Ved anvendelsen af artikel 42, litra a), artikel 45, litra a), artikel 57, litra a), artikel 59, litra a), artikel 67, litra a), og artikel 69, litra a), kan institutterne reducere værdien af en lang position i et kapitalinstrument med den del af indekset, der består af samme underliggende eksponering, som afdækkes, hvis følgende betingelser er opfyldt:
For the purposes of point (a) of Article 42, point (a) of Article 45, point (a) of Article 57, point (a) of Article 59, point (a) of Article 67 and point (a) of Article 69, institutions may reduce the amount of a long position in a capital instrument by the portion of an index that is made up of the same underlying exposure that is being hedged, provided the following conditions are met: