OT19100 - PRT: appendices - valuation exchange transitions dates
Convention | Treatment of NBDs | |
---|---|---|
1 | Delivery date + 30 days | Fri/Sat = B Sun/Mon = F |
2 | Delivery date + 30 days | BD after all NBDs |
3 | Delivery date + 30 days | BD before all NBDs |
4 | Delivery date + 30 days less 2BDs | Fri/Sat = B Sun/Mon = F |
5 | Delivery date + 30 days less 2BDs | BD after all NBDs |
6 | Delivery date + 30 days less 2BDs | BD before all NBDs |
7 | End of delivery month + 30 days | Fri/Sat = B Sun/Mon = F |
8 | End of delivery month + 30 days | BD after all NBDs |
9 | End of delivery month + 30 days | BD before all NBDs |
10 | Average daily rate of month after delivery month | - |
11 | 20th of month after delivery month | Fri/Sat = B Sun/Mon = F |
12 | 20th of month after delivery month | BD after all NBDs |
13 | 20th of month after delivery month | BD before all NBDs |
14 | Date of receipt of dollars | - |
15 | Last day of chargeable period | - |
16 | Average daily rate of last month in CP | - |
17 | Delivery date + 30 days 2BDs | - |
18 | Date of delivery | - |
19 | Last day of month of delivery | BD before if NBD |
20 | End of month after month after delivery | BD before if NBD |
21 | 15th of month after month of delivery | Fri/Sat = B Sun/Mon = F |
22 | Date of payment 1 BD | - |
23 | Middle of month after delivery month (15th/16th) | - |
24 | Date of receipt 2 BDs | - |
25 | Date of receipt 3 BDs | - |
26 | 15th of month after month of delivery | Fri/Sat = B Sun/Mon = F |
27 | 15th of month after month of delivery | BD after all NBDs |
28 | 15th of month after month of delivery | BD before all NBDs |
29 | Delivery date + 30 days: RATE+$0.0005 | Fri/Sat = B Sun/Mon = F |
30 | Last day of month of delivery | BD after if NBD |
31 | End of month after month after delivery | BD after if NBD |
32 | Delivery date | Fri/Sat = B Sun/Mon = F |
33 | Delivery date | BD after all NBDs |
34 | Delivery date | BD before all NBDs |
35 | Average daily rate of delivery month | - |
36 | Date of receipt of dollars: RATE + $0.0005 | - |
37 | 18th of month after month of delivery | Fri/Sat = B Sun/Mon = F |
38 | 18th of month after month of delivery | BD after all NBDs |
39 | 18th of month after month of delivery | BD before all NBDs |
40 | Last day of chargeable period IBD | - |
41 | Last day of CP + 30 days | Fri/Sat = B Sun/Mon = F |
42 | Last day of CP + 30 days | BD after all NBDs |
43 | Last day of CP + 30 days | BD before all NBDs |
44 | 15th of month after end of CP | Fri/Sat = B Sun/Mon = F |
45 | 15th of month after end of CP | BD after all NBDs |
46 | 15th of month after end of CP | BD before all NBDs * |
Where
NBD = non business day
BD = business day
B = back one day
D = forward one day*