I am currently reading through the Reporting Instructions for securitisations which states for non-ABCP securitisations on page 7:

Information on the underlying exposures for non-ABCP securitisation must be reported on a quarterly basis at the latest one month after the due date for the payment of interest.

Which is, so far, understandable.

However, there is also a Question and Answers On the Securitisaion Regulation document which shows the following table on page 8:

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To me it's not clea how to understand this. In particular, I cannot quite understand what the cut-off date is.

I understand that, e.g. having a interest payment date (IPD) of 5th of January, a report has to be submitted until the 5th of February. However, the table states that the "data cut-off date" is "no more than two-months before the actual submission date".

So which timeframe does the report have to contain then?

Is there a more concrete example for this?

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