Title 12

PART 371 APPENDIX A

Appendix A to Part 371 - File Structure for Qualified Financial Contract (QFC) Records for Limited Scope Entities

12:6.0.1.1.22.0.1.8.20 : Appendix A

Appendix A to Part 371 - File Structure for Qualified Financial Contract (QFC) Records for Limited Scope Entities

Table A-1 - Position-Level Data

	Field	Example	Instructions and data application	Definition	Validation
A1.1	As of date	2015-01-05	Provide data extraction date	YYYY-MM-DD
A1.2	Records entity identifier	999999999	Provide LEI for records entity if available. Information needed to review position-level data by records entity	Varchar(50)	Validated against CO.2.
A1.3	Position identifier	20058953	Provide a position identifier. Use the unique transaction identifier if available. Information needed to readily track and distinguish positions	Varchar(100).
A1.4	Counterparty identifier	888888888	Provide a counterparty identifier. Use LEI if counterparty has one. Information needed to identify counterparty by reference to Counterparty Master Table	Varchar(50)	Validated against CP.2.
A1.5	Internal booking location identifier	New York, New York	Provide office where the position is booked. Information needed to determine system on which the trade is booked and settled	Varchar(50).
A1.6	Unique booking unit or desk identifier	xxxxxx	Provide an identifier for unit or desk at which the position is booked. Information needed to help determine purpose of position	Varchar(50).
A1.7	Type of QFC	Credit, equity, foreign exchange, interest rate (including cross-currency), other commodity, securities repurchase agreement, securities lending, loan repurchase agreement, guarantee or other third party credit enhancement of a QFC	Provide type of QFC. Use unique product identifier if available. Information needed to determine the nature of the QFC	Varchar(100).
A1.8	Type of QFC covered by guarantee or other third party credit enhancement	Credit, equity, foreign exchange, interest rate (including cross-currency), other commodity, securities repurchase agreement, securities lending, or loan repurchase agreement	If QFC type is guarantee or other third party credit enhancement, provide type of QFC that is covered by such guarantee or other third party credit enhancement. Use unique product identifier if available. If multiple asset classes are covered by the guarantee or credit enhancement, enter the asset classes separated by comma. If all the QFCs of the underlying QFC obligor identifier are covered by the guarantee or other third party credit enhancement, enter “All”	Varchar(200)	Only required if QFC type (A1.7) is a guarantee or other third party credit enhancement.
A1.9	Underlying QFC obligor identifier	888888888	If QFC type is guarantee or other third party credit enhancement, provide an identifier for the QFC obligor whose obligation is covered by the guarantee or other third party credit enhancement. Use LEI if underlying QFC obligor has one. Complete the counterparty master table with respect to a QFC obligor that is a non-affiliate	Varchar(50)	Only required if QFC asset type (A1.7) is a guarantee or other third party credit enhancement. Validated against CO.2 if affiliate or CP.2 if non-affiliate.
A1.10	Agreement identifier	xxxxxxxxx	Provide an identifier for primary governing documentation, e.g. the master agreement or guarantee agreement, as applicable	Varchar(50).
A1.11	Netting agreement identifier	xxxxxxxxx	Provide an identifier for netting agreement. If this agreement is the same as provided in A1.10, use same identifier. Information needed to identify unique netting sets	Varchar(50).
A1.12	Netting agreement counterparty identifier	xxxxxxxxx	Provide a netting agreement counterparty identifier. Use same identifier as provided in A1.4 if counterparty and netting agreement counterparty are the same. Use LEI if netting agreement counterparty has one. Information needed to identify unique netting sets	Varchar(50)	Validated against CP.2
A1.13	Trade date	2014-12-20	Provide trade or other commitment date for the QFC. Information needed to determine when the entity's rights and obligations regarding the position originated	YYYY-MM-DD.
A1.14	Termination date	2014-03-31	Provide date the QFC terminates or is expected to terminate, expire, mature, or when final performance is required. Information needed to determine when the entity's rights and obligations regarding the position are expected to end	YYYY-MM-DD.
A1.15	Next call, put, or cancellation date	2015-01-25	Provide next call, put, or cancellation date	YYYY-MM-DD.
A1.16	Next payment date	2015-01-25	Provide next payment date	YYYY-MM-DD.
A1.17	Current market value of the position in U.S. dollars	995000	In the case of a guarantee or other third party credit enhancements, provide the current mark-to-market expected value of the exposure. Information needed to determine the current size of the obligation/benefit associated with the QFC	Num (25,5).
A1.18	Notional or principal amount of the position In U.S. dollars	1000000	Provide the notional or principal amount, as applicable, in U.S. dollars. In the case of a guarantee or other third party credit enhancements, provide the maximum possible exposure. Information needed to help evaluate the position	Num (25,5).
A1.19	Covered by third-party credit enhancement agreement (for the benefit of the records entity)?	Y/N	Indicate whether QFC is covered by a guarantee or other third-party credit enhancement. Information needed to determine credit enhancement	Char(1)	Should be “Y” or “N“
A1.20	Third-party credit enhancement provider identifier (for the benefit of the records entity)	999999999	If QFC is covered by a guarantee or other third-party credit enhancement, provide an identifier for provider. Use LEI if available. Complete the counterparty master table with respect to a provider that is a non-affiliate	Varchar(50)	Required if A1.20 is “Y”. Validated against CP.2
A1.21	Third-party credit enhancement agreement identifier (for the benefit of the records entity)		If QFC is covered by a guarantee or other third-party credit enhancement, provide an identifier for the agreement	Varchar(50)	Required if A1.20 is “Y”.
A1.22	Related position of records entity	3333333	Use this field to link any related positions of the records entity. All positions that are related to one another should have same designation in this field	Varchar(100).
A1.23	Reference number for any related loan	9999999	Provide a unique reference number for any loan held by the records entity or a member of its corporate group related to the position (with multiple entries delimited by commas)	Varchar(500).
A1.24	Identifier of the lender of the related loan	999999999	For any loan recorded in A1.23, provide identifier for records entity or member of its corporate group that holds any related loan. Use LEI if entity has one	Varchar(500).

