EBU Single Rulebook Q&A 18 December 2015 2015_2533 Market Risk Netting Under Article 331 (2)
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European Union · · · 28-10-2016
Does Article 331(2) apply to both notional positions produced from a futures contract as per Articles 328 or just to the positions created in the underlying instrument, or just to the position created in a notional instrument that matures on the delivery date of the futures contract?
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