Related provisions for BIPRU 7.3.15

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BIPRU 7.3.14RRP
A future (including a synthetic future), forward or CFD on a single equity must be treated as a notional position in that equity.
BIPRU 7.3.16RRP
Table: Instruments which result in notional positionsThis table belongs to BIPRU 7.3.15R(2)Under the simplified equity method (BIPRU 7.3.29R)Under the standard equity method (BIPRU 7.3.32R)Only one country in the index or basket (see BIPRU 7.3.32R)One position in the index or basketOne position in the index or basketMore than one country in the index or basketOne position in the index or basketSeveral notional basket positions, one for each countryorOne notional basket position
BIPRU 7.3.48RRP
If a firm nets off positions in one or more of the equities constituting an equity index future, forward or CFD against one or more positions in the equity index future, forward or CFD itself, the firm must apply an additional equity PRR to the netted position to cover the risk of loss caused by the value of the future, forward or CFD not moving fully in line with that of its constituent equities. The same applies if a firm holds opposite positions in a future, forward or CFD