FROM THE OFFICE OF PUBLIC AFFAIRS

Formula for Determining a Reportable Position

($ Amounts in Millions at Par Value as of Trade Date)

Security Being Reported: _____________

Date For Which Information is Being Reported: _____________

1. Net Trading Position $_____________

(Total of cash/immediate net settled positions; net when-issued positions; net forward

positions, including next day settling; net futures contracts that require delivery of

the specific security; and net holdings of STRIPS principal components of the security.)

2. Gross Financing Position + $_____________

(Total of securities received through reverse repos (including forward settling reverse

repos), bonds borrowed, collateral for financial derivative transactions and for other

securities transactions which total may be reduced by the optional exclusion described

in § 420.2(c).)

3. Net Fails Position + $_____________

(Fails to receive less fails to deliver. If equal to or less than zero, report 0.)

4. TOTAL REPORTABLE POSITION = $_____________

Memorandum: Report one total which includes the gross par amounts of securities delivered through repurchase agreements, securities loaned, and as collateral for financial derivatives and other securities transactions. Not to be included in item #2 (Gross Financing Position) as reported above.

$_____________

Administrative Information to be Provided in the Report

Name of Reporting Entity:

Address of Principal Place of Business:

Name and Address of the Designated Filing Entity:

Treasury Security Reported on:

CUSIP Number:

Date or Dates for Which Information Is Being Reported:

Date Report Submitted:

Name and Telephone Number of Person to Contact Regarding Information Reported:

Name and Position of Authorized Individual Submitting this Report (Chief Compliance Officer; Chief Legal Officer; Chief Financial Officer; Chief Operating Officer; Chief Executive Officer; or Managing Partner or Equivalent of the Designated Filing Entity Authorized to Sign Such Report on Behalf of the Entity):

Statement of Certification: "By signing below, I certify that the information contained in this report with regard to the designated filing entity is accurate and complete. Further, after reasonable inquiry and to the best of my knowledge and belief, I certify: (i) that the information contained in this report with regard to any other aggregating entities is accurate and complete; and (ii) that the reporting entity, including all aggregating entities, is in compliance with the requirements of 17 CFR Part 420."

Signature of Authorized Person Named Above: