HomeMy WebLinkAbout23448RESOLUTION NO. 23448
A RESOLUTION OF THE CITY COUNCIL OF THE CITY OF
PALM SPRINGS, CALIFORNIA, ADOPTING AN
INVESTMENT POLICY GOVERNING THE INVESTMENT
OF CITY FUNDS.
WHEREAS, Section 53646 (a)(1) of the State of California Government Code
requires that an investment policy is annually rendered to and considered by the City
Council in a public meeting; and
WHEREAS, the City Treasurer has prepared an investment policy which meets
the standards delineated in the California Debt Advisory Commission's report on Local
Agency Investment Guidelines; and
WHEREAS, the current investment policy was reviewed by the City Attorney; and
WHEREAS, the comments and suggestions of the City Attorney were
incorporated into the current Investment Policy document before Council; and
WHEREAS, the current Investment Policy describes the City's commitment to
safeguarding its funds.
THE CITY COUNCIL OF THE CITY OF PALM SPRINGS DOES HEREBY
RESOLVES AND APPROVES AS FOLLOWS:
SECTION 1. The Investment Policy attached as Exhibit A and incorporated
herein is hereby approved.
SECTION 2. All previous Resolutions or minute action adopting or amending the
City's Investment Policy are hereby superseded.
ADOPTED THIS 2ND DAY OF OCTOBER, 2013.
David H. Ready, Cit ger
ATTEST:
mes Thompson, City Clerk
Resolution No. 23448
Page 2
CERTIFICATION
STATE OF CALIFORNIA )
COUNTY OF RIVERSIDE ) ss.
CITY OF PALM SPRINGS)
I, JAMES THOMPSON, City Clerk of the City of Palm Springs, hereby certify that
Resolution No. 23448 is a full, true and correct copy, and was duly adopted at a regular
meeting of the City Council of the City of Palm Springs on October 2, 2013, by the
following vote:
AYES: Councilmember Foat, Councilmember Hutcheson, Councilmember Lewin,
Mayor Pro Tern Mills, and Mayor Pougnet.
NOES: None.
ABSENT: None.
ABSTAIN: None.
lames Thompson, City Clerk
City of Palm Springs, California
CITY OF PALM SPRINGS INVESTMENT POLICY
1.0 POLICY
WHEREAS; The Legislature of the State of California has declared that the deposit and
investment of public funds by local officials and local agencies is an issue of statewide
concern (California Government Code Sections 53600.6 (CGC §53600.6) and 53630.1);
and
WHEREAS; the legislative body of a local agency may invest surplus monies not
required for the immediate necessities of the local agency in accordance with the
provisions of California Government Code Sections 53601 et seq; and
WHEREAS; the treasurer of the City of Palm Springs shall annually prepare and submit
a statement of investment policy and such policy, and any changes thereto, shall be
considered by the legislative body at a public meeting; (CGC §53646 (a); now
THEREFORE; it shall be the policy of the City of Palm Springs to invest funds in a
manner which will provide the highest investment return with the maximum security while
meeting the daily cash flow demands of the entity and conforming to all statutes
governing the investment of City of Palm Springs funds.
2.0 SCOPE
This investment policy applies to all financial assets of the City of Palm Springs and its
component units. These funds are accounted for in the Comprehensive Annual
Financial Report and include, but are not limited to:
General Fund
Special Revenue Funds
Capital Projects Fund
Debt Service Fund
Enterprise Funds
Internal Service Funds
Trust and Agency Funds
Community Redevelopment Funds
Proceeds from Bond Issues (see "8.3)
Contributions made by or on behalf of employees to Deferred Compensation accounts
are not covered by this policy.
3.0 PRUDENCE
Investments shall be made with judgment and care, under circumstances then
prevailing, which persons of prudence, discretion and intelligence exercise in the
management of their own affairs; not for speculation, but for investment, considering the
probable safety of their capital as well as the probable income to be derived. The
standard of prudence to be used by investment officials shall be the "prudent investor"
standard (CGC §53600.3) and shall be applied in the context of managing an overall
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4.0
5.0
6.0
portfolio. Investment officers acting in accordance
investment policy and exercising due diligence
responsibility for an individual security's credit risk o
deviations from expectations are reported in a timely
taken to control adverse developments.
