Data Dictionary
Item Number 8206
VARIABLE-RATE, FIXED-MATURITY LIABILITIES POSITION 1: RATE INDEX CODECall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| SCMR8206 | 1993-03-31 | 2000-12-31 | Yes | OTS 1313 |
Data Description:
A three-digit code that describes the index of the liability being reported in Position 1.
303 = 3-month Treasury security
306 = 6-month Treasury security
312 = 1-year Constant Maturity Treasury
324 = 2-year Constant Maturity Treasury
336 = 3-year Constant Maturity Treasury
360 = 5-year Constant Maturity Treasury
401 = 1-month London Interbank Offered Rate (LIBOR)
403 = 3-month London Interbank Offered Rate (LIBOR)
406 = 6-month London Interbank Offered Rate (LIBOR)
412 = 1-year London Interbank Offered Rate (LIBOR)
503 = 3-month FHLB advance rate
506 = 6-month FHLB advance rate
512 = 1-year FHLB advance rate
524 = 2-year FHLB advance rate
536 = 3-year FHLB advance rate
548 = 4-year FHLB advance rate
560 = 5-year FHLB advance rate
603 = 3-month fixed-rate CD rate
606 = 6-month fixed-rate CD rate
612 = 1-year fixed-rate CD rate
660 = 5-year fixed-rate CD rate
710 = FHLMC/FNMA 30-year, fixed-rate mortgage commitment rate
720 = National Average Contract Rate for the Purchase of Previously Occupied Homes
800 = Federal funds rate
811 = 11th District FHLB Cost-of-Funds Index (COFI)
820 = Federal Cost-of-Funds Index
830 = Prime rate
900 = Fixed-rate
911 = Any other index
NOTE:
This item is reported as confidential.