Document ID: chunk:federal_register_of_legislation:F2024C01137:reg:31
Version: federal_register_of_legislation:F2024C01137
Segment Type: reg
Provision Reference: reg 31
Character Range: 118246–119716

31                                                                         Notional quantity—Leg 2                          If applicable:                                                                                                                                                                                                                                                                                                                                                                                                                           A number of not more than 25 numerals, with no more than 5 numerals after the decimal point.                                                                              Any numeric value greater than or equal to zero.
                                                                                                                               1.      the amount of the constant notional quantity of the underlier attributed by the Reporting Entity to Leg 2 for each period of the OTC Derivative the subject of the Reportable Transaction; or
                                                                                                                               2.      where the notional quantity of Leg 2 is not constant in each period of the OTC Derivative the subject of the Reportable Transaction, the notional quantity of the current period of the OTC Derivative the subject of the Reportable Transaction.