OFFSETS INVOLVING GOVERNMENT AND COMMERCIAL AND CORPORATE DEBT SECURITIES AND RELATED INSTRUMENTS

5630. Summary reference table

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    1. The following reference table summarizes the reduced margin offset strategies available between government debt securities and commercial and corporate debt securities:

       

      Short Canada debt securities

      Short United States treasury debt securities

      Short Canada Provincial debt securities

      Short commercial and corporate debt securities

      Long Canada debt securities

      Refer to table in subsection 5610(1)

      same maturity band 

      - 5631(1)(i)

      different maturity bands 

      • no offset available

      Long United States treasury debt securities

      same maturity band 

      - 5631(1)(ii)

      different maturity bands 

      • no offset available

      Long Canada Provincial debt securities

      same maturity band 

      - 5631(1)(iii)

      different maturity bands 

      • no offset available

      Long commercial and corporate debt securities

      same maturity band 

      - 5631(1)(i)

      same maturity band 

      - 5631(1)(ii)

      same maturity band 

      - 5631(1)(iii)

      Refer to table in subsection 5620(1)

      different maturity bands 

      • no offset available

      different maturity bands 

      • no offset available

      different maturity bands 

      • no offset available

    There is no history log for this rule.

    There is no history log for this rule.