I.O.3·Inflows: Other
TBA Sales
Definition
Refers to all sales of TBA contracts for market making or liquidity providing.
Refers to all sales of TBA contracts for market making or liquidity providing. Do not include TBA sales which are part of a Dollar Roll, as defined under products I.S.3 or O.S.3.
Applicable fields: product, sub_product, counterparty, maturity_bucket, currency, market_value, reporting_entity.
Cross-References
Reporting Notes
Do not include TBA sales which are part of a Dollar Roll, as defined under products I.S.3 or O.S.
Version History
2025-02-26
Current version