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)
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.