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TMPG Releases Updates to Fails Charge and Margining FAQs

The TMPG has published updated FAQs related to its fails charge and agency MBS margining recommendations. These updates provide further guidance regarding the applicability of these two best practice recommendations to agency multifamily and project loan securities.

Frequently Asked Questions: TMPG Fails Charges pdf
June 13, 2014

Frequently Asked Questions: Margining Agency MBS Transactions pdf
June 13, 2014

TMPG Releases Updates to Best Practices Document

Following a routine review of its Best Practices for Treasury, Agency Debt, and Agency Mortgage-Backed Securities Markets, the Treasury Market Practices Group (TMPG) has published an updated best practices document. This living document now more clearly incorporates the Group's subject-matter specific recommendations within its broader principles-based document, as appendices, and includes several other minor changes. Market participants choosing to adhere to TMPG best practices should continue to practice both the general principles and the more specific practice recommendations that are included as appendices.

Best Practices for Treasury, Agency Debt and Agency MBS Markets pdf April 4, 2014

TMPG Releases Updates to Fails Charge FAQs

The TMPG has published updated FAQs related to its fails charge practice recommendation. As part of this update, the TMPG has provided further guidance regarding the applicability of fails charges for free-deliveries, pair-offs and round robins.

Frequently Asked Questions: TMPG Fails Charges pdf March 27, 2014

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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