PRR identical product netting rules

43the following:

1. (a) BIPRU 7.2.37 R (Deriving the net position in each debt security: Netting positions in the same debt security);
1. (b) BIPRU 7.2.40 R (Deriving the net position in each debt security: Netting zero-specific-risk securities with different maturities);
1. (c) BIPRU 7.3.23 R (Deriving the net position in each equity);
1. (d) BIPRU 7.4.20 R and BIPRU 7.4.22 R (Calculating the PRR for each commodity: General);
1. (e) BIPRU 7.5.19 R (1) (Open currency position); and
1. (f) the obligation under BIPRU 7.5.20 R (Net gold position) to calculate a separate foreign exchange PRR charge for gold).