DD/YYYY) (SCCL J196)
City (SCCL 9130)
State (SCCL 9200)
Zip Code (SCCL 9220)
Person to whom questions about this report should be directed:
Name / Title (SCCL 8901)
Area Code / Phone Number (SCCL 8902)
Area Code / FAX Number (SCCL 9116)
E-mail Address of Contact (SCCL 4086)
Covered companies and covered foreign entities must maintain in their files an electronic version
of the signature page and of the data submitted.
Public reporting burden for this information collection is estimated to average of 254.25 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 Federal Reserve System, 20th and C Streets NW, Washington, DC 20551, and to the Office of Management and Budget,
Paperwork Reduction Project (######), Washington, DC 20503.
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DRAFT
General Information on Respondent Organization
0=No
1. Certification .................................................................................................................................
SCCL
1=Yes JF99
U.S. Dollar Amounts in Thousands MDRM
2. Tier 1 Capital ............................................................................................................... JG00
3. Capital Stock and Surplus............................................................................................... JG01
4. Total Consolidated Assets .............................................................................................. JG02
1.
Amount
2.
3.
4.
0=Non-major SCCL
5. Major Status .........................................................................................................................
1=Major
JG03
5.
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General Information on Counterparties
FR 2590
Page 3 of 37
DRAFT
Counterparty Name
Counterparty Type
Counterparty
Classification
Counterparty
Exemption Status
SCCL JG04
SCCL JG05
SCCL JG06
SCCL JG07
(Column A)
(Column B)
(Column C)
(Column D)
1=major
0=non-major
1=exempt
0=non-exempt
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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DRAFT
Schedule G-1—General Exposures
U.S. Dollar Amounts in Thousands.
Deposits
Loans and Leases
Debt Securities or
Investments
Equity Securities or
Investments
Committed Credit Lines
Guarantees and
Letters of Credit
Securitization Arising
from Look-Through
Total Gross Exposure:
G-1 Schedule
SCCL JG08
SCCL JG09
SCCL JG10
SCCL JG11
SCCL JG12
SCCL JG13
SCCL JG14
SCCL JG15
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
(Column G)
(Column H)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
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DRAFT
Schedule G-1—Continued
U.S. Dollar Amounts in Thousands.
Deposits
Loans and Leases
Debt Securities or
Investments
Equity Securities or
Investments
Committed Credit Lines
Guarantees and
Letters of Credit
Securitization Arising
from Look-Through
Total Gross Exposure:
G-1 Schedule
SCCL JG08
SCCL JG09
SCCL JG10
SCCL JG11
SCCL JG12
SCCL JG13
SCCL JG14
SCCL JG15
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
(Column G)
(Column H)
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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DRAFT
Schedule G-2—Repurchase Agreement Exposures
U.S. Dollar Amounts in Thousands.
Sovereign Issuers (zero percent risk weight)
Transferred
Sovereign Issuers (20 or 50 percent risk weight)
Received
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JG16
SCCL JG17
SCCL JG18
SCCL JG19
SCCL JG20
SCCL JG21
SCCL JG22
SCCL JG23
SCCL JG24
SCCL JG25
SCCL JG26
SCCL JG27
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
(Column G)
(Column H)
(Column I)
(Column J)
(Column K)
(Column L)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
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DRAFT
Schedule G-2—Continued
U.S. Dollar Amounts in Thousands.
Sovereign Issuers (100 percent risk weight)
Transferred
Non-Sovereign Issuers (20 percent risk weight)
Received
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JG28
SCCL JG29
SCCL JG30
SCCL JG31
SCCL JG32
SCCL JG33
SCCL JG34
SCCL JG35
SCCL JG36
SCCL JG37
SCCL JG38
SCCL JG39
(Column M)
(Column N)
(Column O)
(Column P)
(Column Q)
(Column R)
(Column S)
(Column T)
(Column U)
(Column V)
(Column W)
(Column X)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
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DRAFT
Schedule G-2—Continued
U.S. Dollar Amounts in Thousands.
