Assertion: fund | /r/CapableOf | enter into swap
Facets:
value: on a custom basket
type: LOCATION
Source sentences:
text: A. Take, for example, a fund that has entered into a swap on a custom basket that provides: (i) long exposure to ABC group of equity securities, whose components’ aggregate notional value is $51; and (ii) short exposure to XYZ group of equity securities, whose components’ aggregate notional value is $50.