EBU Single Rulebook Q&A 31 January 2018 2018_3688 ALMM - C 69.00 : applicable spread for roll-overs in 'Prices for Various Lengths of Funding' template

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European Union · · · 13-12-2019

What spread must be used for a ‘roll-over’ in ALMM table C 69.00? Referring to Annex XIX -INSTRUCTIONS FOR COMPLETING THE ADDITIONAL MONITORING TOOLS TEMPLATE OF ANNEX XVIII, it is stated in part 1.4 in paragraph 10 that “For funding that has rolled-over during the reporting period that is still outstanding at the end of the reporting period the average of spreads applying at that time (i.e.

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