Form FR 2004B FR 2004B Weekly Report of Cumulative Dealer Transactions

FR 2004A
OMB Number 7100-0003
Approval expires December 31, 2017
Page 1 of 2

Board of Governors of the Federal Reserve System

Weekly Report of Dealer Positions—FR 2004A

As of close of trading on Wednesday,
Month / Day / Year

The FR 2004 reports are authorized by law (12 U.S.C. §§ 225a,
263c, 353-359, and 391). These reports are required to obtain
the benefit of primary dealer status.
Individual primary dealer data are regarded as confidential under
the Freedom of Information Act and are treated as such by the
Federal Reserve System. Individual primary dealer data reported
on the FR 2004 reports will not be published or otherwise publicly

disclosed. Aggregate data derived from these reports that are
published or otherwise publicly disclosed will not reveal the identity of any individual primary dealer. If it should be determined
subsequently that any information collected on these reports
must be released, primary dealers will be notified. The Federal
Reserve may not conduct or sponsor, and an organization is not
required to respond to, a collection of information unless it displays a currently valid OMB control number.
Outright Positions
Long
1

Dollar Amounts in Millions at Market Value
1. U.S. Treasury securities (excluding TIPS)
a. Bills.............................................................................................
b. Floating-rate notes (FRNs)...............................................................
c. Coupons due in less than or equal to 2 years.......................................
d. Coupons due in more than 2 years but less than or equal to 3 years ........
e. Coupons due in more than 3 years but less than or equal to 6 years ........
f. Coupons due in more than 6 years but less than or equal to 7 years.........
g. Coupons due in more than 7 years but less than or equal to 11 years .......
h. Coupons due in more than 11 years ..................................................
2. U.S. Treasury Inflation‐Protected Securities (TIPS)
a. TIPS due in less than or equal to 2 years ............................................
b. TIPS due in more than 2 years but less than or equal to 6 years ..............
c. TIPS due in more than 6 years but less than or equal to 11 years ............
d. TIPS due in more than 11 years ........................................................
3. Federal Agency and GSE Securities (excluding MBS)
a. Discount notes ..............................................................................
b. Coupons ......................................................................................
4. Mortgage‐backed Securities
Federal Agency and GSE MBS
a. Federal Agency and GSE Residential Pass‐through MBS.......................
b. All Other Federal Agency and GSE Residential MBS.............................
c. Federal Agency and GSE CMBS.......................................................
Non‐Agency MBS
d. Non‐Agency Residential MBS...........................................................
e. Other CMBS .................................................................................
5. Corporate Securities
a. Commercial paper..........................................................................
Investment grade bonds, notes, and debentures
b. Due in less than or equal to 13 months...............................................
c. Due in more than 13 months but less than or equal to 5 years.................
d. Due in more than 5 years but less than or equal to 10 years ...................
e. Due in more than 10 years...............................................................

GSWA Tril

Bil

Short
2
Mil

GSWA Tril

Bil

Mil

M438
N749
M440
M442
M444
M446
M448
M450

M439
N756
M441
M443
M445
M447
M449
M451

1.a.
1.b.
1.c.
1.d.
1.e.
1.f.
1.g.
1.h.

M452
M454
M456
M458

M453
M455
M457
M459

2.a.
2.b.
2.c.
2.d.

M460
M462

M461
M463

3.a.
3.b.

M464
M466
M468

M465
M467
M469

4.a.
4.b.
4.c.

M470
M472

M471
M473

4.d.
4.e.

M474

M475

5.a.

M476
N757
R784
R786

M477
R783
R785
R787

5.b.
5.c.
5.d.
5.e.

Public reporting burden for this information collection is estimated to average 3.0 hours per response, including time to gather and maintain data in the required form and to review instructions
and complete the information collection. Comments regarding this burden estimate or any other aspect of this information collection, including suggestions for reducing the burden, may be sent
to Secretary, Board of Governors of the Federal Reserve System, 20th and C Streets, NW, Washington, DC 20551, and to the Office of Management and Budget, Paperwork Reduction Project
(7100-0003), Washington, DC 20503.

01/2015

FR 2004A
Page 2 of 2

Weekly Report of Dealer Positions—Continued
Outright Positions
Long
1

Dollar Amounts in Millions at Market Value
Below investment grade bonds, notes, and debentures
f. Due in less than or equal to 13 months...............................................
g. Due in more that 13 months but less than or equal to 5 years .................
h. Due in more than 5 years but less than or equal to 10 years ...................
i. Due in more than 10 years...............................................................
6. State and Municipal Government Obligations
a. Due in less than or equal to 13 months ...............................................
b. Due in more than 13 months but less than or equal to 5 years .................
c. Due in more than 5 years but less than or equal to 10 years....................
d. Due in more than 10 years ...............................................................
e. Variable-rate demand notes..............................................................
7. Asset‐backed Securities
a. Credit card‐backed securities ............................................................
b. Student loan‐backed securities ..........................................................
c. Automobile loan‐backed securities......................................................
d. Other asset‐backed securities ...........................................................
8. Total (lines 1 through 7)........................................................................

Return by 4:00 p.m. the following business day to:
Government Securities Dealer Statistics Unit
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045
FAX: (212) 720-5030 or (646) 720-5030

GSWA Tril

Bil

Short
2
Mil

GSWA Tril

Bil

Mil

R788
R790
R792
R794

R789
R791
R793
R795

5.f.
5.g.
5.h.
5.i.

M482
R796
R798
R800
M486

M483
R797
R799
R801
M487

6.a.
6.b.
6.c.
6.d.
6.e.

M488
M490
M492
M494
M496

M489
M491
M493
M495
M497

7.a.
7.b.
7.c.
7.d.
8.

Person to whom questions about this report should be directed:

Name of Preparer

Area Code / Phone Number

Dealer Name

Comments:

“To the best of my knowledge, the report has been prepared in conformity with the instructions issued by the Federal Reserve Bank of
New York and is accurate. I am responsible for the internal controls over the reporting of the data in this report and believe that these
controls are effective. These internal controls are (1) designed to ensure the accuracy of this data, (2) monitored and reviewed by audit
or compliance staff, and (3) assessed regularly by management of the named institution. I agree to report any material deficiencies in
these internal controls and any inaccuracies in data already reported to the Federal Reserve Bank of New York.”
Note: Dealers are only required to submit a copy of this attestation with the last as-of date of each year.

