Column 3. Positions attracting 2% specifColumn 3. Positions attracting 2% specific risk charge

Column 3. Positions attracting 2% specific risk charge

Positions eligible for a 2 per cent specific risk capital charge are set out in paragraphs 43 and 45 to 48 of Attachment B to APS 116. The gross value of all positions subject to a 2 per cent specific risk charge is to be reported in column 3 Positions attracting 2% specific risk charge.

Column 4. Total specific risk charge

Derived field that calculates the total specific risk charge for each market as the sum of 8 per cent of column 1, 4 per cent of column 2, and 2 per cent of column 3.

Column 5. Net positions for general market risk

Report the net position in each market in column 5. The net position in each equity market is calculated as the difference between the sum of the long positions and the sum of the short positions. An overall net short position in a market should be indicated by a negative sign.

Column 6. General market risk charge

Derived field that calculates the general market risk charge for each market as 8 per cent of the absolute value of the net position reported in column 5.