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TMPG Releases White Paper on Data Availability and Transparency in the U.S. Treasury Securities Mark

The Treasury Market Practices Group (TMPG) today released a White Paper on Data Availability and Transparency in the U.S. Treasury Securities Market. The white paper considers principles for data availability and transparency, assesses data gaps in light of these principles, and recognizes ongoing efforts to close the gaps. In addition, the TMPG finalized its Catalog of Data Available in the Treasury Cash, Futures and Financing Markets, originally issued in November 2021.

TMPG Releases White Paper on Data Availability and Transparency in the U.S. Treasury Securities Market pdf March 2, 2023

White Paper on Data Availability and Transparency in the U.S. Treasury Securities Market pdf March 2, 2023

Catalog of Data Available in the Treasury Cash, Futures and Financing Markets pdf March 2, 2023

TMPG Releases Updates for Working Groups on Clearing and Settlement Practices for Treasury SFTs, Treasury Market Data and Transparency

The Treasury Market Practices Group (TMPG) today released updates for two of its ongoing working groups: Clearing and Settlement Practices for Treasury SFTs, and Treasury Market Data and Transparency. First, the TMPG released a draft set of maps and summary note that illustrate current clearing and settlement processes for common securities financing transaction types for Treasuries —repurchase and securities lending agreements (collectively referred to as Secured Financing Transactions or SFTs). Second, the TMPG released a draft catalogue and summary note of data currently available in the Treasury cash, futures and financing markets.

TMPG Releases Updates for Working Groups on Clearing and Settlement Practices for U.S. Treasury SFTs, Data and Transparency pdf November 5, 2021

Clearing and Settlement Practices for Treasury SFTs Note pdf November 5, 2021

Clearing and Settlement Practices for Treasury SFTs Draft Maps pdf November 5, 2021

Treasury Market Data and Transparency Note pdf November 5, 2021

Treasury Market Data and Transparency Draft Catalogues pdf November 5, 2021


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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