NEWS & EVENTS
 
  News
  2018
  2017
  2016
2015
  2013
  2012
  2011
  2010
  2009
  2008
  2007
  2006

The Market PracticeTreasurys Group (TMPG):

proposed for comment a set of updates to its best practice guidance for the Treasury, agency debt and agency mortgage-backed securities (MBS) markets to address the use of financial benchmarks. The TMPG solicited feedback on its proposed best practice guidance, as well as a supporting document, Use of Financial Benchmarks in TMPG-Covered Markets: Three Sample Case Studies.

TMPG Seeks Comment on Proposed Best Practice Guidance for the Use of Financial Benchmarks pdf Jan 5, 2016

updated the existing Best Practices for Treasury, Agency Debt, and Agency Mortgage Backed Securities Market by incorporating recommendations related to automated trading in TMPG covered markets. The TMPG also released a final version of the white paper on Automated Trading in Treasury Market that describes the growth of automated trading in the secondary market for Treasury securities, and some of the benefits and risks associated with this evolution.

TMPG Releases Updated Best Practice Guidance to Address Automated Trading pdf June 10, 2015
Best Practices for Treasury, Agency Debt and Agency MBS Markets pdf June 10, 2015
White Paper on Automated Trading in Treasury Market pdf June 10, 2015

released a consultative white paper describing the growth of automated trading in the secondary market for Treasury securities, and some of the benefits and risks associated with this evolution. The paper also incorporates proposed updates to TMPG best practice guidance for the Treasury, agency debt and agency mortgage-backed securities (MBS) markets related to automated trading.

TMPG Releases Consultative White Paper on Automated Trading in Treasury Market and Proposes Best Practice pdf April 9, 2015
White Paper on Automated Trading in Treasury Market pdf April 9, 2015

TMPG Releases Consultative White Paper on e Guidance

The TMPG has released a consultative white paper describing the growth of automated trading in the secondary market for Treasury securities, and some of the benefits and risks associated with this evolution. The paper also incorporates proposed updates to TMPG best practice guidance for the Treasury, agency debt and agency mortgage-backed securities (MBS) markets related to automated trading.

TMPG Releases Consultative White Paper on Automated Trading in Treasury Market and Proposes Best Practice pdf April 9, 2015
White Paper on Automated Trading in Treasury Market pdf April 9, 2015

QUICK LINKS
  Best Practices
  Treasury Securities Fails Charge Trading Practice
  Agency Debt and Agency MBS Fails Charge Trading Practice
  FAQ: TMPG Fails Charges
  Operational Plans for Various Contingencies for Treasury Debt Payments
  Synopsis of Recommendations
  Liberty Street Economics Blog Post, TMPG: A Consequential First Decade
  FRBNY Staff Report, TMPG: Creation and Early Initiatives

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

E-Mail Alerts | Terms of Use | Contact