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2 posts on "DTCC"
September 19, 2014

What Explains the June Spike in Treasury Settlement Fails?

Michael J. Fleming, Frank M. Keane, Antoine Martin, and Michael McMorrow Disclaimer

In June of this year—as we noted in the preceding post—settlement fails in U.S. Treasury securities spiked to their highest level since the implementation of the fails charge in May 2009.

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Posted at 7:05 am in Financial Institutions, Financial Markets | Permalink | Comments (3)

Measuring Settlement Fails

Michael J. Fleming, Frank M. Keane, Antoine Martin, and Michael McMorrow

n June 2014, settlement fails of U.S. Treasury securities reached their highest level since the implementation of the Treasury fails charge in May 2009, attracting significant attention from market participants.

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Posted at 7:00 am in Financial Institutions, Financial Markets | Permalink | Comments (4)

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Liberty Street Economics features insight and analysis from New York Fed economists working at the intersection of research and policy. Launched in 2011, the blog takes its name from the Bank’s headquarters at 33 Liberty Street in Manhattan’s Financial District.

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