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CA-3.4.4

An investment firm licensee's foreign exchange risk calculation must include the following items regardless of whether they are trading or non-trading positions

(a) All spot positions in foreign currency (that is, all asset items less all liability items, including accrued interest, in the foreign currency in question); and
(b) All forwards positions in foreign currency (net present value in respect of notional position).
Amended: October 2009