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(NotionalPrincipalAmount) |
This dimension identifies the measurement approach used to calculate this amount.
The value reported is the notional principal amount. The notional principal amount represents the face value, or gross amount, of an off-balance sheet transaction.This does not represent the fair value.
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(EquityContracts) |
This dimension categorises the reported data according to the underlying contract associated with a type of financial risk.
The information reported is in relation to any contract that at least partly transfers the equity risk of an underlying equity security or securities from one party to another.
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(MultipleExchangesOfPrincipal) |
This dimension categorises reported information in relation to the requirement for principal payments (exchanges of principal) to be made under contract.
The reported information relates to contracts which require multiple exchanges of principal payments to be made.
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(Unmargined) |
The information classifies contracts according to whether they are margined.
The information reported is for contracts that are unmargined transactions for the purpose of calculating the adjusted Current Exposure Method as specified in the Prudential Standard.
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(DerivativeExposureAndLongSettlementTransactions) |
The information classifies each transaction type outstanding.
The information reported is for each outstanding derivative exposure and long settlement transactions.
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