Related provisions for BIPRU 7.4.6

1 - 1 of 1 items.
Results filter

Search Term(s)

Filter by Modules

Filter by Documents

Filter by Keywords

Effective Period

Similar To

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

Commodity index futures and commodity index options (unless the option is included in the firm'soption PRR calculation), must be treated as follows:(1) Step 1: the total quantity underlying the contract must be either:(a) treated as a single notional commodityposition (separate from all other commodities); or(b) divided into notional positions, one for each of the constituent commodities in the index, of an amount which is a proportionate part of the total underlying the contract