Annex IV Standardised Method for the calculation of initial margin for the purposes of Articles 9 and 11
United Kingdom
Original text. Later amendments are not shown.
- 1The notional amounts or underlying values, as applicable, of the |OTC derivative contracts in a netting set shall be multiplied by the percentages in the following Table 1:
- 2Division 2
- 3The following treatment shall be applied to contracts which fall within more than one category: