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Textual Amendments
[F1UNSETTLED TRANSACTIONS AT SETTLEMENT PRICE | PRICE DIFFERENCE EXPOSURE DUE TO UNSETTLED TRANSACTIONS | OWN FUNDS REQUIREMENTS | TOTAL SETTLEMENT RISK EXPOSURE AMOUNT | ||
---|---|---|---|---|---|
010 | 020 | 030 | 040 | ||
010 | Total unsettled transactions in the Non-trading Book | Cell linked to CA | |||
020 | Transactions unsettled up to 4 days (Factor 0%) | ||||
030 | Transactions unsettled between 5 and 15 days (Factor 8%) | ||||
040 | Transactions unsettled between 16 and 30 days (Factor 50%) | ||||
050 | Transactions unsettled between 31 and 45 days (Factor 75%) | ||||
060 | Transactions unsettled for 46 days or more (Factor 100%) | ||||
070 | Total unsettled transactions in the Trading Book | Cell linked to CA | |||
080 | Transactions unsettled up to 4 days (Factor 0%) | ||||
090 | Transactions unsettled between 5 and 15 days (Factor 8%) | ||||
100 | Transactions unsettled between 16 and 30 days (Factor 50%) | ||||
110 | Transactions unsettled between 31 and 45 days (Factor 75%) | ||||
120 | Transactions unsettled for 46 days or more (Factor 100%) | ] |