OBJECTIVES
r
with written procedures and the
shall be relieved of personal
market price changes, provided
fashion and appropriate action is
As specified in CGC §53600.5, when investing, reinvesting, purchasing, acquiring,
exchanging, selling and managing public funds, the primary objectives, in priority order,
of the investment activities shall be:
1. Safety: Safety of principal is the foremost objective of the investment program.
Investments of the City of Palm Springs shall be undertaken in a manner that seeks to
ensure the preservation of capital in the overall portfolio. To attain this objective,
diversification is required in order that potential losses on individual securities do not
exceed the income generated from the remainder of the portfolio.
2. Liquidity: The investment portfolio will remain sufficiently liquid to enable the City of
Palm Springs to meet all operating requirements which might be reasonably anticipated.
3. Return on Investments: The investment portfolio shall be designed with the objective
of attaining a market rate of return throughout budgetary and economic cycles, taking
into account the investment risk constraints and the cash flow characteristics of the
portfolio.
DELEGATION OF AUTHORITY
Authority to manage the investment program is derived from California Government
Code Sections 53600 et. seq. Management responsibility for the investment program is
hereby delegated to the Treasurer, who shall establish written procedures for the
operation of the investment program consistent with this investment policy. Procedures
should include references to: wire transfer agreements, and collateral/depository
agreements, as appropriate. Such procedures shall include explicit delegation of
authority to persons responsible for investment transactions. No person may engage in
an investment transaction except as provided under the terms of this policy and the
procedures established by the Treasurer. The Treasurer shall be responsible for all
transactions undertaken and shall establish a system of controls to regulate the activities
of subordinate officials. Under the provisions of California Government Code 53600.3,
the Treasurer is a trustee and a fiduciary subject to the prudent investor standard.
ETHICS AND CONFLICTS OF INTEREST
Officers and employees involved in the investment process shall refrain from personal
business activity that could conflict with the proper execution of the investment program,
or which could impair their ability to make impartial investment decisions.
7.0 AUTHORIZED FINANCIAL INSTITUTIONS AND DEALERS
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The Treasurer will maintain a list of financial institutions, selected on the basis of credit
worthiness, financial strength, experience and minimal capitalization, authorized to
provide investment services to the City of Palm Springs. No public deposit shall be
made except in a qualified public depository as established by state laws.
For broker/dealers of government securities and other investments, the City of Palm
Springs shall select only broker/dealers who are licensed and in good standing with the
California Department of Securities, the Securities and Exchange Commission, the
National Association of Securities Dealers or other applicable self -regulatory
organizations.
Before engaging in investment transactions with a brokerldealer, the Treasurer shall
have received from said firm a signed Certification Form. This form shall attest that the
individual responsible for the City of Palm Springs' account with that firm has reviewed
the City of Palm Springs' Investment Policy and that the firm understands the policy and
intends to present investment recommendations and transactions to the City of Palm
Springs that are appropriate under the terms and conditions of the Investment Policy.
8.0 AUTHORIZED AND SUITABLE INVESTMENTS
The City of Palm Springs is empowered by California Government Code 53601 et seq.
to invest in the following:
A. Bonds issued by the City of Palm Springs
B. United States Treasury Bills, Notes & Bonds
C. Registered state warrants or treasury notes or bonds issued by the State of
California.
D. Bonds, notes, warrants or other evidence of debt issued by a local agency within the
State of California, including pooled investment accounts sponsored by the State of
California, County Treasurers, other local agencies or Joint Powers Agencies.
E. Obligations issued by Agencies or sponsored enterprises of the U.S. Government.
Not more than 60% of surplus funds may be invested in these obligations.
F. Bankers Acceptances with a term not to exceed 180 days. Not more than 40% of
surplus funds can be invested in Bankers Acceptances and no more than 20% of surplus
funds can be invested in the bankers' acceptances of any single commercial bank.
