Data Dictionary
Item Number 7138
GOVERNMENT AND AGENCY SECURITIES AND DEPOSITS AT FHLBS WACCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| SCMR7138 | 1993-03-31 | 2011-12-31 | Yes | OTS 1313 |
Data Description:
Includes debt instruments issued by the U.S. government and non-stripped, non-mortgage debt issued by federal agencies. Also includes U.S. Treasury securities (except Treasury bills, which are reported in item 5726), non-mortgage debt issued by FNMA, FHLMC, GNMA, the FHLB System, and other government-sponsored agencies, interest-earning deposits in FHLBs and FICO bonds.
Does not include mortgage-backed instruments or derivatives issued or guaranteed by FNMA, FHLMC, or GNMA (report these with Mortgage-Backed or Mortgage Derivative Securities as appropriate), complex securities, (including "structured securities"), as described in Thrift Bulletin 13a, Appendix D; report these in item no. A141, stripped securities; report these in item no. 5726; stock of Federal agencies, securities issued by state or local governments, and securities purchased under overnight repurchase agreements.
In item no. 5727 report the outstanding principal balance of the relevant instruments. Report the weighted average coupon (WAC) of those balances in item no. 7138 and their weighted average remaining maturity (WARM) in item no. 8185.
For Optional Supplemental Reporting see item no. 5727.
NOTE:
Beginning 6/30/1999, definition was revised.
This item is reported as confidential.