I.S.3·Inflows: Secured
Dollar Rolls
Definition
Refers to transactions using “To Be Announced” (TBA) contracts with the intent of providing financing for a specific security or pool of collateral.
Refers to transactions using “To Be Announced” (TBA) contracts with the intent of providing financing for a specific security or pool of collateral. Report transactions where the reporting entity has agreed to buy the TBA contract and sell it back at a later date.
Applicable fields: product, sub_product, counterparty, maturity_bucket, currency, market_value, reporting_entity.
Reporting Notes
Report transactions where the reporting entity has agreed to buy the TBA contract and sell it back at a later date.
Version History
2025-02-26
Current version