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PRU A4.9.2

Past version: effective from 21/10/2015 - 20/10/2015
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An Authorised Person may attribute an Exposure value of zero, for purposes of calculating the CRCOM to Derivative contracts and deferred settlement transactions, or to other Exposures arising in respect of those contracts or transactions (excluding an Exposure arising from Collateral held with central counterparty's as part of its default fund) where such Exposures are outstanding with a central counterparty and have not been rejected by the central counterparty.