Non-Sovereign Issuers (50 percent risk weight)
Transferred
Non-Sovereign Issuers (100 percent risk weight)
Received
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JG40
SCCL JG41
SCCL JG42
SCCL JG43
SCCL JG44
SCCL JG45
SCCL JG46
SCCL JG47
SCCL JG48
SCCL JG49
SCCL JG50
SCCL JG51
(Column Y)
(Column Z)
(Column AA)
(Column AB)
(Column AC)
(Column AD)
(Column AE)
(Column AF)
(Column AG)
(Column AH)
(Column AI)
(Column AJ)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
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DRAFT
Schedule G-2—Continued
U.S. Dollar Amounts in Thousands.
Investment Grade Securitization Exposure
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JG52
SCCL JG53
SCCL JG54
SCCL JG55
SCCL JG56
SCCL JG57
(Column AK)
(Column AL)
(Column AM)
(Column AN)
(Column AO)
(Column AP)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
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DRAFT
Schedule G-2—Continued
U.S. Dollar Amounts in Thousands.
Main Index Equities (including
convertible bonds) and gold
Other Publicly Traded Equities
(including convertible bonds)
Internal Models Method, If Approved
Cash
Other
Total Gross
Exposure
Total Gross Exposure
Under Bilateral
Netting Agreements
Total Gross
Exposure
G-2 Schedule
Transferred
Received
Transferred
Received
Transferred
Received
Transferred
Received
Total Gross Exposure
Under Bilateral
Netting Agreements
SCCL JG58
SCCL JG59
SCCL JG60
SCCL JG61
SCCL JG62
SCCL JG63
SCCL JG64
SCCL JG65
SCCL JG66
SCCL JG67
SCCL JG68
SCCL JG69
(Column AQ)
(Column AR)
(Column AS)
(Column AT)
(Column AU)
(Column AV)
(Column AW)
(Column AX)
(Column AY)
(Column AZ)
(Column BA)
(Column BB)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
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DRAFT
Schedule G-2—Continued
U.S. Dollar Amounts in Thousands.
Sovereign Issuers (zero percent risk weight)
Transferred
Sovereign Issuers (20 or 50 percent risk weight)
Received
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JG16
SCCL JG17
SCCL JG18
SCCL JG19
SCCL JG20
SCCL JG21
SCCL JG22
SCCL JG23
SCCL JG24
SCCL JG25
SCCL JG26
SCCL JG27
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
(Column G)
(Column H)
(Column I)
(Column J)
(Column K)
(Column L)
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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DRAFT
Schedule G-2—Continued
U.S. Dollar Amounts in Thousands.
Sovereign Issuers (100 percent risk weight)
Transferred
Non-Sovereign Issuers (20 percent risk weight)
Received
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JG28
SCCL JG29
SCCL JG30
SCCL JG31
SCCL JG32
SCCL JG33
SCCL JG34
SCCL JG35
SCCL JG36
SCCL JG37
SCCL JG38
SCCL JG39
(Column M)
(Column N)
(Column O)
(Column P)
(Column Q)
(Column R)
(Column S)
(Column T)
(Column U)
(Column V)
(Column W)
(Column X)
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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FR 2590
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DRAFT
Schedule G-2—Continued
U.S. Dollar Amounts in Thousands.
Non-Sovereign Issuers (50 percent risk weight)
Transferred
Non-Sovereign Issuers (100 percent risk weight)
Received
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JG40
SCCL JG41
SCCL JG42
SCCL JG43
SCCL JG44
SCCL JG45
SCCL JG46
SCCL JG47
SCCL JG48
SCCL JG49
SCCL JG50
SCCL JG51
(Column Y)
(Column Z)
(Column AA)
(Column AB)
(Column AC)
(Column AD)
(Column AE)
(Column AF)
(Column AG)
(Column AH)
(Column AI)
(Column AJ)
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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FR 2590
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DRAFT
Schedule G-2—Continued
U.S. Dollar Amounts in Thousands.
Investment Grade Securitization Exposure
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JG52
SCCL JG53
SCCL JG54
SCCL JG55
SCCL JG56
SCCL JG57
(Column AK)
(Column AL)
(Column AM)
(Column AN)
(Column AO)
(Column AP)
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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DRAFT
Schedule G-2—Continued
U.S. Dollar Amounts in Thousands.
