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Part I EXCESS EXPOSURE: METHOD OF CALCULATION

Original text. Later amendments are not shown.

  1. 1Paragraph 1
  2. 2Paragraph 2
  3. 3Paragraph 3
  4. 4Paragraph 4
  5. 5Calculation of exposure to assets
  6. 6Adjustments in respect of futures contracts
  7. 7Adjustments in respect of futures contracts
  8. 8Adjustments in respect of options
  9. 9Adjustments in respect of options
  10. 10Adjustments in respect of initial margins
  11. 11Adjustments in respect of an undiversified contract for differences or a contract or asset having the effect of a derivative contract
  12. 12Adjustments in respect of an undiversified contract for differences or a contract or asset having the effect of a derivative contract
  13. 13Excess asset exposure
  14. 14Calculation of exposure to a counterparty
  15. 15Calculation of exposure to a counterparty
  16. 16Calculation of exposure to a counterparty
  17. 17Excess counterparty exposure
  18. 18Excess concentration with a number of counterparties