View all text of Subjgrp 32 [§ 210.12-12 - § 210.12-18]
§ 210.12-13C - Open swap contracts.
Col. A | Col. B | Col. C | Col. D | Col. E | Col. F | Col. G | Col. H | Description and terms of payments to be received from another party 1 2 3 | Description and terms of payments to be paid to another party 1 2 3 | Counterparty 4 | Maturity date | Notional amount | Value | Upfront payments/receipts | Unrealized appreciation/
depreciation. 5 6 7 |
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1 List each major category of swaps by descriptive title (
2 Swaps where description, counterparty, or maturity dates differ shall be listed separately within each major category.
3 Description should include information sufficient for a user of financial information to understand the terms of payments to be received and paid. (
4 Not required for exchange-traded or centrally cleared swaps.
5 Indicate by an appropriate symbol each investment which cannot be sold because of restrictions or conditions applicable to the investment.
6 Indicate by an appropriate symbol each investment whose value was determined using significant unobservable inputs.
7 Columns G and H shall be totaled and shall agree with the total of correlative amount(s) shown on the related balance sheet.