+Article 359 1.

Article 359 1.

The institution shall use a separate maturity ladder in line with Table 1 for each commodity. All positions in that commodity shall be assigned to the appropriate maturity bands. Physical stocks shall be assigned to the first maturity band between 0 and up to and including 1 month.



Table 1

Maturity band

(1)

Spread rate (in %)

(2)

0 ≤ 1 month

1,50

> 1 ≤ 3 months

1,50

> 3 ≤ 6 months

1,50

> 6 ≤ 12 months

1,50

> 1 ≤ 2 years

1,50

> 2 ≤ 3 years

1,50

> 3 years

1,50

1. Übersicht

,

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards