Data Dictionary
Item Number 5868
OFF-BALANCE-SHEET CONTRACT POSITION 1: PRICE/RATE #1Call confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| SCMR5868 | 1993-03-31 | 2011-12-31 | Yes | OTS 1313 |
Data Description:
Includes the price/rate #1 of off-balance-sheet (OBS) contracts reported in Position 1 for each contract as follows:
1. Report in Column 4 the weighted average coupon (WAC) of outstanding commitments.
2. Report in Column 4 the weighted average interest rate specified in the commitments.
3. Report the coupon rate or the pass-through rate in Column 4.
4. If the position consists of commitments on non-mortgage financial assets, report the WAC of the assets in Column 4. If the position consists of commitments on either core deposits or other liabilities, report the weighted average interest paid on the liabilities in Column 4.
5. If the swap agreement specifies a fixed rate, a mortgage coupon rate, or a pass-through rate to be either paid or received, report that rate in Column 4. If a fixed rate is not specified in the swap agreement, as in the case of a basis swap, leave Column 4 blank.
6. Report the cap rate, or strike rate, in Column 4.
7. Report the floor rate, or strike rate, in Column 4.
8. Leave Column 4 blank.
9. Report the strike price of the option position in Column 4.
10. Report the weighted average interest rate on the loans in Column 4.
NOTE:
This item is reported as confidential.