SLM indices list does not support date math format?

Hello. In my Elasticsearch setup (7.5.2) we have daily indices named myindex-2020.03.01, myindex-2020.03.02, .... I'm trying to setup a SLM policy that runs everyday and includes all indices for the past month.

For that I was trying to use the date math index name resolution in the indices config list when creating the policy.

curl -X PUT "localhost:9200/_slm/policy/nightly-snapshots?pretty" -H 'Content-Type:     application/json' -d'
{
  "schedule": "0 30 1 * * ?", 
  "name": "<nightly-month-snap-{now/d}>", 
  "repository": "myrepo-backup", 
  "config": { 
    "indices": ["%3Cmyindex-%7Bnow%2FM%7Byyyy.MM.*%7D%7D%3E"]
  }
}
'

Note: the indices key decoded is "<myindex-{now/M{yyyy.MM.*}}>"

The policy is created properly but when I run it the snapshot created contains 0 indices instead of the corresponding indices of the month.

When I run the query GET /%3Cmyindex-%7Bnow%2FM%7Byyyy.MM.*%7D%7D%3E in the Kibana dev tool console I get a proper output with the existing matching indices. Same proper behaviour when I run the query via curl:

curl -X GET http://localhost:9200/%3Cmyindex-%7Bnow%2FM%7Byyyy.MM.*%7D%7D%3E

Also, if I create a policy with a wildcard in the indices key and run that policy, the snapshot created contains the desired indices.

curl -X PUT "localhost:9200/_slm/policy/nightly-snapshots?pretty" -H 'Content-Type: application/json' -d'
{
  "schedule": "0 30 1 * * ?", 
  "name": "<nightly-month-snap-{now/d}>", 
  "repository": "myrepo-backup", 
  "config": { 
    "indices": ["myindex-2020.03.*"]
  }
}
'

Can someone advice if the date math support is not available for this use case or am I doing something wrong? Or maybe it is a bug...

Thank you very much for your help.

Regards,
/José Carlos

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