+Article 357 4.

Article 357 4.

For the purposes of calculating a position in a commodity, the following positions shall be treated as positions in the same commodity:

(a) 

positions in different sub-categories of commodities in cases where the sub-categories are deliverable against each other;

(b) 

positions in similar commodities if they are close substitutes and where a minimum correlation of 0,9 between price movements can be clearly established over a minimum period of one year.

1. Overview

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1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards