LM-1.3.3 [Version up to 30 September 2007]
The Agency has established the following limits for negative maturity mismatch positions. Positions within such periods should be reported on a monthly basis (see section BR-4):
(i)
| Self Financed and Current Accounts Only | |
| Period | Limit |
| 0-8 days | 10% |
| 8 days —1 month | 20% |
(ii)
| Unrestricted Investment | |
| Period | Limit |
| 0-8 days | 10% |
| 8 days — 1 month | 20% |
(iii)
| Restricted Investment Accounts Only | |
| Period | Limit |
| 0-8 days | 10% |
| 8 days — 1 month | 20% |
(iv)
| Self Financed, Restricted/ Unrestricted Investment Accounts & Current Accounts | |
| Period | Limit |
| 0-8 days | 15% |
| 8 days — 1 month | 25% |