According to the TSP News & Announcements:

Government Shutdown — (October 1, 2013) The TSP will continue its normal daily operations during the Federal Government shutdown.

Read the TSP fact sheet Impact of a Government Shutdown on the Thrift Savings PlanPDF document to get answers to questions about the shutdown’s impact on TSP contributions, loans, and withdrawals.

The fact sheet also emphasizes that your agency should not send a Form TSP-41, Notification to TSP of Nonpay Status, to the TSP during a Federal Government shutdown. A shutdown is a rare occurrence and is typically of short duration. The Form TSP-41is intended for participants who are being placed on extended leave without pay, e.g., due to illness, military furlough, maternity leave, etc.

Also:

Some financial markets will be closed on Monday, October 14th in observance of the Columbus Day holiday.  The Thrift Savings Plan will also be closed.  Transactions that would have been processed Monday night (October 14th) will be processed Tuesday night (October 15th), at Tuesday’s closing share prices.