Board of Governors of the Federal Reserve System

The Federal Reserve, the central bank of the United States, provides the nation with a safe, flexible, and stable monetary and financial system.

Micro Data Reference Manual

Zip

Please enable JavaScript if it is disabled in your browser or access the information through the links provided below.

About Data Dictionary Reports and Mnemonics Download MDRM

Data Dictionary

Item Number 0436

MORTGAGE DERIVATIVE SECURITIES

Call 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.

Last update: May 16, 2024