G. Prime Commercial Paper of U.S. Corporations with assets greater than $500 million
with a term not to exceed 270 days and the highest ranking issued by Moody's Investors
Service or Standard & Poor's Corp. Commercial paper cannot exceed 15% of total
surplus funds.
H. Negotiable Certificates of Deposit issued by federally or state chartered banks or
associations. Not more than 30°% of surplus funds can be invested in negotiable
certificates of deposit.
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I. Medium term notes (not to exceed 5 Years) of US corporations rated "A" or better by
Moody's or S&P. Not more than 20% of surplus funds can be invested in medium term
notes.
J. Shares of beneficial interest issued by diversified management companies (Money
Market Mutual Funds) with not less than five vears' experience investing in the securities
and obligations authorized by subdivisions (a) to W. inclusive. and subdivisions (m) to
(o). inclusive. and with assets under management in excess of five hundred million
S
dollars ($500.000.000).estiGr 63661 (Ky Such Funds must carry the highest rating of
at least two of the three largest national rating agencies. Not more than 10% of surplus
funds can be invested in Money Market Mutual Funds.
K. Funds held under the terms of a Trust Indenture or other contract or agreement may
be invested according to the provisions of those indentures or agreements.
L. Collateralized bank deposits with a perfected security interest in accordance with the
Uniform Commercial Code (UCC) or applicable federal security regulations.
M. Any mortgage pass -through security, collateralized mortgage obligation, mortgaged
backed or other pay -through bond, equipment lease -backed certificate, consumer
receivable pass -through certificate or consumer receivable backed bond of a maximum
maturity of five years. Securities in this category must be rated AA or better by a
nationally recognized rating service. Not more than 10% of surplus funds may be
invested in this category of securities.
N. The various limits on what percentage of surplus funds (the Percentage of Portfolio,
or POP limits) may be invested by type or maturity shall be calculated when the
investment or reinvestment is made.
Also, see CGC §53601 for a detailed summary of the limitations and special conditions
that apply to each of the above listed investment securities. CGC §53601 is attached
(Exhibit 13) and included by reference in this investment policy.
8.1 PROHIBITED INVESTMENTS
Under the provisions of CGC §53601.6 and §53631.5. the City of Palm Springs shall not
invest any funds covered by this Investment Policy in inverse floaters, dual index,
stepped inverse derivatives, repurchase agreements, reverse repurchase agreements,
range notes, interest -only strips derived from mortgage pools or any investment that may
result in a zero interest accrual if held to maturity.
8.2 1 SOCIAL RESPONSIBILITY
_I The Citv shall not knowingly make anv investments in anv institution. company,
corporation, subsidiary, or affiliate that practices or suoports directiv or indirectly
throuah its actions. discrimination on the basis of race, reliaion. color. creed,
national or ethnic oriain. aae, sex. sexual orientation, or phvsical disabilitv. as this.
is not in accordance with the City_ of Palm S_prino_ s policies reaardinq
discrimination.
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Investments are encouragedin entities that su000rt community well-being through safe
and environmentally sound_ nractices and fair labor practices. Investments are
encouraoed in entities that su000rt equality of rights reaardina race. reliaion, color.
creed. national or ethnic orio_inr aae- sex sexual orientation. or ohvsical disabilitv.
Investments should be made to the extent reasonable under the circumstances that
such socially responsible investments meet minimum oermitted requirements by state
law. and achieve substantialiv eauivalent safety. liouidity. and vield when compared to
similar investments permitted by state law.
Prior to making investments. the Treasurer's office will reasonably verifv an entitv's
su000rt of the socially resoonsible aoals listed above throuah direct contact or through
the use of a third Dartv resource.
ti48�. BOND PROCEEDS
In addition to the investment vehicles enumerated in Section 8, the proceeds of bond
issues (including reserve funds) may be invested in long term Guaranteed Investment
Contracts (GIC) or Investment Agreements (IA) that comply with the Permitted
Investment restrictions of the particular bond issue.
Before soliciting bids from providers of GIC's or IA's, the Treasurer shall obtain approval
from the City Council to proceed.
