Data Dictionary

Item Number 3679
MORTGAGE DERIVATIVES: INTEREST-ONLY (IO) STRIPS AND RESIDUALS

Call confidentiality applies to FFIEC 031/041.

Series Start Date End Date Confidential? Reporting Forms
SVGL3679 1989-03-31 1989-12-31 Yes FHLBB 1313

Data Description:


Includes all interest-only strips of mortgage instruments, including those issued by FNMA and private issuers. Also includes strips which are predominately interest strips, e.g., a strip which receives 90 percent of the interest payments and 10 percent of the principal payments. Also includes CMO residuals.

Excludes interest-only strips of debt instruments, which are reported in item 0627 if issued by an agency or instrument of the United States Government or in item 3680 if issued by others.

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Last update: May 16, 2024