	Field	Example	Instructions and data application	Def	Validation
A2.1	As of date	2015-01-05	Data extraction date	YYYY-MM-DD
A2.2	Records entity identifier	999999999	Provide the LEI for the records entity if available	Varchar(50)	Validated against CO.2.
A2.3	Netting agreement counterparty identifier	888888888	Provide an identifier for the netting agreement counterparty. Use LEI if counterparty has one	Varchar(50)	Validated against CP.2.
A2.4	Netting agreement identifier	xxxxxxxxx	Provide an identifier for the netting agreement	Varchar(50).
A2.5	Underlying QFC obligor identifier	888888888	Provide identifier for underlying QFC obligor if netting agreement is associated with a guarantee or other third party credit enhancement. Use LEI if available	Varchar(50)	Validated against CO.2 or CP.2.
A2.6	Covered by third-party credit enhancement agreement (for the benefit of the records entity)?	Y/N	Indicate whether the positions subject to the netting set agreement are covered by a third-party credit enhancement agreement	Char(1)	Should be “Y” or “N”.
A2.7	Third-party credit enhancement provider identifier (for the benefit of the records entity)	999999999	Use LEI if available. Information needed to identity third-party credit enhancement provider	Varchar(50)	Required if A2.6 is “Y”. Should be a valid entry in the Counterparty Master Table. Validated against CP.2.
A2.8	Third-party credit enhancement agreement identifier (for the benefit of the records entity)	4444444		Varchar(50)	Required if A2.6 is “Y”.
A2.9	Aggregate current market value in U.S. dollars of all positions under this netting agreement	-1000000	Information needed to help evaluate the positions subject to the netting agreement	Num (25,5)	Market value of all positions in A1 for the given netting agreement identifier should be equal to this value. A2.9 = A2.10 + A2.11.
A2.10	Current market value in U.S. dollars of all positive positions, as aggregated under this netting agreement	3000000	Information needed to help evaluate the positions subject to the netting agreement	Num (25,5)	Market value of all positive positions in A1 for the given netting agreement identifier should be equal to this value. A2.9 = A2.10 + A2.11.
A2.11	Current market value in U.S. dollars of all negative positions, as aggregated under this netting agreement	-4000000	Information needed to help evaluate the positions subject to the netting agreement	Num (25,5)	Market value of all negative positions in A1 for the given Netting Agreement Identifier should be equal to this value. A2.9 = A2.10 + A2.11.
A2.12	Current market value in U.S. dollars of all collateral posted by records entity, as aggregated under this netting agreement	950000	Information needed to determine the extent to which collateral has been provided by records entity	Num (25,5).
A2.13	Current market value in U.S. dollars of all collateral posted by counterparty, as aggregated under this netting agreement	50000	Information needed to determine the extent to which collateral has been provided by counterparty	Num (25,5).
A2.14	Records entity collateral - net	950,000	Provide records entity's collateral excess or deficiency with respect to all of its positions, as determined under each applicable agreement, including thresholds and haircuts where applicable	Num (25,5)	Should be less than or equal to A2.15.
A2.15	Counterparty collateral - net	950,000	Provide counterparty's collateral excess or deficiency with respect to all of its positions, as determined under each applicable agreement, including thresholds and haircuts where applicable	Num (25,5)	Should be less than or equal to A2.16.
A2.16	Next margin payment date	2015-11-05	Provide next margin payment date for position	YYYY-MM-DD.
A2.17	Next margin payment amount in U.S. dollars	150,000	Use positive value if records entity is due a payment and use negative value if records entity has to make the payment	Num (25,5).

