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)
Report both centrally-cleared and non-centrally-cleared bilateral financing contracts.
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.
