2016-13348. 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 positions in the 15/8% Treasury Notes of May 2026 equaled or exceeded $2.3 billion as of close of business May 16, 2016.

DATES:

Large Position Reports must be received by 5:00 p.m. Eastern Time on June 8, 2016.

ADDRESSES:

The reports must be submitted to the Federal Reserve Bank of New York, Government Securities Dealer Statistics Unit, 4th Floor, 33 Liberty Street, New York, New York 10045; or faxed to 212-720-8707.

FOR FURTHER INFORMATION CONTACT:

Lori Santamorena, Kurt Eidemiller, or Kevin Hawkins; Government Securities Regulations Staff, Department of the Treasury, at 202-504-3632.

SUPPLEMENTARY INFORMATION:

In a press release issued on June 1, 2016, and in this Federal Register notice, the Treasury called for Large Position Reports from entities whose positions in the 15/8% Treasury Notes of May 2026 equaled or exceeded $2.3 billion as of the close of business Monday, May 16, 2016. Entities whose positions in this note equaled or exceeded the $2.3 billion threshold must submit a report to the Federal Reserve Bank of New York. This call for Large Position Reports is a test pursuant to Treasury's large position reporting rules under the Government Securities Act regulations (17 CFR part 420). Entities with positions in this note below $2.3 billion are not required to file reports. Reports must be received by the Government Securities Dealer Statistics Unit of the Federal Reserve Bank of New York before 5:00 p.m. Eastern Time on Wednesday, June 8, 2016, and must include the required position and administrative information. The reports may be faxed to [phone] or delivered to the Bank at 33 Liberty Street, 4th floor.

The 15/8% Treasury Notes of May 2026, Series C-2026, have a CUSIP number of 912828R36, a STRIPS principal component CUSIP number of 9128202R7, and a maturity date of May 15, 2026.

The press release, a copy of a sample Large Position Report, which appears in Appendix B of the rules at 17 CFR part 420, and supplementary formula guidance are available at 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 [phone]. Questions regarding the method of submission of Large Position Reports should be directed to the Government Securities Dealer Statistics Unit of the Federal Reserve Bank of New York at [phone] or [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 1530-0064.

Daleep Singh,

Acting Assistant Secretary for Financial Markets.