Document ID: chunk:federal_register_of_legislation:F2024C01107:body:0:p86
Version: federal_register_of_legislation:F2024C01107
Segment Type: other
Provision Reference: 
Character Range: 233406–236358

Debt Net Positions are large relative to Liquid Capital and/or the issue

       * Counterparty large exposure – Select this option if aggregate exposures to a counterparty are greater than 10% of Liquid Capital
       * Issuer large exposure – Select this option if Equity Net Positions or Debt Net Positions are large relative to Liquid Capital and/or the issue
                + Equity method – Select this option if Equity Net Positions are greater than 25% of Liquid Capital and/or greater than 5% relative to the issue
                + Debt method – Select this option if Debt Net Positions are greater than 25% of Liquid Capital and/or greater than 10% relative to the issue
                + Equity and Debt method – Select this option if Equity Net Positions or Debt Net Positions are greater than 25% of Liquid Capital, and where the Equity method and Debt method do not apply

Position Risk Requirement – Select this option to enter a position risk requirement

       * Equity position risk – Select this option to enter a position risk amount for equity positions
                + Standard method – Select this option to enter an equity position risk amount for physical equity positions, non-option equity derivative positions, purchased equity options, and written equity options that meet the criteria set out in Rule A3.2.1(3)
                + Margin method – Select this option to enter an equity position risk amount for equity derivative positions and equity options positions
                + Basic method – Select this option to enter an equity position risk amount for equity options positions
       * Debt position risk – Select this option to enter a position risk amount for debt positions
                + Standard method – Select this option to enter a debt position risk amount for physical (not debt derivative) positions
                + Margin method – Select this option to enter a debt position risk amount for non-option debt derivative positions and debt options positions, if exchange traded and margined
                + Basic method – Select this option to enter a debt position risk amount for debt options positions
       * Foreign Exchange position risk – Select this option to enter a position risk amount for Foreign Exchange positions
                + Standard method – Select this option to enter a Foreign Exchange position risk amount for all Foreign Exchange positions
                + Basic method – Select this option to enter a Foreign Exchange position risk amount for Foreign Exchange options positions
       * Commodity position risk – Select this option to enter a position risk amount for Commodity positions
                + Standard method –  Select this option to enter a position risk amount for Commodity positions
                + Margin method – Select this option to enter a Commodity position risk amount for non-option Commodity derivative positions and Commodity options