DISCOUNT WINDOW LOAN DATA DEFINITIONS
Loan data elements: Description:
Loan date Date upon which the loan was originated
Maturity date Date upon which the loan was scheduled to mature
Term Number of calendar days for which the loan was extended (from loan date to maturity date)
Repayment date Date on which the loan was repaid
Lending Federal Reserve district Lending Federal Reserve district: Boston (1), New York (2), Philadelphia (3), Cleveland (4), Richmond (5), Atlanta (6), Chicago (7), St. Louis (8), Minneapolis (9), Kansas City (10), Dallas (11), San Francisco (12)
Borrower Name of the borrower
Borrower city The city in which the borrower is located
Borrower state The state in which the borrower is located
Borrower ABA number The ABA number of the borrower
Type of credit Discount window program under which the loan was made: primary, secondary, or seasonal credit
Interest rate Interest rate on the loan at the loan date, in percent. For interest rates over the term of the loan, refer to the "interest rates" tab
Loan amount Amount of loan, in dollars
Credit already outstanding Amount of previous loans that remain outstanding on the loan date, in dollars
Total outstanding credit Total amount of loans outstanding on the loan date, in dollars
Collateral, lendable value, by asset type1: Description:
Total collateral Lendable value of borrower's discount window collateral, after the application of appropriate margins (haircuts), in dollars
Commercial loans Loans to businesses other than commercial real estate loans, in dollars
Residential mortgages 1-4 family mortgages and home equity loans, in dollars
Commercial real estate loans Commercial real estate loans, in dollars. Includes construction and land development loans
Consumer loans Loans to households other than residential mortgages, in dollars
U.S. Treasury/agency securities Unsecured debt issued by the U.S. Department of the Treasury and government-sponsored enterprises, in dollars
Municipal securities Securities issued by state and local governments and agencies, in dollars
Corporate market instruments Unsecured securities issued by private corporations, in dollars. Includes corporate bonds, commercial paper, and other corporate securities and instruments
MBS/CMO: agency guaranteed Mortgage-backed securities (MBS) and collateralized mortgage obligations (CMO) issued by government-sponsored enterprises, in dollars
MBS/CMO: other Mortgage-backed securities (MBS) and collateralized mortgage obligations (CMO) issued by private corporations, in dollars
Asset-backed securities Securities collateralized by assets other than first-lien mortgages. Includes collateralized debt obligations (CDOs), in dollars
International securities Foreign government and municipal securities, international agency securities, and other securities issued or held at approved custodians outside the United States, in dollars
Term Deposit Facility deposits Term Deposit Facility deposits, in dollars

Note: frequency is each loan, data as-of the loan origination date

Note: components may not sum to totals owing to rounding

1. For information on collateral margins, refer to the Discount Window and Payment System Risk public website, www.frbdiscountwindow.org  Return to table