Laws, Regulations and Guidance

Form for Submitting a Report in Accordance with Treasury’s Large Position Reporting Rules (17 CFR part 420)

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CONFIDENTIALITY - The Government Securities Act (GSA) specifically provides that Treasury shall not be compelled to disclose publicly any information required to be kept or reported for large position reporting. In particular, the GSA exempts such information from disclosure under the Freedom of Information Act (15 U.S.C. 78o-5(f)(6)).

View the supplementary formula guidance for preparing and submitting a report in accordance with Treasury's large position reporting rules.

Questions regarding Treasury's large position reporting rules or the method of submission of the reports should be directed to Treasury's Government Securities Regulations Staff (GSRS) at (202) 504 - 3632 or govsecreg@fiscal.treasury.gov. If you are unable to submit a large position report via the webform, you may fax the report to GSRS at (202) 504 - 3788. Please call GSRS prior to faxing reports.

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Administrative Information to be Provided in the Report

Fields marked with an asterisk(*) are required.

Name of Reporting Entity:

Address of Principal Place of Business:

City of Principal Place of Business:

State of Principal Place of Business:

Zip Code of Principal Place of Business:

Country Code of Principal Place of Business:

Name of Designated Filing Entity:

Designated Filing Entity address is the same as the reporting entity

Address of Designated Filing Entity:

City of Designated Filing Entity:

State of Designated Filing Entity:

Zip Code of Designated Filing Entity:

Country Code of Designated Filing Entity:

First Name of Person to Contact Regarding Information Reported:

Last Name of Person to Contact Regarding Information Reported:

Email Address of Person to Contact Regarding Information Reported:

Confirm Email Address of Person to Contact Regarding Information Reported:

Phone Number of Person to Contact Regarding Information Reported:

Formula for Determining Whether to Submit a Large Position Report

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	Security Description	CUSIP Number	Report Date	Reports Due by

Report all positions as a positive number or zero, in millions of dollars, and at par value.
Report all positions in the security regardless of size.
Net receive and deliver obligations resulting from intercompany transactions.
Prime brokerage transactions in which the prime broker does not exercise control are not included.

