Sample Large Position Report
Appendix B to Part 420 - Sample Large Position Report.
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
Cash/Immediate Net Settled Positions......$_____________
Net When-Issued Positions for To-Be-Issued
and Reopened Issued....................$_____________
Net Forward Settling Positions Including
Next-Day Settling......................$_____________
Net Positions in Futures Contracts Requiring
Delivery of the Specific Security......$_____________
Net Holdings of STRIPS Principal Components
of the Specific Security...............$_____________
TOTAL NET TRADING POSITION..................$_____________
2. Gross Financing Position
Total of securites received through
Reverse Repurchase Agreements
Overnight and Open......................$_____________
Term....................................$_____________
Bonds borrowed, and as collateral
for financial derivatives and
other financial transactions.................$_____________
TOTAL GROSS FINANCING POSITION................+$_____________
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 1
Report the total gross par amounts of securities delivered through
Repurchase Agreements
Overnight and Open.............................$_____________
Term...........................................$_____________
Securites loaned, and as collateral for financial
derivatives and other securities transactions..$_____________
TOTAL MEMORANDUM 1.............................$_____________
Memorandum 2
Report the gross par amount of fails to deliver.
Included in the calculation of line item 3
(Net Fails Position)..........................$_____________
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:
