DB Schedules
- Nancy Cohn (Deactivated)
- Kinga Huszno
Schedule DB – Part A – Section 1
Schedule DB – Part A – Section 1 is the Options, Caps, Floors, Collars, Swaps and Forwards Open as of December 31 of Current Year NAIC schedule. The report includes call options, warrants, put options, caps, floors, collars, forwards, and swaps owned as of the end of the scheduling period.
You can write in various values related to hedging descriptions using the DB Hedge Description panels and Footnote Hedge Code panels. For more information, see Manage Schedule DB Hedge Descriptions.
Schedule DB – Part A – Section 2
Schedule DB – Part A – Section 2 is the Options, Caps, Floors, Collars, Swaps and Forwards Terminated During Current Year NAIC schedule. The report includes call options, warrants, put options, caps, floors, collars, forwards, and swaps disposed of during the reporting period.
You can write in various values related to hedging descriptions using the DB Hedge Description panels and Footnote Hedge Code panels. For more information, see Manage Schedule DB Hedge Descriptions.
Schedule DB – Part B – Section 1
Schedule DB – Part B – Section 1 is the Future Contracts Open December 31 of Current Year NAIC schedule. The schedule includes all future contract positions open as of the end of the reporting period.
You can write in various values related to hedging descriptions using the DB Hedge Description panels and Footnote Hedge Code panels. For more information, see Manage Schedule DB Hedge Descriptions.
Schedule DB – Part B – Section 2
Schedule DB – Part B – Section 2 is the Future Contracts Terminated December 31 of Current Year NAIC schedule. The schedule includes all future contracts that were terminated during the current reporting year.
You can write in various values related to hedging descriptions using the DB Hedge Description panels and Footnote Hedge Code panels. For more information, see Manage Schedule DB Hedge Descriptions.
Schedule DB – Part C – Section 1
Schedule DB – Part C – Section 1 is the Replication (Synthetic Asset) Transactions Open as of December 31 of Current Year NAIC schedule. The schedule includes all Replication (Synthetic Asset) Transactions (RSATs) owned as of the end of the scheduling period. The schedule captures the derivative data and cash instrument data to formulate the book or adjusted carrying value and fair value of the RSAT. For more information, see Manage RSAT Links.
Schedule DB – Part C – Section 2
Schedule DB – Part C – Section 2 is the Replication (Synthetic Asset) Transactions Open NAIC schedule. The schedule reports a reconciliation of all Replication (Synthetic Asset) Transactions (RSATs) owned as of the end of the scheduling period. For more information, see Manage RSAT Links.
Schedule DB – Part D – Section 1
Schedule DB – Part D – Section 1 is the Counterparty Exposure for Derivative Instruments Open December 31 of Current Year NAIC schedule. The schedule includes the Book/Adjusted Carrying Value exposure and Fair Value exposure to each counterparty. The schedule also includes the total potential exposure for each counterparty for Schedule DB, Part A and Schedule DB, Part B. The schedule displays information by counterparty NAIC Designation, such as, Fair Value of Acceptable Collateral, Book/Adjusted Carrying Value, and Exposure.
Schedule DB – Part D – Section 2
Schedule DB-Part D – Section 2 is the Collateral for Derivative Instruments Open December 31 of Current Year NAIC Schedule. The schedule reports all collateral for derivative instruments that is pledged to exchanges, counterparties, and central clearinghouses by the reporting entity, or pledged to the reporting entity. You can use the Investment Disclosure Info option on the Create Investment Disclosures panel to enter Derivative Collateral pledges to display on this report. See Assign Investment Disclosure Information for more information.