Can anyone tell the difference? My guess is “net” notional is after “netting” out both sides of counterparty trade
Bump
Net is when you take the difference between long and short positions. Gross is when you add the long and short positions.
Can anyone tell the difference? My guess is “net” notional is after “netting” out both sides of counterparty trade
Bump
Net is when you take the difference between long and short positions. Gross is when you add the long and short positions.