PRU 4.9.4

(1) For each off-balance sheet item other than a pre-settlement Counterparty Exposure arising from an OTC Derivative transaction, long settlement transaction or Securities Financing Transaction (referred to in these Rules as an "SFT") an Authorised Person must calculate E by:
(a) in the case of an Early Amortisation Exposure, multiplying the amount of investors' interest by the applicable CCF set out in Rules A4.2.1 and A4.2.2 in App4; and
(b) in all other cases, multiplying the notional amount of each item by:
(i) the applicable CCF set out in Rule A4.2.1 in App4 if that item is a CR Exposure; or
(ii) the applicable CCF set out in Rule A4.2.2 in App4 if that item is an SE Exposure.