Assertion: fund's value | /r/HasProperty | treated in terms of their absolute values
Facets:
Source sentences:
text: For purposes of these calculations, the staff believes that the notional values of short positions should be treated in terms of their absolute values because Article 12 requires that the fund disclose the largest components of an index or basket and the staff believes that the magnitude of a component does not depend on whether the position is long or short.