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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%