5464. Term risk margin requirement

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    1. The term risk margin requirement applies to all monetary assets or liabilities with a term to maturity of over two business days and must be calculated for each individual asset and liability as:

    2. foreign exchange position 

         x

      term risk margin rate for the position

    3. The term risk margin requirement must be converted to Canadian dollars at the current spot exchange rate.

    There is no history log for this rule.

    There is no history log for this rule.