Compute: the total NAV, individual exposures of each position, - and the leverage under the gross and commitment approaches for the following open-ended AIF portfolio (base currency: EUR): Portfolio invested in European equity shares (EUR 150 Mn) and in EUR Corporate bonds (MtM value EUR 300 Mn, cost=EUR 250 Mn). Cash: EUR 20 Mn (EUR cash). Long position on put options on an index representative for the AIF's European equity shares portfolio: Number of contracts=1, notional contract size=10, Index level=350, Delta=0.5. Total MtM value of put options=EUR 0.1 Mn. FX Forwards contracts: one for selling EUR 25 Mn notional (EUR/USD) at a strike of 1.17 USD/EUR, the other for purchasing EUR 30 notional (EUR/USD) at a strike of 1.19 USD/EUR. At leverage calculation date, FX spot rate is 1.19 USD/EUR. The sum of MTM values of FX forwards is EUR 0.1 Mn Leveraged exposure on EUR corporate bonds has been obtained through a fix rate long term bank loan of EUR 250 Mn. Compute: the total NAV, individual exposures of each position, - and the leverage under the gross and commitment approaches for the following open-ended AIF portfolio (base currency: EUR): Portfolio invested in European equity shares (EUR 150 Mn) and in EUR Corporate bonds (MtM value EUR 300 Mn, cost=EUR 250 Mn). Cash: EUR 20 Mn (EUR cash). Long position on put options on an index representative for the AIF's European equity shares portfolio: Number of contracts=1, notional contract size=10, Index level=350, Delta=0.5. Total MtM value of put options=EUR 0.1 Mn. FX Forwards contracts: one for selling EUR 25 Mn notional (EUR/USD) at a strike of 1.17 USD/EUR, the other for purchasing EUR 30 notional (EUR/USD) at a strike of 1.19 USD/EUR. At leverage calculation date, FX spot rate is 1.19 USD/EUR. The sum of MTM values of FX forwards is EUR 0.1 Mn Leveraged exposure on EUR corporate bonds has been obtained through a fix rate long term bank loan of EUR 250 Mn