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Key Documents Frequently Asked Questions: TMPG Fails Charges October 19, 2020 U.S. Treasury Securities Fails Charge Trading Practice July 27, 2018 Agency Debt and Agency MBS Fails Charge Trading Practice July 27, 2018 Treasury Market Practices Group Amends Date for Implementing Updated Fails Charge Practice Recommendation April 23, 2018 Treasury Market Practices Group Updates its Fails Charge Practice Recommendation April 12, 2018   General Frequently Asked Questions: TMPG Fails Charges October 19, 2020 The Introduction of the TMPG Fails Charge For U.S. Securities October 2010 U.S. Treasury Securities Fails Charge Trading Practice April 23, 2018 Agency Debt and Agency MBS Fails Charge Trading Practice April 23, 2018 U.S. Treasury Securities Fails Charge Trading Practice April 12, 2018 Agency Debt and Agency MBS Fails Charge Trading Practice April 12, 2018 U.S. Treasury Securities Fails Charge Trading Practice July 13, 2016 Agency Debt and Agency MBS Fails Charge Trading Practice July 13, 2016 Frequently Asked Questions: TMPG Fails Charges July 13, 2016 U.S. Treasury Securities Fails Charge Trading Practice February 25, 2016 Agency Debt and Agency MBS Fails Charge Trading Practice February 25, 2016 Frequently Asked Questions: TMPG Fails Charges February 25, 2016 U.S. Treasury Securities Fails Charge Trading Practice March 31, 2009 Agency Debt and Agency MBS Fails Charge Trading Practice April 1, 2013 Agency Debt Fails Charge Trading Practice Summary June 28, 2011 Agency MBS Fails Charge Trading Practice Summary September 23, 2011 Frequently Asked Questions: TMPG Fails Charges June 13, 2014 Frequently Asked Questions: TMPG Fails Charges March 27, 2014 TMPG Revises Agency MBS Fails Charge Trading Practice March 1, 2013 Frequently Asked Questions: TMPG Fails Charges April 1, 2013 Frequently Asked Questions: TMPG Fails Charges April 16, 2012 Agency Debt and Agency MBS Fails Charge Trading Practice September 23, 2011 Agency Debt and Agency MBS Fails Charge Trading Practice July 6, 2011 Agency MBS Fails Charge Trading Practice Summary June 28, 2011 TMPG Announces Agency Debt and Agency MBS Fails Charge Recommendations June 28, 2011 Recommended Agency Debt Fails Charge Trading Practice April 29, 2011 Recommended Agency MBS Fails Charge Trading Practice April 29, 2011 TMPG Proposes Agency Debt and Agency MBS Fails Charge Recommendations April 29, 2011 Understanding Settlement Fails in Agency MBS April 29, 2011 TMPG Welcomes Increased Transparency for U.S. Treasury Settlement Fails March 17, 2010 Frequently Asked Questions: Claiming a Fails Charge for a Settlement Fail November 24, 2009 TMPG to Monitor Impact of Recent Practice Guidance Before Further Evaluating Fails Margining Practices July 15, 2009 Treasury Market Practices Group Announces Updates to Fails Charge Recommendation March 30, 2009 Timeline for New Market Practices to Address Widespread Settlement Fails in U.S. Treasury Securities January 5, 2009 Frequently Asked Questions: TMPG Fails Charges June 13, 2014 Claiming a Fails Charge for a Settlement Fail in U.S. Treasury Securities January 5, 2009 Treasury Market Practices Group Clarifies Implementation Schedule of November 12 Best Practices Recommendations December 15, 2008 Treasury Market Practices Group Endorses Several Measures to Address Widespread Settlement Fails November 12, 2008

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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