Fair values as of the balance sheet date of all assets resulting from contracts that meet the criteria of being accounted for as derivative instruments, net of the effects of master netting arrangements.

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Fair value of derivative asset, presented on a gross basis even when the derivative instrument is subject to master netting arrangements and qualifies for net presentation in the statement of financial position.

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Fair value of derivative liability, presented on a gross basis even when the derivative instrument is subject to master netting arrangements and qualifies for net presentation in the statement of financial position.

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Fair values as of the balance sheet date of all liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments, net of the effects of master netting arrangements.

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Fair value of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset offset against an obligation to return collateral.

No definition available.

Fair value of securities received as collateral against derivative assets.

No definition available.

Aggregate amount of our net exposure to each counterparty after considering the balance sheet and disclosure-only netting adjustments for derivative assets.

No definition available.

Percentage of derivative assets exchanged in the over the counter market

No definition available.

Percentage of derivative liabilities exchanged in the over the counter market

No definition available.

Fair value of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset offset against the right to receive collateral.

No definition available.

Fair value of securities pledged as collateral against derivative liabilities.

No definition available.

Aggregate amount of our net exposure to each counterparty after considering the balance sheet and disclosure-only netting adjustments for derivative liabilities.

No definition available.