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Reports on Foreign Currency- Rupee Options

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Full Text of the Document

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.... Put Strike Maturity Premium Purpose* *Mention balance sheet, trading or client related. II. Option Positions Report Currency Pair Notional Outstanding Net Portfolio Delta Net Portfolio Gamma Net Portfolio Vega calls puts USD-INR USD USD USD EUR-INR EUR EUR EUR JPY-INR JPY JPY JPY (Similarly for other currency pairs) Total Net Open Options Position (INR): ....

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