9.0 INVESTMENT POOLS/MONEY MARKET MUTUAL FUNDS
A thorough investigation of the pool/fund is required prior to investing, and on a continual
basis. There shall be a questionnaire developed which will answer the following general
questions:
- A description of eligible investment securities, and a written statement of
investment policy and objectives.
- A description of interest calculations and how it is distributed, and how gains and
losses are treated.
- A description of how the securities are safeguarded (including the settlement
processes), and how often the securities are priced and the program audited.
- A description of who may invest in the program, how often, what size deposit and
withdrawal are allowed.
- A schedule for receiving statements and portfolio listings.
- Are reserves, retained earnings, etc. utilized by the pool/fund?
- A fee schedule, and when and how is it assessed.
- Is the pool/fund eligible for bond proceeds and/or will it accept such proceeds?
10. COLLATERALIZATION
All certificates of deposits must be collateralized by U.S. Treasury Obligations or U.S.
Government Agency Securities. In order to anticipate market changes and provide a
level of security for all funds, the collateralization level will be 102% of market value of
principal and accrued interest. Collateral must be held by a third party trustee and
valued on a monthly basis.
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11.
12.
SAFEKEEPING AND CUSTODY
All security transactions entered into by the City of Palm Springs shall be conducted on a
delivery -versus -payment (DVP) basis. Securities will be held by a third party custodian
designated by the Treasurer and evidenced by safekeeping receipts.
DIVERSIFICATION AND MAXIMUM MATURITIES
The City of Palm Springs will diversify its investments by security type and institution. It
is the policy of the City of Palm Springs to diversify its investment portfolio. Assets shall
be diversified to eliminate the risk of loss resulting from over concentration of assets in a
specific maturity, a specific issuer or a specific class of securities. Diversification
strategies shall be determined and revised periodically. In establishing specific
diversification strategies, the following general policies and constraints shall apply:
(a) Portfolio maturities shall be matched versus liabilities to avoid undue
concentration in a specific maturity sector.
(b) Maturities selected shall provide for stability of income and liquidity.
(c) Disbursement and payroll dates shall be covered through maturities
investments, marketable U.S. Treasury bills or other cash equivalent instruments
such as money market mutual funds.
Specifically, the following amounts or percentages of the total portfolio for the maturities
noted shall be maintained:
Maturitv Ranae Minimum Maximum
1 days to 365 days $8,000,000 NA
1 year to 3 years 0% 50%
3 years to 5 years 0% 30%
Over 5 years Council Action Required
The weighted average maturity of the pooled portfolio shall not exceed three years
(1,095 days). The maximum amounts or percentages may be adjusted to reflect the
anticipated shorter duration of certain investments that may likely be called prior to their
stated date of maturity.
13. STRATEGY OF INVESTMENTS
It shall be the strategy of the City of Palm Springs to hold investments to maturity. If,
because of changing market conditions or the City's cash flow needs, it becomes
necessary to sell an investment prior to maturity (either at a profit or loss), the Treasurer
shall first obtain written approval for the transaction from the City Manager. The City
Manager shall inform the Mayor and City Council of the transaction at the earliest
opportunity, but no later than the next regularly scheduled Council meeting or study
session.
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14. OVERSIGHT COMMITTEE
A committee comprised of one Council member appointed by Council, the City Manager
and the Treasurer, shall provide oversight of the City's investments. The Committee
shall meet at least quarterly to review the City's investment activity.
15. REPORTING
In accordance with CGC §53646(b)(1), Treasurer shall submit to each member of the
City Council monthly investment reports within 30 days of the end of the quarter in which
the month falls. The report shall include a complete description of the portfolio, the type
of investments, the issuers, maturity dates, par values and the current market values of
each component of the portfolio, including funds managed for City of Palm Springs by
Fiscal Agents, Deferred Compensation Plan Provider (except Deferred Comp funds held
in trust) or third party contracted managers. The report will also include the source of
the portfolio valuation, and the changes in the value of each investment over the last
quarter. As specified in CGC §53646(e), if all funds are placed in LAIF, FDIC -insured
accounts and/or in a county investment pool, the foregoing report elements may be
replaced by copies of the latest statements from such institutions, including changes in
value over the last quarter. The report must also include a certification that (1) all
investment actions executed since the last report have been made in full compliance
with the Investment Policy and, (2) the City of Palm Springs will meet its expenditure
obligations for the next six months as required by CGC §53646(b)(2) and (3)
respectively. The Treasurer shall maintain a complete and timely record of all
investment transactions.
