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*