O.O.3·Outflows: Other
TBA Purchases
Definition
Refers to all purchases of TBA contracts for market making or liquidity providing.
Refers to all purchases of TBA contracts for market making or liquidity providing. Do not include TBA purchases 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 purchases which are part of a Dollar Roll, as defined under products I.S.3 or O.S.
Version History
2025-02-26
Current version