Field

Example

Instructions and data
application

Def

Validation

A2.1

As of date

2015-01-05

Data extraction date

YYYY-MM-DD

A2.2

Records entity identifier

999999999

Provide the LEI for the records entity if available

Varchar(50)

Validated against CO.2.

A2.3

Netting agreement counterparty identifier

888888888

Provide an identifier for the netting agreement counterparty. Use LEI if counterparty has one

Varchar(50)

Validated against CP.2.

A2.4

Netting agreement identifier

xxxxxxxxx

Provide an identifier for the netting agreement

Varchar(50).

A2.5

Underlying QFC obligor identifier

888888888

Provide identifier for underlying QFC obligor if netting agreement is associated with a guarantee or other third party credit enhancement. Use LEI if available

Varchar(50)

Validated against CO.2 or CP.2.

A2.6

Covered by third-party credit enhancement agreement (for the benefit of the records entity)?

Y/N

Indicate whether the positions subject to the netting set agreement are covered by a third-party credit enhancement agreement

Char(1)

Should be “Y” or “N”.

A2.7

Third-party credit enhancement provider identifier (for the benefit of the records entity)

999999999

Use LEI if available. Information needed to identity third-party credit enhancement provider

Varchar(50)

Required if A2.6 is “Y”. Should be a valid entry in the Counterparty Master Table. Validated against CP.2.

A2.8

Third-party credit enhancement agreement identifier (for the benefit of the records entity)

4444444

Varchar(50)

Required if A2.6 is “Y”.

A2.9

Aggregate current market value in U.S. dollars of all positions under this netting agreement

-1000000

Information needed to help evaluate the positions subject to the netting agreement

Num (25,5)

Market value of all positions in A1 for the given netting agreement identifier should be equal to this value. A2.9 = A2.10 + A2.11.

A2.10

Current market value in U.S. dollars of all positive positions, as aggregated under this netting agreement

3000000

Information needed to help evaluate the positions subject to the netting agreement

Num (25,5)

Market value of all positive positions in A1 for the given netting agreement identifier should be equal to this value. A2.9 = A2.10 + A2.11.

A2.11

Current market value in U.S. dollars of all negative positions, as aggregated under this netting agreement

-4000000

Information needed to help evaluate the positions subject to the netting agreement

Num (25,5)

Market value of all negative positions in A1 for the given Netting Agreement Identifier should be equal to this value. A2.9 = A2.10 + A2.11.

A2.12

Current market value in U.S. dollars of all collateral posted by records entity, as aggregated under this netting agreement

950000

Information needed to determine the extent to which collateral has been provided by records entity

Num (25,5).

A2.13

Current market value in U.S. dollars of all collateral posted by counterparty, as aggregated under this netting agreement

50000

Information needed to determine the extent to which collateral has been provided by counterparty

Num (25,5).

A2.14

Records entity collateral - net

950,000

Provide records entity's collateral excess or deficiency with respect to all of its positions, as determined under each applicable agreement, including thresholds and haircuts where applicable

Num (25,5)

Should be less than or equal to A2.15.

A2.15

Counterparty collateral - net

950,000

Provide counterparty's collateral excess or deficiency with respect to all of its positions, as determined under each applicable agreement, including thresholds and haircuts where applicable

Num (25,5)

Should be less than or equal to A2.16.

A2.16

Next margin payment date

2015-11-05

Provide next margin payment date for position

YYYY-MM-DD.

A2.17

Next margin payment amount in U.S. dollars

150,000

Use positive value if records entity is due a payment and use negative value if records entity has to make the payment

Num (25,5).

