Form FR 2590 FR 2590 Single-Counterparty Credit Limits Reporting Form

FR 2590
OMB Number 7100-0377
Approval expires December 31, 2023
Page 1 of 37

Board of Governors of the Federal Reserve System

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 (RSSD 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
(RSSD 9110)

Date of Signature (MM/DD/YYYY) (SCCL J196)

City (RSSD 9130)

State (RSSD 9200)

Zip Code (RSSD 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 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 (7100-0377), Washington, DC 20503.

12/2020

FR 2590
Page 2 of 37

General Information on Respondent Organization
0=No

1. Certification .................................................................................................................................

SCCL

1=Yes JF99

U.S. Dollar Amounts in Thousands SCCL
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.

03/2020

FR 2590
Page 3 of 37

General Information on Counterparties

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
03/2020

FR 2590
Page 4 of 37

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

03/2020

FR 2590
Page 5 of 37

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

03/2020

FR 2590
Page 6 of 37

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

03/2020

FR 2590
Page 7 of 37

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

03/2020

FR 2590
Page 8 of 37

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

03/2020

FR 2590
Page 9 of 37

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

03/2020

FR 2590
Page 10 of 37

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

03/2020

FR 2590
Page 11 of 37

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

03/2020

FR 2590
Page 12 of 37

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

03/2020

FR 2590
Page 13 of 37

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

03/2020

FR 2590
Page 14 of 37

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

03/2020

FR 2590
Page 15 of 37

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

03/2020

FR 2590
Page 16 of 37

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

03/2020

FR 2590
Page 17 of 37

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

03/2020

FR 2590
Page 18 of 37

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

03/2020

FR 2590
Page 19 of 37

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

03/2020

FR 2590
Page 20 of 37

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

03/2020

FR 2590
Page 21 of 37

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

03/2020

FR 2590
Page 22 of 37

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

03/2020

FR 2590
Page 23 of 37

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

03/2020

FR 2590
Page 24 of 37

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

03/2020

FR 2590
Page 25 of 37

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

03/2020

FR 2590
Page 26 of 37

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

03/2020

FR 2590
Page 27 of 37

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

03/2020

FR 2590
Page 28 of 37

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

03/2020

FR 2590
Page 29 of 37

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

03/2020

FR 2590
Page 30 of 37

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

03/2020

FR 2590
Page 31 of 37

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

03/2020

FR 2590
Page 32 of 37

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

03/2020

FR 2590
Page 33 of 37

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

03/2020

FR 2590
Page 34 of 37

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

03/2020

FR 2590
Page 35 of 37

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

03/2020

FR 2590
Page 36 of 37

Schedule A-1—Economic Interdependence

Interconnected
Counterparty
Group

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

03/2020

FR 2590
Page 37 of 37

Schedule A-2—Control Relationships

Control
Counterparty
Group

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