Data Dictionary
Item Number 0436
MORTGAGE DERIVATIVE SECURITIESCall confidentiality applies to FFIEC 031/041.
Series | Start Date | End Date | Confidential? | Reporting Forms |
---|---|---|---|---|
SVGL0436 | 1990-03-31 | 2003-12-31 | No | OTS 1313 |
Data Description:
Includes the outstanding balance, as determined in accordance with GAAP, of mortgage derivatives. This item is reported monthly and quarterly. Also includes mortgage derivatives issued by REMIC's, PO and IO strips of mortgage-backed securities, including those issued or guaranteed by FNMA, FHLMC, and GNMA, CMOs (collateralized mortgage obligations) including those collateralized by FNMA, FHLMC, and GNMA pass-through securities, and residuals of CMOs.
Excludes PO and IO strips of U.S. Government and agency nonmortgage debt instruments, reported in items 0433, 0434, and 0435, mortgage-backed bonds, reported in item 0441, or mortgage pool securities, reported in items 3598 and 3599.