	Field	Example	Instructions and data application	Def	Validation
CO.1	As of date	2015-01-05	Data extraction date	YYYY-MM-DD.
CO.2	Entity identifier	888888888	Provide unique identifier. Use LEI if available. Information needed to identify entity	Varchar(50)	Should be unique across all record entities.
CO.3	Has LEI been used for entity identifier?	Y/N	Specify whether the entity identifier provided is an LEI.	Char(1)	Should be “Y” or “N”.
CO.4	Legal name of entity	John Doe & Co.	Provide legal name of entity	Varchar(200).
CO.5	Immediate parent entity identifier	77777777	Use LEI if available. Information needed to complete org structure	Varchar(50).
CO.6	Has LEI been used for immediate parent entity identifier?	Y/N	Specify whether the immediate parent entity identifier provided is an LEI	Char(1)	Should be “Y” or “N”.
CO.7	Legal name of immediate parent entity	John Doe & Co.	Information needed to complete org structure	Varchar(200).
CO.8	Percentage ownership of immediate parent entity in the entity	100.00	Information needed to complete org structure	Num (5,2).
CO.9	Entity type	Subsidiary, foreign branch, foreign division	Information needed to complete org structure	Varchar(50).
CO.10	Domicile	New York, New York	Enter as city, state or city, foreign country	Varchar(50).
CO.11	Jurisdiction under which incorporated or organized	New York	Enter as state or foreign jurisdiction	Varchar(50).

Field

Example

Instructions and data
application

Def

Validation

CO.1

As of date

2015-01-05

Data extraction date

YYYY-MM-DD.

CO.2

Entity identifier

888888888

Provide unique identifier. Use LEI if available. Information needed to identify entity

Varchar(50)

Should be unique across all record entities.

CO.3

Has LEI been used for entity identifier?

Y/N

Specify whether the entity identifier provided is an LEI.

Char(1)

Should be “Y” or “N”.

CO.4

Legal name of entity

John Doe & Co.

Provide legal name of entity

Varchar(200).

CO.5

Immediate parent entity identifier

77777777

Use LEI if available. Information needed to complete org structure

Varchar(50).

CO.6

Has LEI been used for immediate parent entity identifier?

Y/N

Specify whether the immediate parent entity identifier provided is an LEI

Char(1)

Should be “Y” or “N”.

CO.7

Legal name of immediate parent entity

John Doe & Co.

Information needed to complete org structure

Varchar(200).

CO.8

Percentage ownership of immediate parent entity in the entity

100.00

Information needed to complete org structure

Num (5,2).

CO.9

Entity type

Subsidiary, foreign branch, foreign division

Information needed to complete org structure

Varchar(50).

CO.10

Domicile

New York, New York

Enter as city, state or city, foreign country

Varchar(50).

CO.11

Jurisdiction under which incorporated or organized

New York

Enter as state or foreign jurisdiction

Varchar(50).

	Field	Example	Instructions and data application	Def	Validation
CP.1	As of date	2015-01-05	Data extraction date	YYYY-MM-DD.
CP.2	Counterparty identifier	888888888	Use LEI if counterparty has one The counterparty identifier shall be the global legal entity identifier if one has been issued to the entity. If a counterparty transacts with the records entity through one or more separate foreign branches or divisions and any such branch or division does not have its own unique global legal entity identifier, the records entity must include additional identifiers, as appropriate to enable the FDIC to aggregate or disaggregate the data for each counterparty and for each entity with the same ultimate parent entity as the counterparty	Varchar(50).
CP.3	Has LEI been used for counterparty identifier?	Y/N	Indicate whether the counterparty identifier is an LEI	Char(1)	Should be “Y” or “N”.
CP.4	Legal name of counterparty	John Doe & Co	Information needed to identify and, if necessary, communicate with counterparty	Varchar(200).
CP.5	Domicile	New York, New York	Enter as city, state or city, foreign country	Varchar(50).
CP.6	Jurisdiction under which incorporated or organized	New York	Enter as state or foreign jurisdiction	Varchar(50).
CP.7	Immediate parent entity identifier	77777777	Provide an identifier for the parent entity that directly controls the counterparty. Use LEI if immediate parent entity has one	Varchar(50).
CP.8	Has LEI been used for immediate parent entity identifier?	Y/N	Indicate whether the immediate parent entity identifier is an LEI	Char(1)	Should be “Y” or “N”.
CP.9	Legal name of immediate parent entity	John Doe & Co	Information needed to identify and, if necessary, communicate with counterparty	Varchar(200).
CP.10	Ultimate parent entity identifier	666666666	Provide an identifier for the parent entity that is a member of the corporate group of the counterparty that is not controlled by another entity. Information needed to identify counterparty. Use LEI if ultimate parent entity has one	Varchar(50).
CP.11	Has LEI been used for ultimate parent entity identifier?	Y/N	Indicate whether the ultimate parent entity identifier is an LEI	Char(1)	Should be “Y” or “N”.
CP.12	Legal name of ultimate parent entity	John Doe & Co	Information needed to identify and, if necessary, communicate with counterparty	Varchar(100).