16. INVESTMENT POLICY ADOPTION
The Investment Policy shall be adopted by resolution of the City of Palm Springs City
Council. The Policy shall be reviewed on an annual basis, and modifications approved
by the City Council.
17. GLOSSARY
Definition of investment -related terms are listed on Exhibit A.
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EXHIBIT A
GLOSSARY
AGENCIES: Federal agency securities and/or Government -sponsored enterprises.
ASKED: The price at which securities are offered.
BANKERS' ACCEPTANCE (BA): A draft or bill or exchange accepted by a bank or trust
company. The accepting institution guarantees payment of the bill, as well as the issuer.
BASIS POINT: One -hundredth of one percent (i.e., 0.01%).
BID: The price offered by a buyer of securities. (When you are selling securities, you ask for a
bid). See Offer.
BROKER: A broker acts as an intermediary between a buyer and seller for a commission.
CERTIFICATE OF DEPOSIT (CD): A time deposit with a specific maturity evidenced by a
certificate. Large -denomination CD's are typically negotiable.
COLLATERAL: Securities, evidence of deposit or other property which a borrower pledges to
secure repayment of a loan. Also refers to securities pledged by a bank to secure deposits of
public monies.
COMMERCIAL PAPER: Short-term, unsecured, negotiable promissory note with a fixed
maturity of no more than 270 days. By statute, these issues are exempt from registration with
the U.S. Securities and Exchange Commission.
COMPREHENSIVE ANNUAL FINANCIAL REPORT (CAFR): The official annual financial
report for the City. It includes combined statements and basic financial statements for each
individual fund and account group prepared in conformity with Generally Accepted Accounting
Principles (GAAP).
COUPON: (a) The annual rate of interest that a bond's issuer promises to pay the bondholder
on the bond's face value. (b) A certificate attached to a bond evidencing interest due on a
payment date.
CREDIT RISK: The risk that an obligation will not be paid and a loss will result.
DEALER: A dealer, as opposed to a broker, acts as a principal in all transactions, buying and
selling for his own risk and account or inventory.
DEBENTURE: A bond secured only by the general credit of the issuer
DELIVERY VERSUS PAYMENT: There are two methods of delivery of securities: delivery
versus payment and delivery versus receipt. Delivery versus payment is delivery of securities
with an exchange of money for the securities. Delivery versus receipt is delivery of securities
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Exhibit A - Glossary
with an exchange of a signed receipt for the securities.
DERIVATIVES: (1) financial instruments whose return profile is linked to, or derived from, the
movement of one or more underlying index or security, and may include a leveraging factor, or
(2) financial contracts based upon notional amounts whose value is derived from an underlying
index or security (interest rates, foreign exchange rates, equities or commodities).
DIRECT ISSUER: Issuer markets its own paper directly to the investor without use of an
intermediary.
DISCOUNT: The difference between the cost price of a security and its maturity when quoted
at lower than face value. Security selling below original offering price shortly after sale also is
considered to be at a discount.
DISCOUNT SECURITIES: Non -interest bearing money market instruments that are issued at a
discount and redeemed at maturity for full face value, e.g., U.S. Treasury Bills.
DIVERSIFICATION: Dividing investment funds among a variety of securities offering
independent returns.
DURATION: A measure of the sensitivity of the price (the value of principal) of a fixed -income
investment to a change in interest rates over a period of time. Duration is expressed by a
number of years. Stagnant or falling interest rates may result in the duration of an investment
being shorter than the stated date to maturity.
FACE VALUE: The principal amount owed on a debt instrument. It is the amount on which
interest is computed and represents the amount that the issuer promises to pay at maturity.
FAIR VALUE: The amount at which a security could be exchanged between willing parties,
other than in a forced or liquidation sale. If a market price is available, the fair value is equal to
the market value.
