Collateral Called for Delivery

Refers to the fair value of collateral due to the reporting entity’s counterparties that has been called as of date T (i.e., the collateral flow). This product does not represent the entire stock of collateral posted. Collateral called for delivery should be related to the outstanding collateralized contracts which include, but are not limited to, derivative transactions with bilateral counterparties, central counterparties, or exchanges. Use the Maturity Bucket field to identify the expected settlement date. For collateral calls with same-day settlement (i.e., the collateral is both called and received on the as-of date T), report using the “Open” value in the Maturity Bucket field.