Additional TAP types have been added to Cash Settlements.

Please scroll down to see the full table.

 

COI Type Name Description
TEM Full-month interest for TBA fail Cash obligation that is associated with
interest exposure on Failed TBA trades for
participant/aggregate
ATM Fail TBA interest adjust for CSD month Cash obligation that is associated with adjustment
to interest exposure on Failed TBA trades
for participant/aggregate
PEM I in P&I Cash obligation that is associated with
interest exposure on Failed Pool Obligations
for participant/aggregate
ALM Fail pool interest adjust for CSD month Cash obligation that is associated with
adjustment to interest exposure on
Failed Pool Obligations for participant/aggregate
APM Adjust to par for principal paid Cash obligation that is associated with adjustment to
par on principal paid for participant/aggregate
TIM TBA fail interest for current month Cash obligation that is associated with
accrued interest for current month on
failed TBA trades for participant/aggregate
PIM Pool fail interest for current month Cash obligation that is associated with
accrued interest for current month on
failed pool obligations for
participant/aggregate
PFM Pool fail mark excluding interest Cash obligation that is associated with failing
pool obligations mark-to-market payment
for participant/aggregate
MFM TBA fail mark excluding interest Cash obligation that is associated with failing
TBA trades mark-to-market payment
for participant/aggregate
MTM Forward mark for TBA Cash obligation that is associated with forward
TBA trades mark-to-market payment
for participant/aggregate
PTM Pool TAP mark Cash obligation that is associated with Pool TAP
mark-to-market payment for participant/aggregate
MGN TBA (or any TAP with a future due date) Cash obligation that is associated with margin on
future TAP payment for participant/aggregate
MGR Margin Tap Return Cash obligation that is associated with margin
TAP return from prior payment
for participant/aggregate
MGI Margin Tap Return Interest Cash obligation that is associated with interest on
margin tap collected on prior payment
for participant/aggregate
MRR Mark Return Cash obligation that is associated with net value
of mark return from prior payment
for participant/aggregate
MRI Mark Return Interest Cash obligation that is associated with interest
on net value of mark collected on prior payment
for participant/aggregate

 

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