Netting of positions

Netting is the process of consolidation of positions that occurs when two positions in the same instrument and on same account are in opposite direction and thus fully or partially reduces the total market exposure in the instrument. It is the process in which a buy position and sell position are matched to remove both or yield a remainder, if one is bigger than the other.

Since an account may have many positions in the same instrument opened at various times, the client may choose to close them explicitly or implicitly.

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