Name

Title

Signature

Date (MM/DD/YYYY)

01/2015

FR 2004B
OMB Number 7100-0003
Approval expires December 31, 2017
Page 1 of 2

Board of Governors of the Federal Reserve System

Weekly Report of Cumulative Dealer Transactions—FR 2004B

As of close of trading on Wednesday,
Month / Day / Year

The FR 2004 reports are authorized by law (12 U.S.C. §§ 225a,
263c, 353-359, and 391). These reports are required to obtain
the benefit of primary dealer status.
Individual primary dealer data are regarded as confidential under
the Freedom of Information Act and are treated as such by the
Federal Reserve System. Individual primary dealer data reported
on the FR 2004 reports will not be published or otherwise publicly

disclosed. Aggregate data derived from these reports that are
published or otherwise publicly disclosed will not reveal the identity of any individual primary dealer. If it should be determined
subsequently that any information collected on these reports
must be released, primary dealers will be notified. The Federal
Reserve may not conduct or sponsor, and an organization is not
required to respond to, a collection of information unless it displays a currently valid OMB control number.
Cumulative Outright Transactions
With Inter-dealer
Brokers
1

Dollar Amounts in Millions at Principal Value
1. U.S. Treasury securities (excluding TIPS)
a. Bills.............................................................................................
b. Floating-rate notes (FRNs)...............................................................
c. Coupons due in less than or equal to 2 years.......................................
d. Coupons due in more than 2 years but less than or equal to 3 years.........
e. Coupons due in more than 3 years but less than or equal to 6 years.........
f. Coupons due in more than 6 years but less than or equal to 7 years.........
g. Coupons due in more than 7 years but less than or equal to 11 years .......
h. Coupons due in more than 11 years...................................................
2. U.S. Treasury Inflation‐Protected Securities (TIPS)
a. TIPS due in less than or equal to 2 years ............................................
b. TIPS due in more than 2 years but less than or equal to 6 years ..............
c. TIPS due in more than 6 years but less than or equal to 11 years ............
d. TIPS due in more than 11 years ........................................................
3. Federal Agency and GSE Securities (excluding MBS)
a. Discount notes ..............................................................................
b. Coupons ......................................................................................
4. Mortgage‐backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential Pass‐through MBS
a. Cash transactions ..........................................................................
b. Dollar roll transactions ....................................................................
c. All Other Federal Agency and GSE Residential MBS .............................
d. Federal Agency and GSE CMBS.......................................................
Non‐Agency MBS
e. Non‐Agency Residential MBS...........................................................
f. Other CMBS .................................................................................
5. Corporate Securities
a. Commercial paper..........................................................................
Investment grade bonds, notes, and debentures
b. Due in less than or equal to 13 months...............................................
c. Due in more than 13 months but less than or equal to 5 years.................

GSWB Tril

Bil

With Others
2
Mil

GSWB Tril

Bil

Mil

M498
R802
M500
M502
M504
M506
M508
M510

M499
R803
M501
M503
M505
M507
M509
M511

1.a.
1.b.
1.c.
1.d.
1.e.
1.f.
1.g.
1.h.

M512
M514
M516
M518

M513
M515
M517
M519

2.a.
2.b.
2.c.
2.d.

M520
M522

M521
M523

3.a.
3.b.

M524
M526
M528
M530

M525
M527
M529
M531

4.a.
4.b.
4.c.
4.d.

M532
M534

M533
M535

4.e.
4.f.

M536

M537

5.a.

M538
R804

M539
R805

5.b.
5.c.

Public reporting burden for this information collection is estimated to average 3.7 hours per response, including time to gather and maintain data in the required form and to review instructions
and complete the information collection. Comments regarding this burden estimate or any other aspect of this information collection, including suggestions for reducing the burden, may be sent
to Secretary, Board of Governors of the Federal Reserve System, 20th and C Streets, NW, Washington, DC 20551, and to the Office of Management and Budget, Paperwork Reduction Project
(7100-0003), Washington, DC 20503.

01/2015

FR 2004B
Page 2 of 2

Weekly Report of Cumulative Dealer Transactions—Continued
Cumulative Outright Transactions
With Inter-dealer
Brokers
1

Dollar Amounts in Millions at Principal Value
d. Due in more than 5 years but less than or equal to 10 years ...................
e. Due in more than 10 years...............................................................
Below investment grade bonds, notes, and debentures
f. Due in less than or equal to 13 months...............................................
g. Due in more than 13 months but less than or equal to 5 years.................
h. Due in more than 5 years but less than or equal to 10 years ...................
i. Due in more than 10 years................................................................
6. State and Municipal Government Obligations
a. Due in less than or equal to 13 months...............................................
b. Due in more than 13 months but less than or equal to 5 years.................
c. Due in more than 5 years but less than or equal to 10 years ..................
d. Due in more than 10 years...............................................................
e. Variable-rate demand notes .............................................................
7. Asset‐backed Securities
a. Credit card‐backed securities ...........................................................
b. Student loan‐backed securities .........................................................
c. Automobile loan‐backed securities .....................................................
d. Other asset‐backed securities...........................................................
8. Total (lines 1 through 7) .......................................................................

Return by 4:00 p.m. the following business day to:
Government Securities Dealer Statistics Unit
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045
FAX: (212) 720-5030 or (646) 720-5030

GSWB Tril
R806
R808

Bil

With Others
2
Mil

GSWB Tril
R807
R809

Bil

Mil

5.d.
5.e.

R810
R812
R814
R816

R811
R813
R815
R817

5.f.
5.g.
5.h.
5.i.

M544
R818
R820
R822
M548

M545
R819
R821
R823
M549

6.a.
6.b.
6.c.
6.d.
6.e.

M550
M552
M554
M556
M558

M551
M553
M555
M557
M559

7.a.
7.b.
7.c.
7.d.
8.

Person to whom questions about this report should be directed:

Name of Preparer

Area Code / Phone Number

Dealer Name

Comments:

“To the best of my knowledge, the report has been prepared in conformity with the instructions issued by the Federal Reserve Bank of
New York and is accurate. I am responsible for the internal controls over the reporting of the data in this report and believe that these
controls are effective. These internal controls are (1) designed to ensure the accuracy of this data, (2) monitored and reviewed by audit
or compliance staff, and (3) assessed regularly by management of the named institution. I agree to report any material deficiencies in
these internal controls and any inaccuracies in data already reported to the Federal Reserve Bank of New York.”
Note: Dealers are only required to submit a copy of this attestation with the last as-of date of each year.

