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In forceSecurities transactionsLast checked 13 November 2026

Treasury securities and agency debt/MBS transaction reporting (FR 2956)

A regulatory return listed by the Board of Governors of the Federal Reserve System (Federal Reserve Board), United States.

Collects daily depository institution transactions in marketable U.S. Treasury securities (Part 1) and in debt and mortgage-backed securities (MBS) issued by U.S. agencies (Part 2), so the Board and the Federal Open Market Committee (FOMC) can analyse Treasury market trading data, identify anomalies, and better interpret supply, demand and interest-rate movements relevant to monetary policy. Source

Official title: Treasury Securities and Agency Debt and Mortgage-Backed Securities Reporting Requirements

The facts

Who files
Depository institutions that meet the reporting thresholds and transact daily in marketable U.S. Treasury securities or in agency debt/MBS. Prime brokers or depository institutions that already report as a FINRA-member executing broker under TRACE are excluded. Source
How often
Event-generated, estimated to occur daily. Source
Deadline
Each transaction is reported through TRACE: trades executed on a business day from 8:00:00 a.m. to 6:29:59 p.m. Eastern Time within 60 minutes of execution; trades executed from midnight to 7:59:59 a.m. no later than 60 minutes after the TRACE system opens that day; trades executed less than 60 minutes before 6:30 p.m., after 6:30 p.m., or on a day TRACE is closed, no later than 60 minutes after TRACE opens on the next business day (T+1), marked 'as/of'. Source
Format
Other. Each transaction is reported to FINRA (the Financial Industry Regulatory Authority), which collects the data for the Board, through its Trade Reporting and Compliance Engine (TRACE). Reporting institutions must follow TRACE's technical specifications. Source
How it is filed
Filing routes recorded for the Federal Reserve Board: Reporting Central; Structure Central. See how firms file with the Federal Reserve Board.
Status
In force
Group
Securities transactions

Templates (2)

The tables and forms inside the return. Plain name first, the Federal Reserve Board's code in brackets.

  • Transactions in U.S. Treasury debt (Part 1)
  • Transactions in debt and mortgage-backed securities issued by agencies (Part 2)

Where the list was read: Source

Validation rules

No published validation rules were found for this return. No edit table is published on the FR 2956's Reporting Forms page or in its instructions. Reporting follows FINRA's TRACE technical specifications, which are on FINRA's website and were not read (see gaps). Source

Public data

Published only added up across firms. The data go into TRACE products that FINRA offers market participants, now or later: for example its data feeds, the TRACE Fact Book, market aggregate statistics, enhanced historical data and the end-of-day transaction file. Source

  • TRACE data products (FINRA)

    Added up across firms · Not checked (FINRA's website is not requested; see gaps).

    FR 2956 transactions go into FINRA's TRACE products: its data feeds, the TRACE Fact Book, market aggregate statistics, enhanced historical data and the end-of-day transaction file. FINRA publishes these, not the Board, so they are linked to the FR 2956 by subject only. Source

Official documents (2)

The Federal Reserve Board's own files, with the size and SHA-256 fingerprint of each as downloaded on 13 November 2026, so anyone can tell whether a copy is the same version.

Sources

Every page and document this return's facts were read from.

Knowing exactly what is collected, in what format and under which rules is the first step to real-time supervision. Line4 builds SupTech software for financial regulators that runs checks like these as each return arrives.

Line4's own text, and the way Line4 has collected and arranged these records, are free to reuse under CC BY 4.0. Please credit: “Source: Line4 regulatory submissions library (CC BY 4.0), https://www.line4.ai”. The facts themselves belong to no one. The regulators' document titles, template names, quoted terms and documents belong to them and are not covered by this licence: see Federal Reserve Board's reuse terms. This describes what regulators publish. It is not legal or regulatory advice: always rely on the regulator's own text. Not affiliated with or endorsed by any regulator.

Source: Board of Governors of the Federal Reserve System, https://www.federalreserve.gov. Documents are linked on the regulator's own site, not hosted here. The plain-English summaries are Line4's own; the Board does not endorse this library.

Last checked 13 November 2026.