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TMPG Statement on Fails Charge Recommendations
The Treasury Market Practices Group (TMPG) affirms its June 28, 2011, fails charge trading practice recommendations for the agency debt and agency mortgage-backed securities (MBS) markets. The TMPG believes that the trading practices will reduce fails and support liquidity in these markets.

The group reminds market participants of the February 1, 2012, effective date for both fails charges, and encourages market participants to complete necessary preparations in advance of that date, including distribution of fails charge trading practice notices to counterparties and relevant systems and operational preparations.

November 30, 2011

Agency Debt and Agency MBS Fails Charge Trading Practice pdf
September 23, 2011
Agency MBS Fails Charge Trading Practice Summary pdf
September 23, 2011
Frequently Asked Questions: TMPG Fails Charges pdf
September 23, 2011
Agency Debt and Agency MBS Fails Charge Trading Practice pdf
July 6, 2011
Frequently Asked Questions: TMPG Fails Charges pdf
July 6, 2011
TMPG Announces Agency Debt and Agency MBS Fails Charge Recommendations pdf
June 28, 2011
Agency Debt Fails Charge Trading Practice Summary pdf
June 28, 2011
Agency MBS Fails Charge Trading Practice Summary pdf
June 28, 2011
TMPG Proposes Agency Debt and Agency MBS Fails Charge Recommendations pdf
April 29, 2011
Recommended Agency Debt Fails Charge Trading Practice pdf
April 29, 2011
Recommended Agency MBS Fails Charge Trading Practice pdf
April 29, 2011
Understanding Settlement Fails in Agency MBS pdf
April 29, 2011
QUICK LINKS
  Best Practices
  Treasury Securities Fails Charge Trading Practice
  Agency Debt and Agency MBS Fails Charge Trading Practice
  FAQ: TMPG Fails Charges

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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