Federal Reserve Economic Data

Over-the-Counter Derivatives (Questions 41-51)

Initial Margin (Questions 42-48)

42) Over the past three months, how have initial margin requirements set by your institution with respect to otc fx derivatives changed? (10)
43) Over the past three months, how have initial margin requirements set by your institution with respect to otc interest rate derivatives changed? (10)
44) Over the past three months, how have initial margin requirements set by your institution with respect to otc equity derivatives changed? (10)
45) Over the past three months, how have initial margin requirements set by your institution with respect to otc credit derivatives referencing corporates (single-name corporates or corporate indexes) changed? (10)
46) Over the past three months, how have initial margin requirements set by your institution with respect to otc credit derivatives referencing securitized products (such as specific abs or mbs tranches and associated indexes) changed? (10)
47) Over the past three months, how have initial margin requirements set by your institution with respect to otc commodity derivatives changed? (10)
48) Over the past three months, how have initial margin requirements set by your institution with respect to trs referencing non-securities (such as bank loans, including, for example, commercial and industrial loans and mortgage whole loans) changed? (10)

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