Fr 2004c

DRAFT

FR 2004C
OMB Number 7100-0003
Approval expires June 30, 2024
Page 1 of 9

Board of Governors of the Federal Reserve System

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

DRAFT

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primary dealer data reported on the FR 2004 reports will not be published or otherwise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.
Uncleared Bilateral
Specified
Term Agreement
(less than 30 days)
2
GSCW
Amount

Term Agreement
(30 days or greater)
3
GSCW
Amount

MB62
MB84
MC06
MC28
MC50
MC72
MC94

MB63
MB85
MC07
MC29
MC51
MC73
MC95

MB64
MB86
MC08
MC30
MC52
MC74
MC96

MD16
MD38

MD17
MD39

MD18
MD40

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

MD60
MD82
ME04
ME26
ME48
ME70
ME92
MF14
MF36
MF58

MD61
MD83
ME05
ME27
ME49
ME71
ME93
MF15
MF37
MF59

MD62
MD84
ME06
ME28
ME50
ME72
ME94
MF16
MF38
MF60

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

Overnight and
Continuing
1
Dollar Amounts in Millions GSCW
Amount

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 Residential MBS ....................................................................
e. Federal Agency and GSE CMBS..................................................................................
f. Corporate Debt........................................................................................................
g. Asset-backed securities.............................................................................................
h. Equities..................................................................................................................
i. 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 Residential MBS ....................................................................
e. Federal Agency and GSE CMBS..................................................................................
f. Corporate
Debt
........................................................................................................
g. Asset-backed
securities
.............................................................................................
h. Equities
..................................................................................................................
i. Other ........................................................................... ..........................................
3. Total (lines 1 – 2)................... ........................................................................................

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.
01/2022

FR 2004C
Page 2 of 9

Weekly Report of Dealer Financing and Fails—Continued
Overnight and
Continuing
4
Dollar Amounts in Millions GSCW
Amount

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 Residential MBS ....................................................................
e. Federal Agency and GSE CMBS..................................................................................
f. Corporate Debt ........................................................................................................
g. Asset-backed securities
.............................................................................................
h. Equities..................................................................................................................
i. 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 Residential MBS ....................................................................
e. Federal Agency and GSE CMBS..................................................................................
f. Corporate
Debt
........................................................................................................
g. Asset-backed
securities
.............................................................................................
h. Equities
..................................................................................................................
i. Other ........................................................................... ..........................................
3. Total (lines 1 – 2)................... ........................................................................................

Uncleared Bilateral—Continued
General
Term Agreement
Term Agreement
(less than 30 days)
(30 days or greater)
5
6
GSCW
Amount
GSCW
Amount

MB65
MB87
MC09
MC31
MC53
MC75
MC97
MD19
MD41

MB66
MB88
MC10
MC32
MC54
MC76
MC98
MD20
MD42

MB67
MB89
MC11
MC33
MC55
MC77
MC99
MD21
MD43

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

MD63
MD85
ME07
ME29
ME51
ME73
ME95
MF17
MF39
MF61

MD64
MD86
ME08
ME30
ME52
ME74
ME96
MF18
MF40
MF62

MD65
MD87
ME09
ME31
ME53
ME75
ME97
MF19
MF41
MF63

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

01/2022

FR 2004C
Page 3 of 9

Weekly Report of Dealer Financing and Fails—Continued
Cleared Bilateral
Specified
Term Agreement
(less than 30 days)
8
GSCW
Amount

Term Agreement
(30 days or greater)
9
GSCW
Amount

MB68
MB90
MC12
MC34
MC56
MC78
MD00
MD22
MD44

MB69
MB91
MC13
MC35
MC57
MC79
MD01
MD23
MD45

MB70
MB92
MC14
MC36
MC58
MC80
MD02
MD24
MD46

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

MD66
MD88
ME10
ME32
ME54
ME76
ME98
MF20
MF42
MF64

MD67
MD89
ME11
ME33
ME55
ME77
ME99
MF21
MF43
MF65

MD68
MD90
ME12
ME34
ME56
ME78
MF00
MF22
MF44
MF66

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

Overnight and
Continuing
7
Dollar Amounts in Millions GSCW
Amount

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 Residential MBS ....................................................................
e. Federal Agency and GSE CMBS..................................................................................
f. Corporate
Debt
........................................................................................................
g. Asset-backed
securities
.............................................................................................
h. Equities
..................................................................................................................
i. 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 Residential MBS ....................................................................
e. Federal Agency and GSE CMBS..................................................................................
f. Corporate
Debt
........................................................................................................
g. Asset-backed
securities
.............................................................................................
h. Equities
..................................................................................................................
i. Other ........................................................................... ..........................................
3. Total (lines 1 – 2)................... ........................................................................................

01/2022

FR 2004C
Page 4 of 9

Weekly Report of Dealer Financing and Fails—Continued
Overnight and
Continuing
10
Dollar Amounts in Millions GSCW
Amount

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 Residential MBS ....................................................................
e. Federal Agency and GSE CMBS..................................................................................
f. Corporate
Debt
........................................................................................................
g. Asset-backed
securities
.............................................................................................
h. Equities
..................................................................................................................
i. 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 Residential MBS ....................................................................
e. Federal Agency and GSE CMBS..................................................................................
f. Corporate
Debt
........................................................................................................
g. Asset-backed
securities
.............................................................................................
h. Equities
..................................................................................................................
i. Other ........................................................................... ..........................................
3. Total (lines 1 – 2)................... ........................................................................................

