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TBA futures contracts and central counterparty clearing of TBA
TBA futures contracts and central counterparty clearing of TBA
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机译:TBA期货合约和TBA中央对手方清算
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摘要
Networks, systems and methods that match orders for TBA futures and settle and clear open positions for TBA futures are disclosed. The TBA futures may include MBS TBA future contracts. A central counterparty clearing firm may net long and short positions and generate delivery instructions to parties having open positions.
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