yes, but limit amounts are depending on remaining maturity gaps < 7d < 1y < 5y < 10y
Somehow, we have to calculate these gaps every day based on end of term in MM and bond maturity date.
Is anyone aware of this specific rule ?
rgds.
Philippe.
yes, but limit amounts are depending on remaining maturity gaps < 7d < 1y < 5y < 10y
Somehow, we have to calculate these gaps every day based on end of term in MM and bond maturity date.
Is anyone aware of this specific rule ?
rgds.
Philippe.