Related provisions for BIPRU 7.2.14

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To access the FCA Handbook Archive choose a date between 1 January 2001 and 31 December 2004 (From field only).

Futures, forwards or synthetic futures on a single debt security must be treated as follows:(1) a purchased future, synthetic future or forward is treated as:(a) a notional long position in the underlying debt security (or the cheapest to deliver (taking into account the conversion factor) where the contract can be satisfied by delivery of one from a range of securities); and(b) a notional short position in a zero coupon zero-specific-risk security with a maturity equal to the
A future (including a synthetic future), forward or CFD on a single equity must be treated as a notional position in that equity.