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TMPG Releases Best Practice Recommendations to Improve Reporting in the Tri-Party Repo Market
The Treasury Market Practices Group (TMPG) today updated the existing Best Practices for Treasury, Agency Debt, and Agency Mortgage-Backed Securities Markets by incorporating practices to improve reporting of tri-party repo transactions. The TMPG has developed this recommendation to improve the quality of tri-party repo transaction data reported to clearing banks to facilitate a more comprehensive and accurate view into the tri-party repo market and aid in the development of more robust benchmark rates, including overnight Treasury GC repo rates.

Key Documents
TMPG Releases Best Practice Recommendations to Improve Reporting in the Tri-Party Repo Marketpdf
January 24, 2017
Best Practices for Treasury, Agency Debt and Agency MBS Marketspdf
January 24, 2017
 

TMPG Recommends Market Practices to Support More Timely Trade Confirmation in the Tri-Party Repo Market
The Treasury Market Practices Group (TMPG) broadened the Best Practices for Treasury, Agency Debt, and Agency Mortgage-Backed Securities Markets by incorporating recommendations to support more timely trade confirmation in the tri-party repo market in order to promote the integrity and efficiency of tri-party repo settlement.


Key Documents
TMPG Announces Market Practice Recommendations to Support More Timely Trade Confirmation in the Tri-Party Repo Marketpdf
May 23, 2013
Best Practices for Treasury, Agency Debt and Agency MBS Marketspdf
May 23, 2013
 
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

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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