Related provisions for BIPRU 7.8.6

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BIPRU 7.8.35RRP

Table: Calculation of net underwriting exposure

This table belongs to BIPRU 7.8.34R

Time

Reduction factor to be applied to net underwriting position

Initial commitment to working day 0

100%

Working day 0

100%

Working day 1

90%

Working day 2

75%

Working day 3

75%

Working day 4

50%

Working day 5

25%

Working day 6 onwards

0%