17 C.F.R. Appendix B to Part 420—Sample Large Position Report
Title 17 - Commodity and Securities Exchanges
[67 FR 77415, Dec. 18, 2002; 68 FR 402, Jan. 3, 2003]
Title 17: Commodity and Securities Exchanges
PART 420—LARGE POSITION REPORTING
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)...........------------------------------------------------------------------------
