Index
Constraints
DPM Mapeba_tC_22.00 - C 22.00 (MKR SA FX)
| C 22.00 | ||||||||||
| All positions | Net positions | POSITIONS SUBJECT TO CAPITAL CHARGE (Including redistribution of unmatched positions in non-reporting currencies subject to special treatment for matched positions) | Own funds requirements | Total risk exposure amount | ||||||
| Long | Short | Long | Short | Long | Short | Matched | ||||
| 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | ||
| TOTAL POSITIONS | 0010 | |||||||||
| Currencies closely correlated | 0020 | |||||||||
| Of which: reporting currency | 0025 | |||||||||
| All other currencies (including CIUs treated as different currencies) | 0030 | |||||||||
| Gold | 0040 | |||||||||
| Additional requirements for options (non-delta risks) | 0050 | |||||||||
| Simplified method | 0060 | |||||||||
| Delta plus approach - additional requirements for gamma risk | 0070 | |||||||||
| Delta plus approach - additional requirements for vega risk | 0080 | |||||||||
| Delta plus approach - non-continuous options and warrants | 0085 | |||||||||
| Scenario matrix approach | 0090 | |||||||||
| BREAKDOWN OF TOTAL POSITIONS (REPORTING CURRENCY INCLUDED) BY EXPOSURE TYPES | 0095 | |||||||||
| Other assets and liabilities other than off-balance sheet items and derivatives | 0100 | |||||||||
| Off-balance sheet items | 0110 | |||||||||
| Derivatives | 0120 | |||||||||
| Memorandum items: CURRENCY POSITIONS | 0125 | |||||||||
| Euro | 0130 | |||||||||
| Lek | 0140 | |||||||||
| Argentine Peso | 0150 | |||||||||
| Australian Dollar | 0160 | |||||||||
| Brazilian Real | 0170 | |||||||||
| Bulgarian Lev | 0180 | |||||||||
| Canadian Dollar | 0190 | |||||||||
| Czech Koruna | 0200 | |||||||||
| Danish Krone | 0210 | |||||||||
| Egyptian Pound | 0220 | |||||||||
| Pound Sterling | 0230 | |||||||||
| Forint | 0240 | |||||||||
| Yen | 0250 | |||||||||
| Lithuanian Litas | 0270 | |||||||||
| Denar | 0280 | |||||||||
| Mexican Peso | 0290 | |||||||||
| Zloty | 0300 | |||||||||
| Romanian Leu | 0310 | |||||||||
| Russian Ruble | 0320 | |||||||||
| Serbian Dinar | 0330 | |||||||||
| Swedish Krona | 0340 | |||||||||
| Swiss Franc | 0350 | |||||||||
| Turkish Lira | 0360 | |||||||||
| Hryvnia | 0370 | |||||||||
| US Dollar | 0380 | |||||||||
| Iceland Krona | 0390 | |||||||||
| Norwegian Krone | 0400 | |||||||||
| Hong Kong Dollar | 0410 | |||||||||
| New Taiwan Dollar | 0420 | |||||||||
| New Zealand Dollar | 0430 | |||||||||
| Singapore Dollar | 0440 | |||||||||
| Won | 0450 | |||||||||
| Yuan Renminbi | 0460 | |||||||||
| Other | 0470 | |||||||||
| Croatian Kuna | 0480 | |||||||||