Position
Position means the gross and net notional amounts of open swap transactions aggregated by one or more attributes, including, but not limited to, the:
(1) Underlying instrument;
(2) Index, or reference entity;
(3) Counterparty;
(4) Asset class;
(5) Long risk of the underlying instrument, index, or reference entity; and
(6) Short risk of the underlying instrument, index, or reference entity.