51) Over the Past Three Months, How Has the Duration and Persistence of Mark and Collateral Disputes Relating to Contracts of Each of the Following Types Changed?| A. FX. | Answer Type: Decreased Somewhat

OTCDQ51ADSNR • Economic Data from Federal Reserve Economic Data (FRED)

Latest Value

1.00

Year-over-Year Change

0.00%

Date Range

10/1/2011 - 4/1/2025

Summary

Monitors changes in duration and persistence of mark and collateral disputes for foreign exchange contracts. Provides critical insights into global financial market interactions.

Analysis & Context

This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.

Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.

About This Dataset

This indicator tracks dispute characteristics in foreign exchange contract negotiations. It helps economists understand international financial market dynamics and potential friction points.

Methodology

Survey-based data collection from financial institutions tracking FX contract dispute characteristics.

Historical Context

Used by global financial regulators to assess cross-border market stability.

Key Facts

  • Measures dispute duration in foreign exchange contracts
  • Indicates potential international market stress
  • Quarterly survey-based metric

FAQs

Q: What does this series track?

A: Changes in duration and persistence of disputes in foreign exchange contracts.

Q: Why are FX contract disputes significant?

A: They can reveal tensions in international financial markets and trading relationships.

Q: How frequently is this data collected?

A: Data is typically gathered and reported quarterly.

Q: Who monitors these FX dispute metrics?

A: International financial regulators and global market analysts.

Q: What does a decrease in disputes suggest?

A: Potential improvement in global financial market communication and contract management.

Related Trends

43) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to Otc Interest Rate Derivatives Changed?| B. Initial Margin Requirements for Most Favored Clients, as a Consequence of Breadth, Duration, And/or Extent of Relationship. | Answer Type: Decreased Somewhat

ALLQ43BDSNR

51) Over the Past Three Months, How Has the Duration and Persistence of Mark and Collateral Disputes Relating to Contracts of Each of the Following Types Changed?| F. Commodity. | Answer Type: Remained Basically Unchanged

OTCDQ51FRBUNR

32) How Has the Intensity of Efforts by Investment Advisers to Negotiate More-Favorable Price and Nonprice Terms on Behalf of Separately Managed Accounts Changed Over the Past Three Months?| Answer Type: Remained Basically Unchanged

CTQ32RBUNR

21) Considering the Entire Range of Transactions Facilitated by Your Institution, How Has the Use of Financial Leverage by Each of the Following Types of Clients Changed Over the Past Three Months?| C. Pension Plans. | Answer Type: Decreased Somewhat

CTQ21CDSNR

25) To the Extent That the Price or Nonprice Terms Applied to Insurance Companies Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 23 and 24), What Are the Most Important Reasons for the Change?| A. Possible Reasons for Tightening | 3. Adoption of More-Stringent Market Conventions (That is, Collateral Terms and Agreements, Isda Protocols). | Answer Type: 3rd Most Important

ALLQ25A33MINR

1) Over the Past Three Months, How Has the Amount of Resources and Attention Your Firm Devotes to Management of Concentrated Credit Exposure to Dealers and Other Financial Intermediaries (Such as Large Banking Institutions) Changed?| Answer Type: Increased Considerably

CTQ01ICNR

Citation

U.S. Federal Reserve, FX Contract Disputes (OTCDQ51ADSNR), retrieved from FRED.