Publications
Best Practices
  Margining of Agency MBS
  Settlement Fails
  Securities Delivery Closing Times
    Tri-Party Repo

The Treasury Market Practices Group(TMPG) first published a set of best practice recommendations for the Treasury market in May 2007.  Following the TMPG’s expansion in its scope beyond the Treasury market to include the promotion of best practices related to trading and settlement in the agency debt and agency MBS markets, the TMPG has published "Best Practices for the Treasury, Agency Debt, and Agency MBS Markets."  These best practices aim to promote market integrity and efficiency by recommending general guidelines for promoting market liquidity, maintaining a robust control environment, managing positions responsibly, and promoting efficient market clearing.  The best practices document is a “living document” that will be updated as needed over time. 

As always, the TMPG welcomes feedback on its ongoing work or suggestions for improved market practice. 

 
Key Documents
Best Practices for Treasury, Agency Debt and Agency MBS Markets pdf
April 4, 2014
 
General
White paper on "Operational Plans for Various Contingencies for Treasury Debt Payments" pdf
December 23, 2013
Best Practices for Treasury, Agency Debt and Agency MBS Markets pdf
May 23, 2013
Best Practices for Treasury, Agency Debt and Agency MBS Markets pdf
November 14, 2012
Best Practices for Treasury, Agency Debt and Agency MBS Markets pdf
September 14, 2010
Draft: Best Practices for Treasury, Agency Debt and Agency MBS Markets pdf
July 15, 2010
TMPG Releases Best Practices for Treasury, Agency Debt and Agency MBS Markets pdf
July 15, 2010
Treasury Market Best Practices Revised pdf
March 31, 2009
Statement Regarding Best Practices for General Collateral Financing pdf
April 28, 2008
Best Practices Document Revisedpdf
February 19, 2008
Best Practices Conference
June 14, 2007
Best Practices Document Released pdf
May 11, 2007
Feedback period for Best Practices extended to March 14 pdf
February 27, 2007
Formation of private-sector Treasury Market Best Practices Group
February 9, 2007
New York Fed meeting with primary dealers
November 6, 2006

QUICK LINKS
  Best Practices
  Treasury Securities Fails Charge Trading Practice
  Agency Debt and Agency MBS Fails Charge Trading Practice
  FAQ: TMPG Fails Charges

EXTERNAL LINKS
  U.S. Treasury
  Securities Industry and Financial Markets Association
  The Depository Trust and Clearing Corporation
Treasury Fails Data
GCF Repo Index
  International Swaps and Derivatives Association


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