Name

Title

Signature

Date (MM/DD/YYYY)

01/2015

FR 2004C
OMB Number 7100-0003
Approval expires December 31, 2017
Page 1 of 3

Board of Governors of the Federal Reserve System

Weekly Report of Dealer Financing and Fails—FR 2004C
As of close of trading on Wednesday,
Month / Day / Year

The FR 2004 reports are authorized by law (12 U.S.C. §§ 225a, 263c, 353-359, and
391). These reports are required to obtain the benefit of primary dealer status.
Individual primary dealer data are regarded as confidential under the Freedom of
Information Act and are treated as such by the Federal Reserve System. Individual
primary dealer data reported on the FR 2004 reports will not be published or otherwise

publicly disclosed. Aggregate data derived from these reports that are published or otherwise publicly disclosed will not reveal the identity of any individual primary dealer. If it
should be determined subsequently that any information collected on these reports
must be released, primary dealers will be notified. The Federal Reserve may not conduct or sponsor, and an organization is not required to respond to, a collection of information unless it displays a currently valid OMB control number.

Overnight and Continuing
1

Dollar Amounts in Millions
1. Repurchase Agreements
a. U.S. Treasury securities (excluding TIPS)........................................
b. U.S. Treasury Inflation‐Protected Securities (TIPS) ...........................
c. Federal Agency and GSE Securities (excluding MBS)........................
d. Federal Agency and GSE MBS .....................................................
e. Corporate Debt ..........................................................................
f. Asset-backed securities ...............................................................
g. Equities....................................................................................
h. Other .......................................................................................
2. Reverse Repurchase Agreements
a. U.S. Treasury securities (excluding TIPS)........................................
b. U.S. Treasury Inflation‐Protected Securities (TIPS) ...........................
c. Federal Agency and GSE Securities (excluding MBS) ........................
d. Federal Agency and GSE MBS .....................................................
e. Corporate Debt ..........................................................................
f. Asset-backed securities ...............................................................
g. Equities....................................................................................
h. Other .......................................................................................

GSCW Tril

Bil

Mil

Term Agreements (less
than 30 days)
2
GSCW Tril

M560
M564
M568
M572
M576
R824
M580
M584

M561
M565
M569
M573
M577

M588
M592
M596
M600
M604
R828
M608
M612

Bil

Mil

Term Agreements (30 days
or greater)
3
GSCW Tril

Bil

Mil

Total
4
GSCW Tril

Bil

Mil

M581
M585

M562
M566
M570
M574
M578
R826
M582
M586

M563
M567
M571
M575
M579
R827
M583
M587

1.a.
1.b.
1.c.
1.d.
1.e.
1.f.
1.g.
1.h.

M589
M593
M597
M601
M605
R829
M609
M613

M590
M594
M598
M602
M606
R830
M610
M614

M591
M595
M599
M603

2.a.
2.b.
2.c.
2.d.
2.e.
2.f.
2.g.
2.h.

R825

M607
R831
M611
M615

Public reporting burden for this information collection is estimated to average 3.1 hours per response, including time to gather and maintain data in the required form and to review instructions and complete the information collection. Comments regarding this burden estimate or any other aspect of this information collection, including suggestions for reducing the burden, may be sent to Secretary, Board of Governors of the Federal Reserve System, 20th and C Streets, NW, Washington, DC 20551,
and to the Office of Management and Budget, Paperwork Reduction Project (7100-0003), Washington, DC 20503.

01/2015

FR 2004C
Page 2 of 3

Weekly Report of Dealer Financing and Fails—Continued
Overnight and Continuing
1

Dollar Amounts in Millions
3. Other Financing Activity, Securities Lent
a. U.S. Treasury securities (excluding TIPS) .......................................
b. U.S. Treasury Inflation‐Protected Securities (TIPS) ...........................
c. Federal Agency and GSE Securities (excluding MBS) .......................
d. Federal Agency and GSE MBS .....................................................
e. Corporate Debt..........................................................................
f. Asset-backed securities...............................................................
g. Equities ...................................................................................
h. Other.......................................................................................
4. Other Financing Activity, Securities Borrowed
a. U.S. Treasury securities (excluding TIPS) .......................................
b. U.S. Treasury Inflation‐Protected Securities (TIPS) ...........................
c. Federal Agency and GSE Securities (excluding MBS) .......................
d. Federal Agency and GSE MBS .....................................................
e. Corporate Debt..........................................................................
f. Asset-backed securities...............................................................
g. Equities ...................................................................................
h. Other.......................................................................................
5. Total (lines 1‐4) ..............................................................................

GSCW Tril

Bil

GSCW Tril

Bil

Mil

Term Agreements (30 days
or greater)
3
GSCW Tril

Bil

Mil

Total
4
GSCW Tril

Bil

Mil

M616
M620
M624
M628
M632
R832
M636
M640

M617
M621
M625
M629
M633
R833
M637
M641

M618
M622
M626
M630
M634
R834
M638
M642

M619
M623
M627
M631
M635
R835
M639
M643

3.a.
3.b.
3.c.
3.d.
3.e.
3.f.
3.g.
3.h.

M644
M648
M652
M656
M660
R836
M664
M668
M672

M645
M649
M653
M657
M661
R837
M665
M669
M673

M646
M650
M654
M658
M662
R838
M666
M670
M674

M647
M651
M655
M659
M663
R839
M667
M671
M675

4.a.
4.b.
4.c.
4.d.
4.e.
4.f.
4.g.
4.h.
5.

Fails to Receive
1

6. Aggregate Fails
a. U.S. Treasury securities (excluding TIPS) .......................................
b. U.S. Treasury Inflation‐Protected Securities (TIPS) ...........................
c. Federal agency and GSE Securities (excluding MBS)........................
d. Federal agency and GSE MBS .....................................................
e. Other MBS ...............................................................................
f. Corporate securities ...................................................................
7. Total (line 6) ..................................................................................

Mil

Term Agreements (less
than 30 days)
2

M676
M678
M680
M682
M684
M686
M688

Fails to Deliver
2
M677
M679
M681
M683
M685
M687
M689

6.a.
6.b.
6.c.
6.d.
6.e.
6.f.
7.

