Operations performance indexes
The US Government Securities Operations Performance Index (USGOP) deteriorated further in October to average 874 basis points, the worst performance in the 12 years of Basis Point Group's available data for this index. The continuing rise in the USGOP demonstrates a clear shift of risk to the US government bond markets by firms outside the Federal Reserve's primary dealer network. The Mortgage Backed Securities Operations Performance Index increased slightly to 23bp - five basis points worse
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