Ofr_sft_1-1

Ongoing Data Collection of Centrally Cleared Transactions in the U.S. Repurchase Agreement Market

OFR_SFT_1-1.xlsx

OFR_SFT_1-1

OMB: 1505-0259

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Overview

Schedule 1 - GCF Trades
Scheduel 2 - GCF Collateral
Schedule 3 - DVP

Sheet 1: Schedule 1 - GCF Trades
File Observation Date Covered Reporter LEI Transaction ID Submission Timestamp Match Timestamp Securities Asset Class Identifier Securities Asset Class Identifier Type Cash Provider LEI Cash Provider Direct Clearing Member LEI Securities Provider Direct Clearing Member LEI Securities Provider LEI Broker LEI Start Date End Date Rate Principal Optionality Minimum Maturity
6/3/2019 Rakowsky, Danylo: FICC 549300H47WTHXPU08X20 T10000000005 2019-06-03T09:53:14.924Z 2019-06-03T12:53:14.924Z Rakowsky, Danylo: US Treas 10yr or less 371487AD1 CUSIP Rakowsky, Danylo: CITIGROUP 5493000SCC07UI6DB380 Rakowsky, Danylo: CITIGROUP 5493000SCC07UI6DB380








6/3/2019 549300H47WTHXPU08X20 T10000000006 2019-06-03T09:53:14.924Z 2019-06-03T12:54:14.924Z Rakowsky, Danylo: US Treas 30yr or less 371487AE9 CUSIP Rakowsky, Danylo: CITIGROUP 5493000SCC07UI6DB380 5493000SCC07UI6DB380








6/3/2019 549300H47WTHXPU08X20 T10000000007 2019-06-03T09:53:14.924Z 2019-06-03T12:55:14.924Z Rakowsky, Danylo: Non-mort backed US Agency 371487AH2 CUSIP Rakowsky, Danylo: Goldman Fund B1HZVHGKW7J4UZI0QV74 5493000SCC07UI6DB380








6/3/2019 549300H47WTHXPU08X20 T10000000008 2019-06-03T10:33:14.924Z 2019-06-03T12:56:14.924Z Rakowsky, Danylo: US Treas 10yr or less 371487AD1 CUSIP Rakowsky, Danylo: Vanguard Fund L4HZLLKQF7J4UZI0QV74 Rakowsky, Danylo: Nomura OXTKY6Q8X53C9ILVV871




















































































































Sheet 2: Scheduel 2 - GCF Collateral
File Observation Date Covered Reporter LEI Direct Clearing Member LEI Transaction Side Securities Identifier Securities Identifier Type Securities Quantity Securities Value

Sheet 3: Schedule 3 - DVP
File Observation Date Covered Reporter LEI Transaction ID Cash Provider LEI Cash Provider Direct Clearing Member LEI Securities Provider LEI Securities Provider Direct Clearing Member LEI Broker LEI Submission Timestamp Match Timestamp Start Date End Date Optionality Minimum Maturity Security Identifier Securities Identifier Type Securities Quantity Substitution Collateral Identifier Substitution Collateral Identifier Type Cash Provider Start Leg Amount Securities Provider Start Leg Amount Cash Provider Rate Securities Provider Rate Cash Provider Close Leg Settlement Amount Securities Provider Close Leg Settlement Amount
6/3/2019 549300H47WTHXPU08X20 T10000000020 Rakowsky, Danylo: Repo ETF 7day 549300HOJJ6D43Z4Z661 Rakowsky, Danylo: CITIGROUP 5493000SCC07UI6DB380 Rakowsky, Danylo: Michigan Laborers' Pension Fund 549300PIUPMIKJ0IKT65 Rakowsky, Danylo: Goldman LLC FOR8UP27PHTHYVLBNG30 Rakowsky, Danylo: Morgan Stanley IGJSJL3JD5P30I6NJZ34 2019-06-03T09:53:14.924Z 2019-06-03T12:53:14.924Z 6/3/2019 6/4/2019 No optionality 6/4/2019










6/3/2019 549300H47WTHXPU08X20 T10000000021 Rakowsky, Danylo: Repo ETF 1 day 549300GRZMBO67G4BY15 5493000SCC07UI6DB380 549300PIUPMIKJ0IKT65 FOR8UP27PHTHYVLBNG30 IGJSJL3JD5P30I6NJZ34 2019-06-03T09:53:14.924Z 2019-06-03T12:54:14.924Z 6/3/2019 6/4/2019 No optionality 6/4/2019










6/3/2019 549300H47WTHXPU08X20 T10000000022 Rakowsky, Danylo: Goldman Fund B1HZVHGKW7J4UZI0QV74 5493000SCC07UI6DB380 549300PIUPMIKJ0IKT65 FOR8UP27PHTHYVLBNG30 IGJSJL3JD5P30I6NJZ34 2019-06-03T09:53:14.924Z 2019-06-03T12:55:14.924Z 6/3/2019 6/5/2019 No optionality 6/5/2019











































































































































































































































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