Document ID: chunk:federal_register_of_legislation:F2024C01137:reg:9
Version: federal_register_of_legislation:F2024C01137
Segment Type: reg
Provision Reference: reg 9
Character Range: 285451–287559

9                                                                          Valuation method                          An Indicator of the source and method used to determine the amount reported as Valuation amount (item 7 above).                                                                                                                                                                                                                                  As specified in the applicable paragraph of column 5 of this item.                                                1.      MTMA—if the Valuation amount (item 7 above) was determined using a mark-to-market method;
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        2.      MTMO—if the Valuation amount (item 7 above) was determined using a mark-to-model method; or
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        3.      CCPV—if the Valuation amount (item 7 above) was determined by the Central counterparty reported for item 23 in Table S1.1(1) above.
Data elements related to delta and next floating rate reset dates