01/2015

FR 2004C
Page 3 of 3

Weekly Report of Dealer Financing and Fails—Continued
Return by 4:00 p.m. the following business day to:
Government Securities Dealer Statistics Unit
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045
FAX: (212) 720-5030 or (646) 720-5030

Person to whom questions about this report should be directed:

Name of Preparer

Area Code / Phone Number

Dealer Name

Comments:

“To the best of my knowledge, the report has been prepared in conformity with the instructions issued by the Federal Reserve Bank of New York and is accurate. I am responsible for
the internal controls over the reporting of the data in this report and believe that these controls are effective. These internal controls are (1) designed to ensure the accuracy of this
data, (2) monitored and reviewed by audit or compliance staff, and (3) assessed regularly by management of the named institution. I agree to report any material deficiencies in
these internal controls and any inaccuracies in data already reported to the Federal Reserve Bank of New York.”
Note: Dealers are only required to submit a copy of this attestation with the last as-of date of each year.

Name

Title

Signature

Date (MM/DD/YYYY)

01/2015

FR 2004SI
OMB Number 7100-0003
Approval expires December 31, 2017
Page 1 of 2

Board of Governors of the Federal Reserve System

Weekly Report of Specific Issues—FR 2004SI

As of close of trading on Wednesday,
Month / Day / Year

The FR 2004 reports are authorized by law (12 U.S.C. §§ 225a, 263c, 353-359, and
391). These reports are required to obtain the benefit of primary dealer status.
Individual primary dealer data are regarded as confidential under the Freedom of
Information Act and are treated as such by the Federal Reserve System. Individual
primary dealer data reported on the FR 2004 reports will not be published or otherwise

Cumulative Outright
Transactions
Security
Maturity

Rate
1

GSSI
1
2
3
4
5
6
7
8
9
10
Total

1962

8801

With
Interdealer
Broker
2
M695

With
Others
3
M696

publicly disclosed. Aggregate data derived from these reports that are published or otherwise publicly disclosed will not reveal the identity of any individual primary dealer. If it
should be determined subsequently that any information collected on these reports
must be released, primary dealers will be notified. The Federal Reserve may not conduct or sponsor, and an organization is not required to respond to, a collection of information unless it displays a currently valid OMB control number.

Dollar Amounts in Millions at Par Value
Gross Financing
Securities In
Securities Out
Specific Transactions
General
Specific Transactions
General
Net Settled
Position ON/Open
4
5
M697
M698

Term
6
M699

ON/Open
7
M700

Term
8
M701

ON/Open
9
M702

Term
10
M703

ON/Open
11
M704

Term
12
M705

Fails
to Receive to Deliver
13
14
M706
M707

FRBNY
Security
ID
15
M694
2
3
5
7
10
30
55
60
80
102

1.
2.
3.
4.
5.
6.
7.
8.
9.
10.

Public reporting burden for this information collection is estimated to average 2.2 hours per response, including time to gather and maintain data in the required form and to review instructions and complete the information collection. Comments regarding this burden estimate or any other aspect of this information collection, including suggestions for reducing the burden, may be sent to Secretary, Board of Governors of the Federal Reserve System, 20th and C Streets, NW, Washington, DC 20551,
and to the Office of Management and Budget, Paperwork Reduction Project (7100-0003), Washington, DC 20503.

01/2015

FR 2004SI
Page 2 of 2

Weekly Report of Specific Issues—Continued
Return by 4:00 p.m. the following business day to:
Government Securities Dealer Statistics Unit
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045
FAX: (212) 720-5030 or (646) 720-5030

Person to whom questions about this report should be directed:

Name of Preparer

Area Code / Phone Number

Dealer Name

Comments:

“To the best of my knowledge, the report has been prepared in conformity with the instructions issued by the Federal Reserve Bank of New York and is accurate. I am responsible for
the internal controls over the reporting of the data in this report and believe that these controls are effective. These internal controls are (1) designed to ensure the accuracy of this
data, (2) monitored and reviewed by audit or compliance staff, and (3) assessed regularly by management of the named institution. I agree to report any material deficiencies in
these internal controls and any inaccuracies in data already reported to the Federal Reserve Bank of New York.”
Note: Dealers are only required to submit a copy of this attestation with the last as-of date of each year.

Name

Title

Signature

Date (MM/DD/YYYY)

03/2013

FR 2004SD
OMB Number 7100-0003
Approval expires December 31, 2017
Page 1 of 2

Board of Governors of the Federal Reserve System

Daily Report of Specific Issues—FR 2004SD

As of close of trading on:
Month / Day / Year

The FR 2004 reports are authorized by law (12 U.S.C. §§ 225a, 263c, 353-359, and
391). These reports are required to obtain the benefit of primary dealer status.
Individual primary dealer data are regarded as confidential under the Freedom of
Information Act and are treated as such by the Federal Reserve System. Individual
primary dealer data reported on the FR 2004 reports will not be published or otherwise

Dollar Amounts in Millions at Par Value
Gross Financing
Securities In
Securities Out
Specific Transactions
General
Specific Transactions
General

Cumulative Outright
Transactions
Security
Maturity

Rate
1

GSSD
1
2
3
4
5
6
7
8
9
10
Total

1962

8801

With
Interdealer
Broker
2
M695

With
Others
3
M696

publicly disclosed. Aggregate data derived from these reports that are published or otherwise publicly disclosed will not reveal the identity of any individual primary dealer. If it
should be determined subsequently that any information collected on these reports
must be released, primary dealers will be notified. The Federal Reserve may not conduct or sponsor, and an organization is not required to respond to, a collection of information unless it displays a currently valid OMB control number.

Net Settled
Position ON/Open
4
M697

5
M698

Term

ON/Open

Term

ON/Open

Term

ON/Open

Term

6
M699

7
M700

8
M701

9
M702

10
M703

11
M704

12
M705

Fails
to Receive to Deliver
13
M706

14
M707

FRBNY
Security
ID
15
M694
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.

Public reporting burden for this information collection is estimated to average 2.2 hours per response, including time to gather and maintain data in the required form and to review instructions and complete the information collection. Comments regarding
this burden estimate or any other aspect of this information collection, including suggestions for reducing the burden, may be sent to Secretary, Board of Governors of the Federal Reserve System, 20th and C Streets, NW, Washington, DC 20551, and to
the Office of Management and Budget, Paperwork Reduction Project (7100-0003), Washington, DC 20503.

