17 CFR Part 420, Appendix B to Part 420 - Sample Large Position Report

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View PDF at GPO Pt. 420, App. B
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 Issues $ ____________
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 securities 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 $ ____________
Securities 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) $ ____________
[67 FR 77415, Dec. 18, 2002; 68 FR 402, Jan. 3, 2003]

Title 17 published on 2013-04-01

no entries appear in the Federal Register after this date.