Are position amounts on the large position report recorded on a trade date basis or settlement date basis?
All position amounts on the large position report (including the memorandum item) must be reported on a trade date basis, at par in millions of dollars, and as of the close of business of the reporting date(s) specified in the notice. For Treasury inflation-indexed securities, the par amount is the stated value of a security at original issuance. 14. Q: Can Treasury issue a request for large position information for more than one CUSIP (i.e., security) and/or for more than one reporting date in a single request? A: Yes, Treasury can request large position reports for more than one CUSIP and also for more than one reporting date. In those instances, separate large position information must be submitted for each CUSIP and each reporting date. 15. Q. What if one or more of a reporting entitys foreign affiliates is closed (due to a holiday) during the reporting time frame? A: Treasury is sympathetic to the concerns regarding the time and effort needed to compile, aggregate, and file the la