01/2015

FR 2004SD
Page 2 of 2

Daily Report of Specific Issues—Continued
Return by 4:00 p.m. the following business day to:
Government Securities Dealer Statistics Unit
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045
FAX: (212) 720-5030 or (646) 720-5030

Person to whom questions about this report should be directed:

Name of Preparer

Area Code / Phone Number

Dealer Name

Comments:

“To the best of my knowledge, the report has been prepared in conformity with the instructions issued by the Federal Reserve Bank of New York and is accurate. I am responsible for
the internal controls over the reporting of the data in this report and believe that these controls are effective. These internal controls are (1) designed to ensure the accuracy of this
data, (2) monitored and reviewed by audit or compliance staff, and (3) assessed regularly by management of the named institution. I agree to report any material deficiencies in
these internal controls and any inaccuracies in data already reported to the Federal Reserve Bank of New York.”
Note: Dealers are only required to submit a copy of this attestation with the last as-of date of each year.

Name

Title

Signature

Date (MM/DD/YYYY)

03/2013

FR 2004WI
OMB Number 7100-0003
Approval expires December 31, 2017
Page 1 of 1

Board of Governors of the Federal Reserve System

Daily Report of Dealer Activity in Treasury Financing
—FR 2004WI
As of close of trading on:
Month / Day / Year

The FR 2004 reports are authorized by law (12 U.S.C. §§ 225a,
263c, 353-359, and 391). These reports are required to obtain
the benefit of primary dealer status.
Individual primary dealer data are regarded as confidential under
the Freedom of Information Act and are treated as such by the
Federal Reserve System. Individual primary dealer data reported
on the FR 2004 reports will not be published or otherwise publicly

Security
Maturity

Rate
1

GSWI
1
2
3
4
5
6
7
8
9
Total

1962

8801

disclosed. Aggregate data derived from these reports that are
published or otherwise publicly disclosed will not reveal the identity of any individual primary dealer. If it should be determined
subsequently that any information collected on these reports
must be released, primary dealers will be notified. The Federal
Reserve may not conduct or sponsor, and an organization is not
required to respond to, a collection of information unless it displays a currently valid OMB control number.

Dollar Amounts in Millions at Par Value
Cumulative Outright Transactions
Net Forward
Net Outright
Financing
Positions
Commitments
Purchases
Sales
2
3
4
5
M690
M691
M692
M693

FRBNY
Security ID
6
M694
1.
2.
3.
4.
5.
6.
7.
8.
9.

Return by 4:00 p.m. the following business day to:

Person to whom questions about this report should be directed:

Government Securities Dealer Statistics Unit
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Name of Preparer

Area Code / Phone Number

FAX: (212) 720-5030 or (646) 720-5030
Dealer Name
Comments:

“To the best of my knowledge, the report has been prepared in conformity with the instructions issued by the Federal Reserve Bank of
New York and is accurate. I am responsible for the internal controls over the reporting of the data in this report and believe that these
controls are effective. These internal controls are (1) designed to ensure the accuracy of this data, (2) monitored and reviewed by audit
or compliance staff, and (3) assessed regularly by management of the named institution. I agree to report any material deficiencies in
these internal controls and any inaccuracies in data already reported to the Federal Reserve Bank of New York.”
Note: Dealers are only required to submit a copy of this attestation with the last as-of date of each year.
Name

Title

Signature

Date (MM/DD/YYYY)

Public reporting burden for this information collection is estimated to average 1 hour per response, including time to gather and maintain data in the required form and to review instructions
and complete the information collection. Comments regarding this burden estimate or any other aspect of this information collection, including suggestions for reducing the burden, may be
sent to Secretary, Board of Governors of the Federal Reserve System, 20th and C Streets, NW, Washington, DC 20551, and to the Office of Management and Budget, Paperwork
Reduction Project (7100-0003), Washington, DC 20503.
01/2015

FR 2004FA
OMB Number 7100-0003
Approval expires December 31, 2017
Page 1 of 2

Board of Governors of the Federal Reserve System

Settlement Cycle Report of Dealer Fails and Transaction
Volumes: Class A—FR 2004FA
As of close of trading on:
Month / Day / Year

For the settlement month of:
Month

The FR 2004 reports are authorized by law (12 U.S.C. §§ 225a,
263c, 353-359, and 391). These reports are required to obtain
the benefit of primary dealer status.
Individual primary dealer data are regarded as confidential under
the Freedom of Information Act and are treated as such by the
Federal Reserve System. Individual primary dealer data reported
on the FR 2004 reports will not be published or otherwise publicly

disclosed. Aggregate data derived from these reports that are
published or otherwise publicly disclosed will not reveal the identity of any individual primary dealer. If it should be determined
subsequently that any information collected on these reports
must be released, primary dealers will be notified. The Federal
Reserve may not conduct or sponsor, and an organization is not
required to respond to, a collection of information unless it displays a currently valid OMB control number.

FNMA

Dollar Amounts in Millions GSFA
1. 30-year federal agency and
GSE pass-through MBS fails
a. <2.5% .........................
b. 2.5% ...........................
c. 3.0% ...........................
d. 3.5% ...........................
e. 4.0% ...........................
f. 4.5% ...........................
g. 5.0% ...........................
h. 5.5% ...........................
i. 6.0% ...........................
j. >6.0%..........................
2. Total (line 1) ......................

Fails to
receive
1
Tril
Bil

R841
R845
R849

Mil

GSFA

FHLMC
Fails to
deliver
2
Tril
Bil

R842
R846
R850
R854
R858
R862
R866
R870
R874
R878
R882

R853
R857
R861
R865
R869
R873
R877
R881
Outright
1

Mil

GSFA

Fails to
receive
3
Tril
Bil

R843
R847
R851
R855
R859
R863
R867
R871
R875
R879
R883
Dollar Roll
2

Mil

GSFA

Fails to
deliver
4
Tril
Bil

R844
R848
R852
R856
R860
R864
R868
R872
R876
R880
R884
Outright
3

Mil

1.a.
1.b.
1.c.
1.d.
1.e.
1.f.
1.g.
1.h.
1.i.
1.j.
2.
Dollar Roll
4

3. 30-year federal agency and
GSE pass-through
MBS transaction volumes
a. <2.5% .........................
b. 2.5% ...........................
c. 3.0% ...........................
d. 3.5% ...........................
e. 4.0% ...........................
f. 4.5% ...........................
g. 5.0% ...........................
h. 5.5% ...........................
i. 6.0% ...........................
j. >6.0%..........................
4. Total (line 3) ......................

