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 2014-04-01

The following are only the Rules published in the Federal Register after the published date of Title 17.

For a complete list of all Rules, Proposed Rules, and Notices view the Rulemaking tab.

  • 2014-07-08; vol. 79 # 130 - Tuesday, July 8, 2014
    1. 79 FR 38451 - Government Securities Act Regulations; Replacement of References to Credit Ratings and Technical Amendments
      GPO FDSys XML | Text
      DEPARTMENT OF THE TREASURY, Office of the Assistant Secretary for Financial Markets
      Final rule.
      The amendments will become effective August 7, 2014.
      17 CFR Parts 400, 401, 402, 403, 405, 420, 449, and 450

Title 17 published on 2014-04-01

The following are ALL rules, proposed rules, and notices (chronologically) published in the Federal Register relating to 17 CFR 420 after this date.

  • 2014-07-08; vol. 79 # 130 - Tuesday, July 8, 2014
    1. 79 FR 38451 - Government Securities Act Regulations; Replacement of References to Credit Ratings and Technical Amendments
      GPO FDSys XML | Text
      DEPARTMENT OF THE TREASURY, Office of the Assistant Secretary for Financial Markets
      Final rule.
      The amendments will become effective August 7, 2014.
      17 CFR Parts 400, 401, 402, 403, 405, 420, 449, and 450