FEDERAL CREDIT AGENCIES: Agencies of the Federal government set up to supply credit to
various classes of institutions and individuals, e.g., S&L's, small business firms, students,
farmers, farm cooperatives, and exporters.
FEDERAL DEPOSIT INSURANCE CORPORATION (FDIC): A federal agency that insures
bank deposits, currently up to $100,000 per deposit.
FEDERAL FARM CREDIT BANK (FFCB): Government -sponsored institution that consolidates
the financing activities of the Federal Land Banks, the Federal Intermediate Credit Banks and
the Banks for Cooperatives. Its securities do not carry direct U.S. government guarantees.
FEDERAL FUNDS RATE: The rate of interest at which Federal funds are traded. This rate is
considered to be the most sensitive indicator of the direction of interest rates, as it is currently
pegged by the Federal Reserve through open -market operations.
FEDERAL HOME LOAN BANKS (FHLB): Government sponsored wholesale banks (currently
12 regional banks) which lend funds and provide correspondent banking services to member
commercial banks, thrift institutions, credit unions and insurance companies. The mission of the
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Exhibit A - Glossary
FHLBs is to liquefy the housing related assets of its members who must purchase stock in their
district Bank.
FEDERAL HOME LOAN MORTGAGE CORPORATION (FHLMC or Freddie Mac):
Established in 1970 to help maintain the availability of mortgage credit for residential housing.
FHLMC finances these operations by marketing guaranteed mortgage certificates and mortgage
participation certificates. Its discount notes and bonds do not carry direct U.S. government
guarantees.
FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA or Fannie Mae): FNMA was
chartered under the Federal National Mortgage Association Act in 1938. FNMA is a Federal
corporation working under the auspices of the Department of Housing and Urban Development
(HUD). It is the largest single provider of residential mortgage funds in the United States.
FNMA is a private stockholder -owned corporation. The corporation's purchases include a
variety of adjustable mortgages and second loans, in addition to fixed-rate mortgages. FNMA's
securities are also highly liquid and are widely accepted. FNMA assumes and guarantees that
all security holders will receive timely payment of principal and interest. FNMA securities do not
carry direct U.S. Government guarantees.
FEDERAL RESERVE SYSTEM: The central bank of the United States created by Congress
and consisting of a seven member Board of Governors in Washington, D.C., 12 regional banks
and about 5,700 commercial banks that are members of the system.
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (GNMA or Ginnie Mae): Securities
influencing the volume of bank credit guaranteed by GNMA and issued by mortgage bankers,
commercial banks, savings and loan associations, and other institutions. Security holder is
protected by full faith and credit of the U.S. Government. GNMA securities are backed by the
FHA, VA or FMHA mortgages. The term "pass-throughs" is often used to describe GNMAs.
INTEREST RATE RISK: The risk of gain or loss in market values of securities due to changes
in interest rate levels. For example, rising interest rates will cause the market value of portfolio
securities to decline.
LIQUIDITY: A liquid asset is one that can be converted easily and rapidly into cash with
minimum risk of principal.
LOCAL AGENCY INVESTMENT FUND (LAIF): An investment pool managed by the
California State Treasurer. Local government units, with the consent of the governing body of
that agency, may voluntarily deposit surplus funds for the purpose of investment. Interest
earned is distributed to the participating governmental agencies on a quarterly basis.
MARK TO MARKET: Current value of securities at today's market price.
MARKET RISK: Systematic risk of a security that is common to all securities of the same
general class (stocks, bonds, notes, money market instruments) and cannot be eliminated by
diversification (which may be used to eliminate non-systematic risk).
MARKET VALUE: The price at which a security is trading and could presumably be purchased
or sold.
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Exhibit A - Glossary
MATURITY: The date upon which the principal or stated value of an investment becomes due
and payable.
MEDIUM -TERM NOTES (MTNs): Continuously offered notes having any or all of the features
of corporate bonds and ranging in maturity from nine months out to thirty years. The difference
between corporate bonds and MTNs is that corporate bonds are underwritten.
MONEY MARKET: The market in which short-term debt instruments (bills, commercial paper,
bankers' acceptances, etc.) are issued and traded.
