Data Dictionary
Item Number 5869
OFF-BALANCE-SHEET CONTRACT POSITION 1: PRICE/RATE #2Call confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| SCMR5869 | 1993-03-31 | 2011-12-31 | Yes | OTS 1313 |
Data Description:
Includes the price/rate #2 of off-balance-sheet (OBS) contracts reported in Position 1 for each contract as follows:
1. Reporting this information is optional for all institutions. Report in Column 5 the percentage of optional commitments (by dollar balances), outstanding as of the end of the previous quarter, that closed during the quarter. Institutions that choose not to report this information should leave this cell blank.
2. Report in Column 5 the weighted average price (as a percentage of par) to be paid or received on the commitments.
3. Report the strike price (as a percentage of par) in Column 5.
4. Report in Column 5 the weighted average price (as a percentage of par) to be paid or received on the instruments underlying the commitment.
5. If the swap agreement specifies a margin to be paid on the floating index, report that margin in Column 5.
6. Leave Column 5 blank.
7. Leave Column 5 blank.
8. Leave Column 5 blank.
9. Leave Column 5 blank.
10. Leave Column 5 blank.
NOTE:
This item is reported as confidential.