Main Index Equities (including
convertible bonds) and gold
Other Publicly Traded Equities
(including convertible bonds)
Internal Models Method, If Approved
Cash
Other
Total Gross
Exposure
Total Gross Exposure
Under Bilateral
Netting Agreements
Total Gross
Exposure
G-2 Schedule
Transferred
Received
Transferred
Received
Transferred
Received
Transferred
Received
Total Gross Exposure
Under Bilateral
Netting Agreements
SCCL JG58
SCCL JG59
SCCL JG60
SCCL JG61
SCCL JG62
SCCL JG63
SCCL JG64
SCCL JG65
SCCL JG66
SCCL JG67
SCCL JG68
SCCL JG69
(Column AQ)
(Column AR)
(Column AS)
(Column AT)
(Column AU)
(Column AV)
(Column AW)
(Column AX)
(Column AY)
(Column AZ)
(Column BA)
(Column BB)
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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DRAFT
Schedule G-3—Securities Lending Exposures
U.S. Dollar Amounts in Thousands.
Sovereign Issuers (zero percent risk weight)
Transferred
Sovereign Issuers (20 or 50 percent risk weight)
Received
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JG70
SCCL JG71
SCCL JG72
SCCL JG73
SCCL JG74
SCCL JG75
SCCL JG76
SCCL JG77
SCCL JG78
SCCL JG79
SCCL JG80
SCCL JG81
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
(Column G)
(Column H)
(Column I)
(Column J)
(Column K)
(Column L)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
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FR 2590
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DRAFT
Schedule G-3—Continued
U.S. Dollar Amounts in Thousands.
Sovereign Issuers (100 percent risk weight)
Transferred
Non-Sovereign Issuers (20 percent risk weight)
Received
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JG82
SCCL JG83
SCCL JG84
SCCL JG85
SCCL JG86
SCCL JG87
SCCL JG88
SCCL JG89
SCCL JG90
SCCL JG91
SCCL JG92
SCCL JG93
(Column M)
(Column N)
(Column O)
(Column P)
(Column Q)
(Column R)
(Column S)
(Column T)
(Column U)
(Column V)
(Column W)
(Column X)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
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DRAFT
Schedule G-3—Continued
U.S. Dollar Amounts in Thousands.
Non-Sovereign Issuers (50 percent risk weight)
Transferred
Non-Sovereign Issuers (100 percent risk weight)
Received
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JG94
SCCL JG95
SCCL JG96
SCCL JG97
SCCL JG98
SCCL JG99
SCCL JH00
SCCL JH01
SCCL JH02
SCCL JH03
SCCL JH04
SCCL JH05
(Column Y)
(Column Z)
(Column AA)
(Column AB)
(Column AC)
(Column AD)
(Column AE)
(Column AF)
(Column AG)
(Column AH)
(Column AI)
(Column AJ)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
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DRAFT
Schedule G-3—Continued
U.S. Dollar Amounts in Thousands.
Investment Grade Securitization Exposure
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JH06
SCCL JH07
SCCL JH08
SCCL JH09
SCCL JH10
SCCL JH11
(Column AK)
(Column AL)
(Column AM)
(Column AN)
(Column AO)
(Column AP)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
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DRAFT
Schedule G-3—Continued
U.S. Dollar Amounts in Thousands.
Main Index Equities (including
convertible bonds) and gold
Other Publicly Traded Equities
(including convertible bonds)
Internal Models Method, If Approved
Cash
Other
Total Gross
Exposure
Total Gross Exposure
Under Bilateral
Netting Agreements
Total Gross
Exposure
G-3 Schedule
Transferred
Received
Transferred
Received
Transferred
Received
Transferred
Received
Total Gross Exposure
Under Bilateral
Netting Agreements
SCCL JH12
SCCL JH13
SCCL JH14
SCCL JH15
SCCL JH16
SCCL JH17
SCCL JH18
SCCL JH19
SCCL JH20
SCCL JH21
SCCL JH22
SCCL JH23
(Column AQ)
(Column AR)
(Column AS)
(Column AT)
(Column AU)
(Column AV)
(Column AW)
(Column AX)
(Column AY)
(Column AZ)
(Column BA)
(Column BB)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
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DRAFT
Schedule G-3—Continued
U.S. Dollar Amounts in Thousands.