OFFER: The price asked by a seller of securities. (When you are buying securities, you ask for
an offer.) See Asked and Bid.
OPEN MARKET OPERATIONS: Purchases and sales of government and certain other
securities in the open market by the New York Federal Reserve Bank as directed by the FOMC
in order to influence the volume of money and credit in the economy. Purchases inject reserves
into the bank system and stimulate growth of money and credit; sales have the opposite effect
Open market operations are the Federal Reserve's most important and most flexible monetary
policy tool.
PORTFOLIO: The collection of securities held by an investor.
PRIMARY DEALER: A group of government securities dealers who submit daily reports of
market activity and positions and monthly financial statements to the Federal Reserve Bank of
New York and are subject to its informal oversight. Primary dealers include Securities and
Exchange Commission (SEC) -registered securities broker -dealers, banks, and a few
unregulated firms.
PRUDENT PERSON RULE: An investment standard: The way a prudent person of discretion
and intelligence would be expected to manage the investment program in seeking a reasonable
income and preservation of capital.
RATE OF RETURN: (1) The yield obtainable on a security based on its purchase price or its
current market price. (2) Income earned on an investment, expressed as a percentage of the
cost of the investment.
REPURCHASE AGREEMENT (RP OR REPO): A holder of securities sells these securities to
an investor with an agreement to repurchase them at a fixed price on a fixed date. The security
"buyer" in effect lends the "seller" money for the period of the agreement, and the terms of the
agreement are structured to compensate him for this. Dealers use RP extensively to finance
their positions. Exception: When the Fed is said to be doing RP, it is lending money, that is,
increasing bank reserves.
SAFEKEEPING: A service to customers rendered by banks for a fee whereby securities and
valuables of all types and descriptions are held in the bank's vaults for protection.
SECONDARY MARKET: A market made for the purchase and sale of outstanding issues
following the initial distribution.
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Exhibit A - Glossary
SECURITIES & EXCHANGE COMMISSION (SEC): Agency created by Congress to protect
investors in securities transactions by administering securities legislation.
SEC RULE 15C3-1: See Uniform Net Capital Rule.
SECONDARY MARKET: A market for the repurchase and resale of outstanding issues
following the initial distribution.
SECURITIES: Investment instruments such as notes, bonds, stocks, money market
instruments and other instruments of indebtedness or equity.
SPREAD: The difference between two figures or percentages. It may be the difference
between the bid (price at which a prospective buyer offers to pay) and asked (price at which an
owner offers to sell) prices of a quote, or between the amount paid when bought and the
amount received when sold.
STRUCTURED NOTES: Notes issued by Government Sponsored Enterprises (FHLB, FNMA,
SLMA, etc.) and corporations which have imbedded options (e.g., call features, step-up
coupons, floating rate coupons, derivative -based returns) into their debt structure. Their market
performance is impacted by the fluctuation of interest rates, the volatility of the imbedded
options and shifts in the shape of the yield curve.
TREASURY BILL: A non -interest bearing discount security issued by the U.S. Treasury to
finance the national debt. Most bills are issued to mature in three months, six months, or one
year.
TREASURY BOND: A long-term coupon -bearing U.S. Treasury security issued as a direct
obligation of the U.S. Government and having an initial maturity of more than ten years.
TREASURY NOTE: A medium -term coupon -bearing U.S. Treasury security issued as a direct
obligation of the U.S. Government and having an initial maturity from two to ten years.
UNIFORM NET CAPITAL RULE: Securities and Exchange Commission requirement that
member fines, as well as nonmember broker/dealers in securities, maintain a maximum ratio of
indebtedness to liquid capital of 15 to 1; also called net capital rule and net capital ratio.
Indebtedness covers all money owed to a firm, including margin loans and commitments to
purchase securities, one reason new public issues are spread among members of underwriting
syndicates. Liquid capital includes cash and assets easily converted into cash.
YIELD: The annual rate of return on an investment expressed as a percentage of the
investment. Income yield is obtained by dividing the current dollar income by the current market
price for the security.
YIELD CURVE: Yield calculations of various maturities of instruments of the same quality at a
given time to observe spread differences.
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