Columns 1, 2, 3 & 4Columns 1, 2, 3 & 4

Columns 1, 2, 3 & 4

In the relevant column for each asset class (column 1 Interest rates, column 2 Equities, column 3 Foreign exchange, and column 4 Commodities), report the capital charge (refer to paragraph 79 of Attachment B to APS 116) for the following positions separately:

(a) covered positions:

(i) purchased put and long underlying (item 1.1); and

(ii) purchased call and short underlying (item 1.2).

(b) naked positions:

(i) purchased put (item 1.3); and

(ii) purchased call (item 1.4).