"Futures Style" reporting currency pair positions

With "Futures Style" Clearing and Reporting, each Currency Pair you trade is considered as a distinct Instrument. A trade on a Currency Pair can only be closed by an offsetting trade in the same Currency Pair.

Closing a Currency Pair Position will realise a P&L in the term currency (for the value date of the trade). We report the Currency Pair Positions by "Instrument" as e.g. Long 100k EUR/GBP @ 0.8942.

Currency Pair positions that are below the agreed threshold will be allowed to go to maturity and delivered to your cash accounts. An automatic conversion of these multi currency cash amounts to your CAC can be mutually agreed.