Sovereign Issuers (zero percent risk weight)
Transferred
Sovereign Issuers (20 or 50 percent risk weight)
Received
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JG70
SCCL JG71
SCCL JG72
SCCL JG73
SCCL JG74
SCCL JG75
SCCL JG76
SCCL JG77
SCCL JG78
SCCL JG79
SCCL JG80
SCCL JG81
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
(Column G)
(Column H)
(Column I)
(Column J)
(Column K)
(Column L)
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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DRAFT
Schedule G-3—Continued
U.S. Dollar Amounts in Thousands.
Sovereign Issuers (100 percent risk weight)
Transferred
Non-Sovereign Issuers (20 percent risk weight)
Received
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JG82
SCCL JG83
SCCL JG84
SCCL JG85
SCCL JG86
SCCL JG87
SCCL JG88
SCCL JG89
SCCL JG90
SCCL JG91
SCCL JG92
SCCL JG93
(Column M)
(Column N)
(Column O)
(Column P)
(Column Q)
(Column R)
(Column S)
(Column T)
(Column U)
(Column V)
(Column W)
(Column X)
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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DRAFT
Schedule G-3—Continued
U.S. Dollar Amounts in Thousands.
Non-Sovereign Issuers (50 percent risk weight)
Transferred
Non-Sovereign Issuers (100 percent risk weight)
Received
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JG94
SCCL JG95
SCCL JG96
SCCL JG97
SCCL JG98
SCCL JG99
SCCL JH00
SCCL JH01
SCCL JH02
SCCL JH03
SCCL JH04
SCCL JH05
(Column Y)
(Column Z)
(Column AA)
(Column AB)
(Column AC)
(Column AD)
(Column AE)
(Column AF)
(Column AG)
(Column AH)
(Column AI)
(Column AJ)
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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DRAFT
Schedule G-3—Continued
U.S. Dollar Amounts in Thousands.
Investment Grade Securitization Exposure
Transferred
Received
1 year or less
Over 1 year,
through 5 years
Over 5 years
1 year or less
Over 1 year,
through 5 years
Over 5 years
SCCL JH06
SCCL JH07
SCCL JH08
SCCL JH09
SCCL JH10
SCCL JH11
(Column AK)
(Column AL)
(Column AM)
(Column AN)
(Column AO)
(Column AP)
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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DRAFT
Schedule G-3—Continued
U.S. Dollar Amounts in Thousands.
Main Index Equities (including
convertible bonds) and gold
Other Publicly Traded Equities
(including convertible bonds)
Internal Models Method, If Approved
Cash
Other
Total Gross
Exposure
Total Gross Exposure
Under Bilateral
Netting Agreements
Total Gross
Exposure
G-3 Schedule
Transferred
Received
Transferred
Received
Transferred
Received
Transferred
Received
Total Gross Exposure
Under Bilateral
Netting Agreements
SCCL JH12
SCCL JH13
SCCL JH14
SCCL JH15
SCCL JH16
SCCL JH17
SCCL JH18
SCCL JH19
SCCL JH20
SCCL JH21
SCCL JH22
SCCL JH23
(Column AQ)
(Column AR)
(Column AS)
(Column AT)
(Column AU)
(Column AV)
(Column AW)
(Column AX)
(Column AY)
(Column AZ)
(Column BA)
(Column BB)
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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DRAFT
Schedule G-4—Derivatives Exposures
U.S. Dollar Amounts in Thousands.
Gross Notional by Product Type
Internal Models Method, If Approved
Credit,
Where the Covered
Firm is the
Protection Provider
Equity
Commodity
Other
Total Gross Exposure
Under Qualifying
Master Netting
Agreements
Total Gross Exposure
Total Gross Exposure
Under Qualifying
Master Netting
Agreements
Total Gross Exposure
G-4 Schedule
Interest Rate
Foreign Exchange
Rate
Credit, Except
Where the Covered
Firm is the
Protection Provider
SCCL JH24
SCCL JH25
SCCL JH26
SCCL KX86
SCCL JH27
SCCL JH28
SCCL JH29
SCCL JH30
SCCL JH31
SCCL JH32
SCCL JH33
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
(Column G)
(Column H)
(Column I)
(Column J)
(Column K)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
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DRAFT
Schedule G-4—Continued
U.S. Dollar Amounts in Thousands.
