E8-26932. Government Securities: Call for Large Position Reports

AGENCY:

Office of the Assistant Secretary for Financial Markets, Treasury.

ACTION:

Notice.

SUMMARY:

The Department of the Treasury (“Department” or “Treasury”) called for the submission of Large Position Reports by those entities whose reportable positions in either the 2% Treasury Notes of September 2010 or the 31/8% Treasury Notes of September 2013 equaled or exceeded $2 billion as of close of business November 6, 2008.

DATES:

Large Position Reports must be received before noon Eastern Time on November 14, 2008.

ADDRESSES:

The reports must be submitted to the Federal Reserve Bank of New York, Government Securities Dealer Statistical Unit, 4th Floor, 33 Liberty Street, New York, New York 10045; or faxed to 212-720-5030.

FOR FURTHER INFORMATION CONTACT:

Lori Santamorena, Executive Director; Lee Grandy, Associate Director; or Kevin Hawkins, Government Securities Specialist; Bureau of the Public Debt, Department of the Treasury, at 202-504-3632.

SUPPLEMENTARY INFORMATION:

In a press release issued on November 7, 2008, and in this Federal Register notice, the Treasury called for Large Position Reports from entities whose reportable positions in the following two securities equaled or exceeded $2 billion as of the close of business Thursday, November 6, 2008:

(1) The 2% Treasury Notes of September 2010, or

(2) The 31/8% Treasury Notes of September 2013.

Entities whose reportable positions in either of these notes equaled or exceeded the $2 billion threshold must submit a report for that security to the Federal Reserve Bank of New York. Entities with positions in these notes below $2 billion are not required to file reports. Large Position Reports must be received by the Government Securities Dealer Statistical Unit of the Federal Reserve Bank of New York before noon Eastern Time on Friday, November 14, 2008, and must include the required positions and administrative information. The reports may be faxed to [phone] or delivered to the Bank at 33 Liberty Street, 4th floor.

The 2% Treasury Notes of September 2010, Series AC-2010, have a CUSIP number of 912828 JL 5, a STRIPS principal component CUSIP number of 912820 RH 2, and a maturity date of September 30, 2010.

The 31/8% Treasury Notes of September 2013, Series Q-2013, have a CUSIP number of 912828 JM 3, a STRIPS principal component CUSIP number of 912820 RJ 8, and a maturity date of September 30, 2013.

The press release and a copy of a sample Large Position Report, which appears in Appendix B of the rules at 17 CFR Part 420, are available at the Bureau of the Public Debt's Web site at http://www.treasurydirect.gov/​instit/​statreg/​gsareg/​gsareg.htm.

Questions about Treasury's large position reporting rules should be directed to Treasury's Government Securities Regulations Staff at Public Debt on [phone]. Questions regarding the method of submission of Large Position Reports should be directed to the Government Securities Dealer Statistical Unit of the Federal Reserve Bank of New York at [phone].

The collection of large position information has been approved by the Office of Management and Budget pursuant to the Paperwork Reduction Act under OMB Control Number 1535-0089.

Karthik Ramanathan,

Acting Assistant Secretary for Financial Markets.