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

prev | next
View PDF at GPOPt. 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 2015-04-01.

No entries appear in the Federal Register after this date, for 17 CFR Part 420.