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Standard market practice, as defined within the ISDA Master Agreement Template, means that any amounts due in the same currency and in respect of the same Transaction are ‘Netted’. We operate according to this agreement and net settle swap contracts. As such, our systems only capture the net amount physically settled relating to the periodic cash flow payments made during the period. We are proposing to populate cell A22 and A23 of D2O template based on this net settled amount. The proposed approach is explained with the following example.