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PIB A5.5.6

An Authorised Firm using the Simplified Approach to calculate the Commodities Risk Capital Requirement must sum:

(a) 15% of the net position multiplied by the spot price for the commodity; and
(b) 3% of the gross position (long plus short, ignoring the sign) multiplied by the spot price of the commodity.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]