1. TRs should calculate position data and make it available in four separate datasets - Position Set, Collateral Position Set, Currency Position Set and Currency Collateral Position Set. These datasets should be uniquely identifiable and labelled with the relevant reference date.

2. Unless otherwise specified, all the Guidelines apply to each calculation. This excludes the following Guidelines which should be applied only to the following calculations:

a) Guideline 19, Guideline 24, Guideline 25, Guideline 26, Guideline 31, and Guideline 32 are applicable to Positions Sets;

b) Guideline 20, Guideline 24, Guideline 25, Guideline 26, Guideline 31, and Guideline 32 are applicable to Currency Position Sets;