R885
R889
R893
R897
R901
R905
R909
R913
R917
R921
R925

R886
R890
R894
R898
R902
R906
R910
R914
R918
R922
R926

R887
R891
R895
R899
R903
R907
R911
R915
R919
R923
R927

R888
R892
R896
R900
R904
R908
R912
R916
R920
R924
R928

3.a.
3.b.
3.c.
3.d.
3.e.
3.f.
3.g.
3.h.
3.i.
3.j.
4.

Public reporting burden for this information collection is estimated to average 1 hour per response, including time to gather and maintain data in the required form and to review instructions
and complete the information collection. Comments regarding this burden estimate or any other aspect of this information collection, including suggestions for reducing the burden, may be
sent to Secretary, Board of Governors of the Federal Reserve System, 20th and C Streets, NW, Washington, DC 20551, and to the Office of Management and Budget, Paperwork
Reduction Project (7100-0003), Washington, DC 20503.

01/2015

FR 2004FA
Page 2 of 2

Settlement Cycle Report of Dealer Fails and Transaction
Volumes: Class A—Continued
Return by 4:00 p.m. the following business day to:

Person to whom questions about this report should be directed:

Government Securities Dealer Statistics Unit
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Name of Preparer

Area Code / Phone Number

FAX: (212) 720-5030 or (646) 720-5030
Dealer Name
Comments:

“To the best of my knowledge, the report has been prepared in conformity with the instructions issued by the Federal Reserve Bank of
New York and is accurate. I am responsible for the internal controls over the reporting of the data in this report and believe that these
controls are effective. These internal controls are (1) designed to ensure the accuracy of this data, (2) monitored and reviewed by audit
or compliance staff, and (3) assessed regularly by management of the named institution. I agree to report any material deficiencies in
these internal controls and any inaccuracies in data already reported to the Federal Reserve Bank of New York.”
Note: Dealers are only required to submit a copy of this attestation with the last as-of date of each year.
Name

Title

Signature

Date (MM/DD/YYYY)

01/2015

FR 2004FB
OMB Number 7100-0003
Approval expires December 31, 2017
Page 1 of 2

Board of Governors of the Federal Reserve System

Settlement Cycle Report of Dealer Fails and Transaction
Volumes: Class B—FR 2004FB
As of close of trading on:
Month / Day / Year

For the settlement month of:
Month

The FR 2004 reports are authorized by law (12 U.S.C. §§ 225a,
263c, 353-359, and 391). These reports are required to obtain
the benefit of primary dealer status.
Individual primary dealer data are regarded as confidential under
the Freedom of Information Act and are treated as such by the
Federal Reserve System. Individual primary dealer data reported
on the FR 2004 reports will not be published or otherwise publicly

disclosed. Aggregate data derived from these reports that are
published or otherwise publicly disclosed will not reveal the identity of any individual primary dealer. If it should be determined
subsequently that any information collected on these reports
must be released, primary dealers will be notified. The Federal
Reserve may not conduct or sponsor, and an organization is not
required to respond to, a collection of information unless it displays a currently valid OMB control number.

FNMA

Dollar Amounts in Millions GSFB
1. 15-year federal agency and
GSE pass-through MBS fails
a. <2.0% .........................
b. 2.0% ...........................
c. 2.5% ...........................
d. 3.0% ...........................
e. 3.5% ...........................
f. 4.0% ...........................
g. 4.5% ...........................
h. 5.0% ...........................
i. 5.5% ...........................
j. >5.5%..........................
2. Total (line 1) ......................

Fails to
receive
1
Tril
Bil

R930
R934
R938
R942
R946
R950
R954
R958
R962
R966
R970

Mil

GSFB

FHLMC
Fails to
deliver
2
Tril
Bil

R931
R935
R939
R943
R947
R951
R955
R959
R963
R967
R971
Outright
1

Mil

GSFB

Fails to
receive
3
Tril
Bil

R932
R936
R940
R944
R948
R952
R956
R960
R964
R968
R972
Dollar Roll
2

Mil

GSFB

Fails to
deliver
4
Tril
Bil

R933
R937
R941
R945
R949
R953
R957
R961
R965
R969
R973
Outright
3

Mil

1.a.
1.b.
1.c.
1.d.
1.e.
1.f.
1.g.
1.h.
1.i.
1.j.
2.
Dollar Roll
4

3. 15-year federal agency and
GSE pass-through
MBS transaction volumes
a. <2.0% .........................
b. 2.0% ...........................
c. 2.5% ...........................
d. 3.0% ...........................
e. 3.5% ...........................
f. 4.0% ...........................
g. 4.5% ...........................
h. 5.0% ...........................
i. 5.5% ...........................
j. >5.5%..........................
4. Total (line 3) ......................

R974
R978
R982
R986
R990
R994
R998
S003
S007
S011
S015

R975
R979
R983
R987
R991
R995
R999
S004
S008
S012
S016

R976
R980
R984
R988
R992
R996
S001
S005
S009
S013
S017

R977
R981
R985
R989
R993
R997
S002
S006
S010
S014
S018

3.a.
3.b.
3.c.
3.d.
3.e.
3.f.
3.g.
3.h.
3.i.
3.j.
4.

Public reporting burden for this information collection is estimated to average 1 hour per response, including time to gather and maintain data in the required form and to review instructions
and complete the information collection. Comments regarding this burden estimate or any other aspect of this information collection, including suggestions for reducing the burden, may be
sent to Secretary, Board of Governors of the Federal Reserve System, 20th and C Streets, NW, Washington, DC 20551, and to the Office of Management and Budget, Paperwork
Reduction Project (7100-0003), Washington, DC 20503.

