O.O.1: Derivative Payables
Refers to the maturing outgoing cash flows related to uncollateralized derivatives (e.g., interest rate, equity, commodity, and option premiums). Report contractually known payables for fixed and floating rate payables. If a floating rate has not been set, report the undiscounted anticipated cash flow by maturity. Do not include brokerage commission fees, exchange fees, or cash flows from unexercised in the money options. Netting receivables and payables by counterparty and maturity date is allowed if a valid netting agreement is in place, allowing for the net settlement of contractual flows. Do not include payables related to the exchange of principal amounts for foreign exchange transactions, as these should be reported in the Supplemental-Foreign Exchange table under products S.FX.1 through S.FX.3.