Enumeration | Definition |
---|---|
<1W excluding overnight | Include all instruments which mature in less than one week from the reporting date excluding those which mature overnight. |
1M to less than 3M | Include all instruments which mature in exactly one month but less than three months from the reporting date. |
1W to less than 1M | Include all instruments which mature in exactly one week but less than one month from the reporting date. |
3M to less than 6M | Include all instruments which mature in exactly three months but less than six months from the reporting date. |
6M to less than 1Y | Include all instruments which mature in exactly six months but less than one year from the reporting date. |
Non-maturity instruments | Includes all instruments without a maturity. |
Overnight | Include all instruments which mature overnight. |