EBU Single Rulebook Q&A 18 February 2016 2016_2634 Mark-to-Market Method: Residual Maturity for Physically Settled Contracts
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European Union · · · 18-02-2016
Which maturity should be used to determine the percentage as per Table 1 in Article 274(2) of Regulation (EU) No 575/2013 for derivative instruments that are settled with cash instruments for which a maturity can be determined, e.g. a cash debt security?
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