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TMPG Releases White Paper on Automated Trading in Treasury Market
The TMPG has 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. The paper incorporates updates to TMPG best practice guidance for Treasury, agency debt and agency mortgage-backed securities (MBS) markets related to automated trading. A consultative draft of the paper was published in April.

Key Documents
TMPG Releases Updated Best Practice Guidance to Address Automated Trading pdf
June 10, 2015
White Paper on Automated Trading in Treasury Market pdf
June 10, 2015

General
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

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