	Column A	Column B
Part I. Positions in the Security Being Reported as of the Opening of Business on the Report Date	Quantity
1. In book-entry accounts of the reporting entity	$
2. As collateral against borrowings of funds on general collateral finance repurchase agreements	$
3. As collateral against borrowings of funds on tri-party repurchase agreements	$
4. As collateral or margin to secure other contractual obligations of the reporting entity	$
5. Otherwise available to the reporting entity	$
Part II. Settlement Obligations Attributable to Outright Purchase and Sale Contracts Negotiated Prior to or on the Report Date (excluding settlement fails)	Obligations to Receive	Obligations to Deliver
6. Obligations to receive or deliver, on the report date, the security being reported attributable to contracts for cash settlement (T+0) 6. Obligations to receive or deliver, on the report date, the security being reported attributable to contracts for cash settlement (T+0)	$	$
7. Obligations to receive or deliver, on the report date, the security being reported attributable to contracts for regular settlement (T+1) 7. Obligations to receive or deliver, on the report date, the security being reported attributable to contracts for regular settlement (T+1)	$	$
8. Obligations to receive or deliver, on the report date, the security being reported attributable to contracts, including when-issued contracts, for forward settlement (T+n, n>1) 8. Obligations to receive or deliver, on the report date, the security being reported attributable to contracts, including when-issued contracts, for forward settlement (T+n, n>1)	$	$
9. Obligations to receive, on the report date, the security being reported attributable to Treasury auction awards 9. Obligations to receive, on the report date, the security being reported attributable to Treasury auction awards	$	$
10. Obligations to receive or deliver, on the report date, principal STRIPS derived from the security being reported attributable to contracts for cash settlement, regular settlement, when-issued settlement, and forward settlement 10. Obligations to receive or deliver, on the report date, principal STRIPS derived from the security being reported attributable to contracts for cash settlement, regular settlement, when- issued settlement, and forward settlement	$	$
Part III. Settlement Obligations Attributable to Delivery-versus-Payment Financing Contracts (including repurchase agreements and securities lending agreements) Negotiated Prior to or on the Report Date (excluding settlement fails) Report both centrally-cleared and non-centrally-cleared bilateral financing contracts.	Obligations to Receive	Obligations to Deliver
11. Obligations to receive or deliver, on the report date, the security being reported, and principal STRIPS derived from the security being reported, attributable to overnight agreements 11. Obligations to receive or deliver, on the report date, the security being reported, and principal STRIPS derived from the security being reported, attributable to overnight agreements	$	$
12. Obligations to receive or deliver, on the report date, the security being reported, and principal STRIPS derived from the security being reported, attributable to term agreements due to open on, or due to close on, the report date 12. Obligations to receive or deliver, on the report date, the security being reported, and principal STRIPS derived from the security being reported, attributable to term agreements due to open on, or due to close on, the report date	$	$
13. Obligations to receive or deliver, on the report date, the security being reported, and principal STRIPS derived from the security being reported, attributable to open agreements due to open on, or due to close on, the report date 13. Obligations to receive or deliver, on the report date, the security being reported, and principal STRIPS derived from the security being reported, attributable to open agreements due to open on, or due to close on, the report date	$	$
Part IV. Settlement Fails from Days Prior to the Report Date (Legacy Obligations)	Obligations to Receive	Obligations to Deliver
14. Obligations to receive or deliver, on the report date, the security being reported, and principal STRIPS derived from the security being reported, arising out of settlement fails on days prior to the report date 14. Obligations to receive or deliver, on the report date, the security being reported, and principal STRIPS derived from the security being reported, arising out of settlement fails on days prior to the report date	$	$
Part V. Settlement Fails as of the Close of Business on the Report Date	Obligations to Receive	Obligations to Deliver
15. Obligations to receive or deliver, on the business day following the report date, the security being reported, and principal STRIPS derived from the security being reported, arising out of settlement fails on the report date 15. Obligations to receive or deliver, on the business day following the report date, the security being reported, and principal STRIPS derived from the security being reported, arising out of settlement fails on the report date	$	$
Part VI. Positions in the Security Being Reported as of the Close of Business on the Report Date	Quantity
16. In book-entry accounts of the reporting entity	$
17. As collateral against borrowings of funds on general collateral finance repurchase agreements	$
18. As collateral against borrowings of funds on tri-party repurchase agreements	$
19. As collateral or margin to secure other contractual obligations of the reporting entity	$
20. Otherwise available to the reporting entity	$
Part VII. Quantity of Continuing Delivery-versus-Payment Financing Contracts for the Security Being Reported	Quantity Borrowed	Quantity Lent
21. Gross amount of security being reported borrowed or lent out on term delivery-versus- payment repurchase agreements opened before the report date and not due to close until after the report date, and on open delivery-versus-payment repurchase agreements opened before the report date and not closed on the report date 21. Gross amount of security being reported borrowed or lent out on term delivery-versus- payment repurchase agreements opened before the report date and not due to close until after the report date, and on open delivery-versus-payment repurchase agreements opened before the report date and not closed on the report date	$	$
Part VIII. Futures and Options Contracts	Quantity if Net Long	Quantity if Net Short
22. a) Net position, as of the close of market on the business day prior to the report date, in futures, options on futures, and exchange-traded options contracts on which the security being reported is deliverable (report number of contracts) 22. a) Net position, as of the close of market on the business day prior to the report date, in futures, options on futures, and exchange-traded options contracts on which the security being reported is deliverable (report number of contracts) You cannot have values in both columns.
b) Net position, as of the close of market on the report date, in futures, options on futures, and exchange-traded options contracts on which the security being reported is deliverable (report number of contracts) b) Net position, as of the close of market on the report date, in futures, options on futures, and exchange-traded options contracts on which the security being reported is deliverable (report number of contracts) You cannot have values in both columns.
23. a) Net position, as of the close of market on the business day prior to the report date, in over-the-counter options contracts on which the security being reported is deliverable (report notional amount of contracts regardless of option delta) 23. a) Net position, as of the close of market on the business day prior to the report date, in over- the-counter options contracts on which the security being reported is deliverable (report notional amount of contracts regardless of option delta) You cannot have values in both columns.	$	$
b) Net position, as of the close of market on the report date, in over-the-counter options contracts on which the security being reported is deliverable (report notional amount of contracts regardless of option delta) b) Net position, as of the close of market on the report date, in over-the-counter options contracts on which the security being reported is deliverable (report notional amount of contracts regardless of option delta) You cannot have values in both columns.	$	$

When you click "Review" below, the review page will display which criteria triggered the reporting requirement. A reporting entity must check the box for criterion G if it meets the reporting requirement. From the review page you will also be able to print a copy of the report for your records.

Optional - Identify the business(es) engaged in by the reporting entity and any of its aggregating entities with respect to the specified Treasury security (check all that apply).

Other (specify below)

Optional - Do you consider the reporting entity’s overall investment strategy with respect to the specified Treasury security to be:

This is an amendment to a previously submitted report.

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 that: (i) the information contained in this report with regard to any other aggregating entities is accurate and complete; and (ii) the reporting entity, including all aggregating entities, is in compliance with the requirements of 17 CFR Part 420."

Name of Authorized Individual Submitting this Report:

Note: By typing a name in this field, the signatory acknowledges and represents that the entry constitutes in every way, use, or aspect, his or her legally binding signature.

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):

Date:

Comments:

Form for Submitting a Report in Accordance with Treasury’s Large Position Reporting Rules (17 CFR part 420)

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Administrative Information to be Provided in the Report

Formula for Determining Whether to Submit a Large Position Report

When you click "Review" below, the review page will display which criteria triggered the reporting requirement. A reporting entity must check the box for criterion G if it meets the reporting requirement. From the review page you will also be able to print a copy of the report for your records.

Further Reading