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Foreign Exchange (Trade (Instruction (Create (e.g. BOA (Originator) want…

- - - - Short PositionLimit
        
        Negative Balance limit,
        Specific to currency
      - Aggregate SPL
        
        Adjusted by Haircuts; limit for short position
  - - - e.g.
        BOA (Originator) want to buy 1M [Buy Volume] Euro [Buy Currency] from JPM [Counter Party]
        at cost 2M [Sell Volume] AUD [Sell Currency] on date 15th Dec 2015
- - - - Settlement is done