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  • Gold contracts

    • CA-3.4.8

      Gold contracts are treated the same as foreign exchange contracts for the purpose of calculating credit risk except that contracts with original maturity of 14 calendar days or less are included.

      October 07

    • CA-3.4.9

      Precious metals other than gold receive a separate treatment (see Section BR-4.1) and include forwards, swaps, purchased options and similar derivative contracts that are based on precious metals (e.g. silver, platinum, and palladium).

      October 07