Cleared Bilateral—Continued
General
Term Agreement
Term Agreement
(less than 30 days)
(30 days or greater)
11
12
GSCW
Amount
GSCW
Amount

MB71
MB93
MC15
MC37
MC59
MC81
MD03
MD25
MD47

MB72
MB94
MC16
MC38
MC60
MC82
MD04
MD26
MD48

MB73
MB95
MC17
MC39
MC61
MC83
MD05
MD27
MD49

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

MD69
MD91
ME13
ME35
ME57
ME79
MF01
MF23
MF45
MF67

MD70
MD92
ME14
ME36
ME58
ME80
MF02
MF24
MF46
MF68

MD71
MD93
ME15
ME37
ME59
ME81
MF03
MF25
MF47
MF69

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

01/2022

FR 2004C
Page 5 of 9

Weekly Report of Dealer Financing and Fails—Continued
Overnight and
Continuing
13
Dollar Amounts in Millions GSCW
Amount

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 Residential MBS ....................................................................
e. Federal Agency and GSE CMBS..................................................................................
f. Corporate Debt
........................................................................................................
g. Asset-backed securities
.............................................................................................
h. Equities
..................................................................................................................
i. 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 Residential MBS ....................................................................
e. Federal Agency and GSE CMBS..................................................................................
f. Corporate
Debt
........................................................................................................
g. Asset-backed
securities
.............................................................................................
h. Equities
..................................................................................................................
i. Other ........................................................................... ..........................................
3. Total (lines 1 – 2)................... ........................................................................................

Cleared Bilateral—Continued
Sponsored
Term Agreement
Term Agreement
(less than 30 days)
(30 days or greater)
14
15
GSCW
Amount
GSCW
Amount

MB74
MB96
MC18
MC40
MC62
MC84
MD06
MD28
MD50

MB75
MB97
MC19
MC41
MC63
MC85
MD07
MD29
MD51

MB76
MB98
MC20
MC42
MC64
MC86
MD08
MD30
MD52

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

MD72
MD94
ME16
ME38
ME60
ME82
MF04
MF26
MF48
MF70

MD73
MD95
ME17
ME39
ME61
ME83
MF05
MF27
MF49
MF71

MD74
MD96
ME18
ME40
ME62
ME84
MF06
MF28
MF50
MF72

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

01/2022

FR 2004C
Page 6 of 9

Weekly Report of Dealer Financing and Fails—Continued
GCF
Term Agreement
(less than 30 days)
17
GSCW
Amount

Term Agreement
(30 days or greater)
18
GSCW
Amount

MB77
MB99
MC21
MC43
MC65
MC87
MD09
MD31

MB78
MC00
MC22
MC44
MC66
MC88
MD10
MD32

MB79
MC01
MC23
MC45
MC67
MC89
MD11
MD33

MD53

MD54

MD55

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

MD75
MD97
ME19
ME41
ME63
ME85
MF07
MF29
MF51
MF73

MD76
MD98
ME20
ME42
ME64
ME86
MF08
MF30
MF52
MF74

MD77
MD99
ME21
ME43
ME65
ME87
MF09
MF31
MF53
MF75

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

Overnight and
Continuing
16
Dollar Amounts in Millions GSCW
Amount

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 Residential MBS ....................................................................
e. Federal Agency and GSE CMBS..................................................................................
f. Corporate
Debt
........................................................................................................
g. Asset-backed
securities
.............................................................................................
h. Equities
..................................................................................................................
i. 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 Residential MBS ....................................................................
e. Federal Agency and GSE CMBS..................................................................................
f. Corporate
Debt
........................................................................................................
g. Asset-backed
securities
.............................................................................................
h. Equities
..................................................................................................................
i. Other ........................................................................... ..........................................
3. Total (lines 1 – 2)................... ........................................................................................

01/2022

FR 2004C
Page 7 of 9

01/2022

FR 2004C
Page 8 of 9

01/2022

FR 2004C
Page 9 of 9

Weekly Report of Dealer Financing and Fails—Continued
Term Agreement
(less than 30 days)
2
GSCW
Amount

Term Agreement
(30 days or greater)
3
GSCW
Amount

GSCW

M616
M620
M624
MF80
MF84

M617
M621
M625
MF81
MF85

M618
M622
M626
MF82
MF86

M619
M623
M627
MF83
MF87

M632
R832
M636
M640

M633
R833
M637
M641

M634
R834
M638
M642

M635
R835
M639
M643

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

M644
M648
M652
MF88
MF92
M660
R836
M664
M668
M672

M645
M649
M653
MF89
MF93
M661
R837
M665
M669
M673

M646
M650
M654
MF90
MF94
M662
R838
M666
M670
M674

M647
M651
M655
MF91
MF95
M663
R839
M667
M671
M675

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

Overnight and
Continuing
1
Dollar Amounts in Millions GSCW
Amount

4. 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 Residential MBS ....................................
e. Federal Agency and GSE CMBS..................................................
f. Corporate
Debt
........................................................................
g. Asset-backed
securities .............................................................
h. Equities
..................................................................................
i. Other
.....................................................................................
5. 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 Residential MBS ....................................
e. Federal Agency and GSE CMBS..................................................
f. Corporate
Debt
........................................................................
g. Asset-backed
securities .............................................................
h. Equities
.....
.............................................................................
i. Other
.....................................................................................
6. Total (lines 4 – 5)...........................................................................

7. 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 ..................................................................
8. Total
(line
6).................................................................................

Fails to Receive
1
M676
M678
M680
M682
M684
M686
M688

Total
4
Amount

Fails to Deliver
2
M677
M679
M681
M683
M685
M687
M689

7.a.
7.b.
7.c.
7.d.
7.e.
7.f.
8.

01/2022

FR 2004C
Page 10 of

Weekly Report of Dealer Financing and Fails—Continued
Return by 4:00 p.m. the following business day to:
Statistics Function
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