Document ID: chunk:federal_register_of_legislation:F2024C01137:reg:64
Version: federal_register_of_legislation:F2024C01137
Segment Type: reg
Provision Reference: reg 64
Character Range: 182249–183652

64                                                                         Exchange rate                                    For foreign exchange derivatives that are not options:                                                                                                                                                                                                                                                                                                                                                                                   A number of not more than 18 numerals, with no more than 13 numerals after the decimal point.                                                                             Any value greater than zero.
                                                                                                                               1.      the exchange rate between Notional currency—Leg 1 (item 34 above) and Notional currency—Leg 2 (item 35 above) taken from the trade confirmation of the Reportable Transaction; or
                                                                                                                               2.      if no such exchange rate is specified in the trade confirmation of the Reportable Transaction, the exchange rate calculated by dividing the amount reported as Notional amount—Leg 1 by Notional amount—Leg 2.