01/2015

FR 2004FB
Page 2 of 2

Settlement Cycle Report of Dealer Fails and Transaction
Volumes: Class B—Continued
Return by 4:00 p.m. the following business day to:

Person to whom questions about this report should be directed:

Government Securities Dealer Statistics Unit
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Name of Preparer

Area Code / Phone Number

FAX: (212) 720-5030 or (646) 720-5030
Dealer Name
Comments:

“To the best of my knowledge, the report has been prepared in conformity with the instructions issued by the Federal Reserve Bank of
New York and is accurate. I am responsible for the internal controls over the reporting of the data in this report and believe that these
controls are effective. These internal controls are (1) designed to ensure the accuracy of this data, (2) monitored and reviewed by audit
or compliance staff, and (3) assessed regularly by management of the named institution. I agree to report any material deficiencies in
these internal controls and any inaccuracies in data already reported to the Federal Reserve Bank of New York.”
Note: Dealers are only required to submit a copy of this attestation with the last as-of date of each year.
Name

Title

Signature

Date (MM/DD/YYYY)

01/2015

FR 2004FC
OMB Number 7100-0003
Approval expires December 31, 2017
Page 1 of 1

Board of Governors of the Federal Reserve System

Settlement Cycle Report of Dealer Fails and Transaction
Volumes: Class C—FR 2004FC
As of close of trading on:
Month / Day / Year

For the settlement month of:
Month

The FR 2004 reports are authorized by law (12 U.S.C. §§ 225a,
263c, 353-359, and 391). These reports are required to obtain
the benefit of primary dealer status.
Individual primary dealer data are regarded as confidential under
the Freedom of Information Act and are treated as such by the
Federal Reserve System. Individual primary dealer data reported
on the FR 2004 reports will not be published or otherwise publicly

disclosed. Aggregate data derived from these reports that are
published or otherwise publicly disclosed will not reveal the identity of any individual primary dealer. If it should be determined
subsequently that any information collected on these reports
must be released, primary dealers will be notified. The Federal
Reserve may not conduct or sponsor, and an organization is not
required to respond to, a collection of information unless it displays a currently valid OMB control number.
GNMA

Dollar Amounts in Millions GSFC
1. 30-year GNMA pass-through MBS fails
a. <2.5% .........................................................................................
b. 2.5% ...........................................................................................
c. 3.0% ...........................................................................................
d. 3.5% ...........................................................................................
e. 4.0% ...........................................................................................
f. 4.5% ...........................................................................................
g. 5.0% ...........................................................................................
h. 5.5% ...........................................................................................
i. 6.0% ...........................................................................................
j. >6.0%..........................................................................................
2. Total (line 1) ......................................................................................

Fails to
receive
1
Tril
Bil

S020
S022
S024
S026
S028
S030
S032
S034
S036
S038
S040

Mil

GSFC
S021
S023
S025
S027
S029
S031

S042
S044
S046
S048
S050
S052
S054
S056
S058
S060
S062

Mil

1.a.
1.b.
1.c.
1.d.
1.e.
1.f.
1.g.
1.h.
1.i.
1.j.
2.

S033
S035
S037
S039
S041
Outright
1

3. 30-year GNMA transaction volumes
a. <2.5% .........................................................................................
b. 2.5% ...........................................................................................
c. 3.0% ...........................................................................................
d. 3.5% ...........................................................................................
e. 4.0% ...........................................................................................
f. 4.5% ...........................................................................................
g. 5.0% ...........................................................................................
h. 5.5% ...........................................................................................
i. 6.0% ...........................................................................................
j. >6.0%..........................................................................................
4. Total (line 3) ......................................................................................

Fails to
deliver
2
Tril
Bil

Dollar Roll
2
S043
S045
S047
S049
S051
S053
S055
S057
S059
S061
S063

3.a.
3.b.
3.c.
3.d.
3.e.
3.f.
3.g.
3.h.
3.i.
3.j.
4.

Public reporting burden for this information collection is estimated to average 1 hour per response, including time to gather and maintain data in the required form and to review instructions
and complete the information collection. Comments regarding this burden estimate or any other aspect of this information collection, including suggestions for reducing the burden, may be
sent to Secretary, Board of Governors of the Federal Reserve System, 20th and C Streets, NW, Washington, DC 20551, and to the Office of Management and Budget, Paperwork
Reduction Project (7100-0003), Washington, DC 20503.

01/2015

FR 2004FC
Page 2 of 2

Settlement Cycle Report of Dealer Fails and Transaction
Volumes: Class C—Continued
Return by 4:00 p.m. the following business day to:

Person to whom questions about this report should be directed:

Government Securities Dealer Statistics Unit
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Name of Preparer

Area Code / Phone Number

FAX: (212) 720-5030 or (646) 720-5030
Dealer Name
Comments:

“To the best of my knowledge, the report has been prepared in conformity with the instructions issued by the Federal Reserve Bank of
New York and is accurate. I am responsible for the internal controls over the reporting of the data in this report and believe that these
controls are effective. These internal controls are (1) designed to ensure the accuracy of this data, (2) monitored and reviewed by audit
or compliance staff, and (3) assessed regularly by management of the named institution. I agree to report any material deficiencies in
these internal controls and any inaccuracies in data already reported to the Federal Reserve Bank of New York.”
Note: Dealers are only required to submit a copy of this attestation with the last as-of date of each year.
Name

Title

Signature

Date (MM/DD/YYYY)

01/2015

FR 2004FM
OMB Number 7100-0003
Approval expires December 31, 2017
Page 1 of 4

Board of Governors of the Federal Reserve System

Settlement Cycle Report of Dealer Fails and Transaction Volumes—FR 2004FM
As of close of trading on:
Month / Day / Year

For the settlement month of:
Month

The FR 2004 reports are authorized by law (12 U.S.C. §§ 225a, 263c, 353-359, and
391). These reports are required to obtain the benefit of primary dealer status.
Individual primary dealer data are regarded as confidential under the Freedom of
Information Act and are treated as such by the Federal Reserve System. Individual
primary dealer data reported on the FR 2004 reports will not be published or otherwise

publicly disclosed. Aggregate data derived from these reports that are published or otherwise publicly disclosed will not reveal the identity of any individual primary dealer. If it
should be determined subsequently that any information collected on these reports
must be released, primary dealers will be notified. The Federal Reserve may not conduct or sponsor, and an organization is not required to respond to, a collection of information unless it displays a currently valid OMB control number.

FNMA
Fails to receive
1

Dollar Amounts in Millions GSFM Tril
1. 30-year federal agency
and GSE pass-through
MBS fails
a. <2.5% ......................
b. 2.5% ........................
c. 3.0% ........................
d. 3.5% ........................
e. 4.0% ........................
f. 4.5% ........................
g. 5.0% ........................
h. 5.5% ........................
i. 6.0% ........................
j. >6.0%.......................
2. Total (line 1) ...................

