O.S.3: Dollar Rolls
Refers to transactions using TBA contracts with the intent of financing a security or pool of collateral. Report transactions where the reporting entity has agreed to sell the TBA contract and buy it back at a later date.
Refers to transactions using TBA contracts with the intent of financing a security or pool of collateral. Report transactions where the reporting entity has agreed to sell the TBA contract and buy it back at a later date.