O.O.3: TBA Purchases
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.
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.