Document ID: chunk:federal_register_of_legislation:F2024C01137:reg:91
Version: federal_register_of_legislation:F2024C01137
Segment Type: reg
Provision Reference: reg 91
Character Range: 236097–237356

91                                                                         Index factor                                     If applicable, the index version factor or percentage of the CDS index that is the underlier of the OTC Derivative the subject of the Reportable Transaction that:                                                                                                                                                                                                                                                                       A number of not more than 11 numerals, with no more than 10 numerals after the decimal point.                                                                             Any value between 0 and 1 (including 0 and 1).
                                                                                                                               1.      multiplied by the Notional amount—Leg 1 (item 26 above);
                                                                                                                               2.      equals the current notional amount covered by the seller of the OTC Derivative the subject of the Reportable Transaction.
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