S065
S071
S077
S083
S089
S095
S101
S107
S113
S119
S125

Bil

FHLMC
Fails to deliver
2

Mil

GSFM Tril

S066
S072
S078
S084
S090
S096
S102
S108
S114
S120
S126

Bil

Fails to receive
3
Mil

GSFM Tril

S067
S073
S079
S085
S091
S097
S103
S109
S115
S121
S127

Bil

GNMA
Fails to deliver
4

Mil

GSFM Tril

S068
S074
S080
S086
S092
S098
S104
S110
S116
S122
S128

Bil

Fails to receive
5
Mil

GSFM Tril

S069
S075
S081
S087
S093
S099
S105
S111
S117
S123
S129

Bil

Fails to deliver
6
Mil

GSFM Tril

S070
S076
S082
S088
S094
S100
S106
S112
S118
S124
S130

Bil

Mil

1.a.
1.b.
1.c.
1.d.
1.e.
1.f.
1.g.
1.h.
1.i.
1.j.
2.

Public reporting burden for this information collection is estimated to average 1.5 hours per response, including time to gather and maintain data in the required form and to review instructions and complete the information collection. Comments regarding this burden estimate or any other aspect of this information collection, including suggestions for reducing the burden, may be sent to Secretary, Board of Governors of the Federal Reserve System, 20th and C Streets, NW, Washington, DC 20551,
and to the Office of Management and Budget, Paperwork Reduction Project (7100-0003), Washington, DC 20503.

01/2015

FR 2004FM
Page 2 of 4

Settlement Cycle Report of Dealer Fails and Transaction Volumes—Continued

FNMA
Outright
1

Dollar Amounts in Millions GSFM Tril
3. 30-year federal agency
and GSE pass-through
MBS transaction volumes
a. <2.5% ......................
b. 2.5% ........................
c. 3.0% ........................
d. 3.5% ........................
e. 4.0% ........................
f. 4.5% ........................
g. 5.0% ........................
h. 5.5% ........................
i. 6.0% ........................
j. >6.0%.......................
4. Total (line 3) ...................

Bil

S131
S137
S143
S149
S155
S161
S167
S173
S179
S185
S191

FHLMC
Dollar Roll
2

Mil

GSFM Tril

Bil

S132
S138
S144
S150
S156
S162
S168
S174
S180
S186
S192

Fails to receive
1

Outright
3
Mil

GSFM Tril

Bil

S133
S139
S145
S151
S157
S163
S169
S175
S181
S187
S193
Fails to deliver
2

GNMA
Dollar Roll
4

Mil

GSFM Tril

Bil

S134
S140
S146
S152
S158
S164
S170
S176
S182
S188
S194

Fails to receive
3

Outright
5
Mil

GSFM Tril

S135
S141
S147
S153
S159
S165
S171
S177
S183
S189
S195

Bil

Dollar Roll
6
Mil

GSFM Tril

S136
S142
S148
S154
S160
S166
S172
S178
S184
S190
S196

Bil

Mil

3.a.
3.b.
3.c.
3.d.
3.e.
3.f.
3.g.
3.h.
3.i.
3.j.
4.

Fails to deliver
4

5. 15-year federal agency
and GSE pass-through
MBS fails
a. <2.0% ......................
b. 2.0% ........................
c. 2.5% ........................
d. 3.0% ........................
e. 3.5% ........................
f. 4.0% ........................
g. 4.5% ........................
h. 5.0% ........................
i. 5.5% ........................
j. >5.5%.......................
6. Total (line 5) ...................

S197
S201
S205
S209
S213
S217
S221
S225
S229
S233
S237

S198
S202
S206
S210
S214
S218
S222
S226
S230
S234
S238

S199
S203
S207
S211
S215
S219
S223
S227
S231
S235
S239

S200
S204
S208
S212
S216
S220
S224
S228
S232
S236
S240

5.a.
5.b.
5.c.
5.d.
5.e.
5.f.
5.g.
5.h.
5.i.
5.j.
6.

01/2015

FR 2004FM
Page 3 of 4

Settlement Cycle Report of Dealer Fails and Transaction Volumes—Continued

FNMA
Outright
1

Dollar Amounts in Millions GSFM Tril
7. 15-year federal agency
and GSE pass-through
MBS transaction volumes
a. <2.0% ......................
b. 2.0% ........................
c. 2.5% ........................
d. 3.0% ........................
e. 3.5% ........................
f. 4.0% ........................
g. 4.5% ........................
h. 5.0% ........................
i. 5.5% ........................
j. >5.5%.......................
8. Total (line 7) ...................

S241
S245
S249
S253
S257
S261
S265
S269
S273
S277
S281

Bil

FHLMC
Dollar Roll
2

Mil

GSFM Tril

S242
S246
S250
S254
S258
S262
S266
S270
S274
S278
S282

Bil

Outright
3
Mil

GSFM Tril

S243
S247
S251
S255
S259
S263
S267
S271
S275
S279
S283

Bil

Dollar Roll
4
Mil

GSFM Tril

S244
S248
S252
S256
S260
S264
S268
S272
S276
S280
S284

Bil

Mil

7.a.
7.b.
7.c.
7.d.
7.e.
7.f.
7.g.
7.h.
7.i.
7.j.
8.

01/2015

FR 2004FM
Page 4 of 4

Settlement Cycle Report of Dealer Fails and Transaction Volumes—Continued
Return by 4:00 p.m. the following business day to:
Government Securities Dealer Statistics Unit
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045
FAX: (212) 720-5030 or (646) 720-5030

Person to whom questions about this report should be directed:

Name of Preparer

Area Code / Phone Number

Dealer Name

Comments:

“To the best of my knowledge, the report has been prepared in conformity with the instructions issued by the Federal Reserve Bank of New York and is accurate. I am responsible for
the internal controls over the reporting of the data in this report and believe that these controls are effective. These internal controls are (1) designed to ensure the accuracy of this
data, (2) monitored and reviewed by audit or compliance staff, and (3) assessed regularly by management of the named institution. I agree to report any material deficiencies in
these internal controls and any inaccuracies in data already reported to the Federal Reserve Bank of New York.”
Note: Dealers are only required to submit a copy of this attestation with the last as-of date of each year.

Name

Title

Signature

Date (MM/DD/YYYY)

01/2015