Board of Governors of the Federal Reserve System Instructions for Preparation of Government Securities Dealers Reports Reporting Form FR 2004 Issued January 2015 Contents for FR 2004 Instructions I. GENERAL INSTRUCTIONS A Organization of the Instruction Book . GEN-1 B. Purpose of the FR 2004 Reports . GEN-1 C. Administrative Issues . GEN-1 • Authority . GEN-1 • Confidentiality . GEN-1 • Paperwork Reduction Act . GEN-1 • Requests for Revised Data . GEN-2 • Data Retention . GEN-2 • Officer Declaration and Signature . GEN-2 D. Who Must Report . GEN-2 • Reporting Dealers . GEN-2 • Consolidation Rules . GEN-2 E. Submission of Reports . GEN-3 • Where to Report . GEN-3 • Report dates and Due Dates . ..... GEN-3 II. WHAT TO REPORT A. Reportable Securities . GEN-4 B. Do Not Report . GEN-5 C. Allotments of New Securities . GEN-6 D. Underwriting of Securities . GEN-6 E. Security Buybacks . GEN-6 F. Prime Brokerage Reporting . ........ GEN-6 III. REPORTING INSTRUCTIONS A. FR 2004A – Weekly Report of Dealer Positions . A-1 • Accounting Rules . A-2 • Reportable Positions . A-2 • Gross Long . A-2 FR 2004 Contents-1 Contents January 2015 Contents • Gross Short . A-1 • Line-by-Line Instructions . A-1 • Maturity Classifications . A-5 B. FR 2004B – Weekly Report of Cumulative Dealer Transactions . B-1 • Accounting Rules . B-1 • Reportable Transactions . B-1 • Counterparty Categories . B-1 • With Inter-dealer Brokers . B-1 • With Others . B-1 • Line-by-Line Instructions . B-1 • Maturity Classifications . B-5 • Cancels and Corrections . B-5 C. FR 2004C – Weekly Report of Dealer Financing and Fails . C-1 • Accounting Rules . C-1 • Securities Financings . C-1 • Settlement Fails . C-1 • Types of Financing . C-1 • Line-by-Line Instructions . C-1 • Maturity Terms . C-2 • Repurchase Agreements . C-2 • Reverse Repurchase Agreements . C-2 • Other Financing – Securities Lent . C-3 • Other Financing – Securities Borrowed . C-4 • Aggregate Settlement Fails . C-5 D. FR 2004SI – Weekly Report of Specific Issues . SI-1 • Accounting Rules . SI-1 • Reportable Securities . SI-1 • Row Definitions . SI-1 • Column 1 Security and Rate . SI-1 • Columns 2-3 Outright Cumulative Transactions . SI-1 • Column 4 Net Settled Positions . SI-2 • Columns 5 through 12 Gross Financing . SI-2 • Columns 5, 6, 9, 10 Specific Transactions . SI-3 • Columns 7, 8, 11, 12 General . SI-3 • Columns 13 and 14 Fails . SI-3 • Column 15 FRBNY Security ID . SI-3 • Line-by-Line Instructions . SI-3 Contents-2 FR 2004 Contents January 2015 Contents E. FR 2004SD – Daily Report of Specific Issues . SD-1 • Accounting Rules . ..