CA-11.5.3
| GBP | EURO | CA$ | US$ | JPY | Gold |
| +100 | +150 | +50 | -180 | -20 | -20 |
| +300 | -200 | 20 | |||
| The capital charge is 8% of the higher of either the sum of the net long currency positions or the sum of the net short positions (i.e. 300) and of the net position in gold (i.e. 20) = 320 x 8% = 25.6 | |||||
January 2015