Document ID: chunk:federal_register_of_legislation:F2022C00868:reg:2
Version: federal_register_of_legislation:F2022C00868
Segment Type: reg
Provision Reference: reg 2
Character Range: 83009–83820

2     money market instrument (including those transferred or received as collaterals under a securities lending arrangement)                       it is issued or guaranteed by an entity that is in the group of entities
3a    derivative the price or value of which depends on the price of a transferable security or money market instrument as the reference asset; or  the reference asset is issued or guaranteed by an entity that is in the group of entities

      asset that embeds such a derivative

3b
4a    derivative whose counterparty is not an assessed central clearing counterparty; or                                                            the counterparty is in the group of entities

      asset that embeds such a derivative, if the counterparty risk is, or may be, transferred to the fund
4b