Strategy Exposure definition
Strategy Exposure means, in each case, a notional market exposure generated algorithmically by the sequence of comparisons, rankings, calculations or determinations set out in each Strategy Methodology. Each Strategy Exposure is expressed as a currency amount which represents the notional exposure to be obtained in relation to a specified Currency Pair. Such notional exposure shall be achieved by way of establishing notional positions in Forward Contracts referencing that Currency Pair, using the Strategy Exposure to determine the notional amount and Direction of such notional position.