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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).