Gross Notional by Product Type
Internal Models Method, If Approved
Credit,
Where the Covered
Firm is the
Protection Provider
Equity
Commodity
Other
Total Gross Exposure
Under Qualifying
Master Netting
Agreements
Total Gross Exposure
Total Gross Exposure
Under Qualifying
Master Netting
Agreements
Total Gross Exposure
G-4 Schedule
Interest Rate
Foreign Exchange
Rate
Credit, Except
Where the Covered
Firm is the
Protection Provider
SCCL JH24
SCCL JH25
SCCL JH26
SCCL KX86
SCCL JH27
SCCL JH28
SCCL JH29
SCCL JH30
SCCL JH31
SCCL JH32
SCCL JH33
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
(Column G)
(Column H)
(Column I)
(Column J)
(Column K)
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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DRAFT
Schedule G-5—Risk Shifting Exposures
U.S. Dollar Amounts in Thousands.
Eligible Collateral
Eligible Guarantees
Eligible Credit
and Equity
Derivatives
Other Eligible Hedges
Unused Portion of
Certain Extensions
of Credit
Credit Transactions
Involving Excluded and
Exempt Entities
Total Gross Exposure:
G-5 Schedule
SCCL JH34
SCCL JH35
SCCL JH36
SCCL JH37
SCCL JH38
SCCL JH39
SCCL JH40
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
(Column G)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
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DRAFT
Schedule G-5—Continued
U.S. Dollar Amounts in Thousands.
Eligible Collateral
Eligible Guarantees
Eligible Credit
and Equity
Derivatives
Other Eligible Hedges
Unused Portion of
Certain Extensions
of Credit
Credit Transactions
Involving Excluded and
Exempt Entities
Total Gross Exposure:
G-5 Schedule
SCCL JH34
SCCL JH35
SCCL JH36
SCCL JH37
SCCL JH38
SCCL JH39
SCCL JH40
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
(Column G)
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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DRAFT
Schedule M-1—Eligible Collateral
U.S. Dollar Amounts in Thousands.
Sovereign Issuers
(zero percent risk
weight)
Sovereign Issuers
(20 or 50 percent
risk weight)
Sovereign Issuers
(100 percent
risk weight)
SCCL JH41
SCCL JH42
SCCL JH43
SCCL JH44
(Column A)
(Column B)
(Column C)
(Column D)
Non-Sovereign Issuers
(100 percent
risk weight)
Main Index Equities
(including convertible
bonds) and Gold
Other Publicly Traded
Equities (including
convertible bonds)
Cash
Other
Total Credit Risk
Mitigation: M-1
Schedule
SCCL JH45
SCCL JH46
SCCL JH47
SCCL JH48
SCCL JH49
SCCL JH50
SCCL JH51
(Column E)
(Column F)
(Column G)
(Column H)
(Column I)
(Column J)
(Column K)
Non-Sovereign Issuers Non-Sovereign Issuers
(20 percent risk weight) (50 percent risk weight)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
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DRAFT
Schedule M-1—Continued
U.S. Dollar Amounts in Thousands.
Sovereign Issuers
(zero percent risk
weight)
Sovereign Issuers
(20 or 50 percent
risk weight)
Sovereign Issuers
(100 percent
risk weight)
SCCL JH41
SCCL JH42
SCCL JH43
SCCL JH44
(Column A)
(Column B)
(Column C)
(Column D)
Non-Sovereign Issuers
(100 percent
risk weight)
Main Index Equities
(including convertible
bonds) and Gold
Other Publicly Traded
Equities (including
convertible bonds)
Cash
Other
Total Credit Risk
Mitigation: M-1
Schedule
SCCL JH45
SCCL JH46
SCCL JH47
SCCL JH48
SCCL JH49
SCCL JH50
SCCL JH51
(Column E)
(Column F)
(Column G)
(Column H)
(Column I)
(Column J)
(Column K)
Non-Sovereign Issuers Non-Sovereign Issuers
(20 percent risk weight) (50 percent risk weight)
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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DRAFT
Schedule M-2—General Risk Mitigants
U.S. Dollar Amounts in Thousands.