Field

Example

Instructions and data
application

Def

Validation

CP.1

As of date

2015-01-05

Data extraction date

YYYY-MM-DD.

CP.2

Counterparty identifier

888888888

Use LEI if counterparty has one
The counterparty identifier shall be the global legal entity identifier if one has been issued to the entity. If a counterparty transacts with the records entity through one or more separate foreign branches or divisions and any such branch or division does not have its own unique global legal entity identifier, the records entity must include additional identifiers, as appropriate to enable the FDIC to aggregate or disaggregate the data for each counterparty and for each entity with the same ultimate parent entity as the counterparty

Varchar(50).

CP.3

Has LEI been used for counterparty identifier?

Y/N

Indicate whether the counterparty identifier is an LEI

Char(1)

Should be “Y” or “N”.

CP.4

Legal name of counterparty

John Doe & Co

Information needed to identify and, if necessary, communicate with counterparty

Varchar(200).

CP.5

Domicile

New York, New York

Enter as city, state or city, foreign country

Varchar(50).

CP.6

Jurisdiction under which incorporated or organized

New York

Enter as state or foreign jurisdiction

Varchar(50).

CP.7

Immediate parent entity identifier

77777777

Provide an identifier for the parent entity that directly controls the counterparty. Use LEI if immediate parent entity has one

Varchar(50).

CP.8

Has LEI been used for immediate parent entity identifier?

Y/N

Indicate whether the immediate parent entity identifier is an LEI

Char(1)

Should be “Y” or “N”.

CP.9

Legal name of immediate parent entity

John Doe & Co

Information needed to identify and, if necessary, communicate with counterparty

Varchar(200).

CP.10

Ultimate parent entity identifier

666666666

Provide an identifier for the parent entity that is a member of the corporate group of the counterparty that is not controlled by another entity. Information needed to identify counterparty. Use LEI if ultimate parent entity has one

Varchar(50).

CP.11

Has LEI been used for ultimate parent entity identifier?

Y/N

Indicate whether the ultimate parent entity identifier is an LEI

Char(1)

Should be “Y” or “N”.

CP.12

Legal name of ultimate parent entity

John Doe & Co

Information needed to identify and, if necessary, communicate with counterparty

Varchar(100).

Format	Content in brief	Additional explanation	Examples
YYYY-MM-DD	Date	YYYY = four digit date, MM = 2 digit month, DD = 2 digit date	2015-11-12
Num (25,5)	Up to 25 numerical characters including 5 decimals	Up to 20 numerical characters before the decimal point and up to 5 numerical characters after the decimal point. The dot character is used to separate decimals.	1352.67 12345678901234567890 12345 0 −20000.25 −0.257
Char(3)	3 alphanumeric characters	The length is fixed at 3 alphanumeric characters	USD X1X 999
Varchar(25)	Up to 25 alphanumeric characters	The length is not fixed but limited at up to 25 alphanumeric characters	asgaGEH3268EFdsagtTRCF543

Format

Content in brief

Additional explanation

Examples

YYYY-MM-DD

Date

YYYY = four digit date, MM = 2 digit month, DD = 2 digit date

2015-11-12

Num (25,5)

Up to 25 numerical characters including 5 decimals

Up to 20 numerical characters before the decimal point and up to 5 numerical characters after the decimal point. The dot character is used to separate decimals.

1352.67
12345678901234567890
12345
0
−20000.25
−0.257

Char(3)

3 alphanumeric characters

The length is fixed at 3 alphanumeric characters

USD
X1X
999

Varchar(25)

Up to 25 alphanumeric characters

The length is not fixed but limited at up to 25 alphanumeric characters

asgaGEH3268EFdsagtTRCF543