The U. S. Department of the Treasury is amending its April 9, 2018 press release calling for Large Position Reports.
The U.S. Department of the Treasury is calling for Large Position Reports from those entities whose positions in the 2-1/4% Treasury Notes of November 2027 equaled or exceeded $4.58 billion as of Friday, January 12, 2018. Entities with positions in this note equal to or exceeding the $4.58 billion threshold must report these positions to the Federal Reserve Bank of New York. Entities with positions in this note below $4.58 billion are not required to file Large Position Reports.
Reports must be received by the Government Securities Dealer Statistics Unit of the Federal Reserve Bank of New York before 12:00 PM Eastern Time on Monday, April 16, 2018, and must include the required position and administrative information. Large Position Reports may be faxed to (212) 720-5025 or delivered to the Bank at 33 Liberty Street, 6th floor.
|Details on Call for Large Position Reports|
|Security Description:||2-1/4% Treasury Notes of November 2027, Series F-2027|
|CUSIP Number of STRIPS Principal Component:||9128203W5|
|Maturity Date:||November 15, 2027|
|Date for Which Information Must Be Reported:||January 12, 2018|
|Large Position Reporting Threshold:||$4.58 Billion (Par Value)|
|Date Report Is Due:||April 16, 2018, before 12:00 PM Eastern Time|
This call for Large Position Reports is made under Treasury's large position reporting rules (17 CFR Part 420). The notice calling for Large Position Reports is also being published in the Federal Register. A sample Large Position Report (which appears in Appendix B of the rules at 17 CFR Part 420), and supplementary formula guidance.
Non-media questions about Treasury's large position reporting rules should be directed to Treasury’s Government Securities Regulations Staff on (202) 504-3632. Questions regarding the method of submission of Large Position Reports should be directed to the Government Securities Dealer Statistics Unit of the Federal Reserve Bank of New York at (212) 720-7993 or (212) 720-8107.