Net Options Position

21 January 2024, 19:09

1.8. The net option position is calculated as the difference between liabilities and obligations in the same foreign currency and precious metal arising from the purchase-sale of options by the credit institution. In calculating the net option position, the aforementioned liabilities and obligations are included at a value equal to the product of the current market value of the underlying (base) asset of the option expressed in foreign currency or precious metal and the delta coefficient. Options with a premium amounting to up to 0.001 percent of the underlying (base) asset's value of the option are not included in the calculation of the net option position

Source: Instruction of the Central Bank of the Russian Federation dated 15 July 2005 No. 124-И (as amended on 28 April 2012) "On Establishing the Size (Limits) of Open Foreign Exchange Positions, Methodology for Their Calculation, and Features of Supervision Over Their Compliance by Credit Organizations" (Registered by the Ministry of Justice of the Russian Federation on 5 August 2005 No. 6889)

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Морфология

Род

Понятие «чистая опционная позиция» женского рода.

Склонение и число

Падеж	Единственное число	Множественное число
Р	чистой опционной позиции	чистых опционных позиций
Д	чистой опционной позиции	чистым опционным позициям
В	чистую опционную позицию	чистые опционные позиции
Т	чистой опционной позицией	чистыми опционными позициями
П	чистой опционной позиции	чистых опционных позициях