U.S. – Treasury Large Position Report

U.S. – Treasury Large Position Report

On 5 June 2019, US Treasury issued call to submit large-position report.

  • Called for Large-Position Reports by entities with positions in 2.25% April 2024
    Treasury Notes that are at least $4.1bn as of 30 April 2019 and/or 3 May 2019.

Regulatory Background

  • Treasury large-position reporting rules provide an on-demand reporting system
    requiring entities controlling a position in particular Treasury to file such report.
  • To monitor impact of concentrations of positions, in Treasury securities market.
  • Formula guidance to Treasury Large Position Rules, available on TreasuryDirect.

Large-Position Report Requirements

  • Must submit separate report on each reporting date the positions met threshold.
  • Firm with positions below threshold is not required to file Large-Position Report.
  • The reports must include the required positions, and administrative information.

Deadline

  • Large-position reports filing, must be received by 5:00 pm EST 10 June 2019.