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: