Data Dictionary
Item Number 6511
INVESTMENT SECURITIES - PART ICall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| SVG16511 | 1989-06-30 | 1992-12-31 | Yes | Multiple Forms |
| SVG26511 | 1989-06-30 | 1992-12-31 | Yes | Multiple Forms |
| SVG36511 | 1989-06-30 | 1992-12-31 | Yes | Multiple Forms |
| SVG46511 | 1989-06-30 | 1992-12-31 | Yes | Multiple Forms |
| SVG56511 | 1989-06-30 | 1992-12-31 | Yes | Multiple Forms |
| SVG66511 | 1989-06-30 | 1992-12-31 | Yes | Multiple Forms |
| SVG76511 | 1989-06-30 | 1992-12-31 | Yes | Multiple Forms |
| SVG86511 | 1989-06-30 | 1992-12-31 | Yes | Multiple Forms |
| SVG96511 | 1989-06-30 | 1992-12-31 | Yes | Multiple Forms |
| SVGL6511 | 1989-06-30 | 1992-12-31 | Yes | Multiple Forms |
Data Description:
Includes:
1. The outstanding principal balances (i.e., the par amount not the book value) of investment securities that are reported on Lines A370 (item 0627) (e.g., U.S. Treasury Securities), A382 (item 0621) (e.g., preferred stock) and A391 (item 3680) (e.g., municipal bonds) in the assets section.
2. Investment securities containing call options that are currently in-the-money are included in the maturity/repricing column corresponding to the call date. For example, an institution has a bond that is callable at 103 four years from the end of the quarter. The price of the bond at quarter end is 104. Since 104 is greater than 103, the option is in-the-money and the outstanding principal balance, not the book value, of the bond is reported in the Three to Five Years column. If the price was 100, the call option would be out-of-the-money and the outstanding principal balance, not the book value, of the bond is reported in the maturity/repricing column corresponding to its maturity date.
3. Investment securities containing put options that are currently in-the-money are included in the maturity/repricing column corresponding to the put date.
4. Securities with variable-interest-rate features are included in the maturity/repricing columns corresponding to the interest-rate adjustment dates.
5. Investment securities that will mature periodically over a security's life, such as scheduled sinking fund repayments, are allocated to the maturity/repricing columns relating to the periodic maturity.
6. The outstanding principal balances of real estate covered by FSLIC yield maintenance agreements are not reported as investment securities. If the reporting institution has real estate covered by FSLIC yield maintenance agreements, the real estate may be included in the cumulative hedged gap as calculated by the reporting institution and reported on Lines K962 (item 0516) and K964 (item 0158); however, such real estate is not included in Section H.
7. the outstanding principal balances of all promissory notes issued by FSLIC, Line A391 (item 3680) and/or Line B390 (item 3694), are reported in the maturity/repricing column corresponding to the repricing date of the notes.
Excludes:
1. Common stock;
2. Debt securities rated below investment grade; and
3. Mutual funds investing in common stock, debt securities rated below investment grade and mortgage derivative products such as CMO and REMIC tranches, Principal Only or Interest Only Strips, Residuals, or Zero Coupon Securities.
Mutual funds composed of Part I investment securities should be reported to reflect the maturity characteristics of the securities composing the mutual fund. If a reasonable estimation of the outstanding principal balances cannot be obtained, the book value and yield for the mutual fund is reported.
NOTE:
This item is reported as confidential.
Data reported under mnemonics SVG1 thru SVG9.