Eligible Guarantees
Eligible Credit
and Equity
Derivatives
Other Eligible Hedges
Unused Portion of
Certain Extensions
of Credit
Credit Transactions
Involving Excluded
and Exempt Entities
Total Credit
Risk Mitigation:
M-2 Schedule
SCCL JH52
SCCL JH53
SCCL JH54
SCCL JH55
SCCL JH56
SCCL JH57
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
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FR 2590
Page 33 of 37
DRAFT
Schedule M-2—Continued
U.S. Dollar Amounts in Thousands.
Eligible Guarantees
Eligible Credit
and Equity
Derivatives
Other Eligible Hedges
Unused Portion of
Certain Extensions
of Credit
Credit Transactions
Involving Excluded
and Exempt Entities
Total Credit
Risk Mitigation:
M-2 Schedule
SCCL JH52
SCCL JH53
SCCL JH54
SCCL JH55
SCCL JH56
SCCL JH57
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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DRAFT
Summary of Net Credit Exposures
U.S. Dollar Amounts in Thousands.
Total G-1
Total G-2
Total G-3
Total G-4
Total G-5
Gross Credit
Exposure
Total M-1
Total M-2
Aggregate Credit
Risk Mitigants
Aggregate Net
Credit Exposure
Eligible Capital
Base
Net Credit
Exposure Ratio
SCCL JH58
SCCL JH59
SCCL JH60
SCCL JH61
SCCL JH62
SCCL JH63
SCCL JH64
SCCL JH65
SCCL JH66
SCCL JH67
SCCL JH68
SCCL JH69
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
(Column G)
(Column H)
(Column I)
(Column J)
(Column K)
(Column L)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
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DRAFT
Summary of Net Credit Exposures—Continued
U.S. Dollar Amounts in Thousands.
Total G-1
Total G-2
Total G-3
Total G-4
Total G-5
Gross Credit
Exposure
Total M-1
Total M-2
Aggregate Credit
Risk Mitigants
Aggregate Net
Credit Exposure
Eligible Capital
Base
Net Credit
Exposure Ratio
SCCL JH58
SCCL JH59
SCCL JH60
SCCL JH61
SCCL JH62
SCCL JH63
SCCL JH64
SCCL JH65
SCCL JH66
SCCL JH67
SCCL JH68
SCCL JH69
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
(Column G)
(Column H)
(Column I)
(Column J)
(Column K)
(Column L)
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
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DRAFT
Schedule A-1—Economic Interdependence
Interconnected
Counterparty
Group
FR 2590
Page 36 of 37
Interdependent
Counterparty 1
Interdependent
Counterparty 2
Interdependent
Counterparty 3
Interdependent
Counterparty 4
Interdependent
Counterparty 5
Total Exposure
to Counterparty
Group
SCCL JH70
SCCL JH71
SCCL JH72
SCCL JH73
SCCL JH74
SCCL JH75
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
Text
Text
Text
Text
Text
Percent
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
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DRAFT
Schedule A-2—Control Relationships
Control
Counterparty
Group
FR 2590
Page 37 of 37
Control
Counterparty 1
Control
Counterparty 2
Control
Counterparty 3
Control
Counterparty 4
Control
Counterparty 5
Total Exposure
to Counterparty
Group
SCCL JH76
SCCL JH77
SCCL JH78
SCCL JH79
SCCL JH80
SCCL JH81
(Column A)
(Column B)
(Column C)
(Column D)
(Column E)
(Column F)
Text
Text
Text
Text
Text
Percent
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
03/2020
| File Type | application/pdf |
| Subject | Single-Counterparty Credit Limits—FR 2590 |
| Author | Federal Reserve Board |
| File Modified | 2019-11-22 |
| File Created | 2019-11-21 |