notional principal

      1. (a) (in relation to a contract for differences which is an index derivative):
        1. (i) the current mark to market valuation of a contract for differences which resembles a futures contract; or
        1. (ii) the exercise value of a contract for differences which resembles an option contract;
      1. (b) (in relation to any other contract for differences) the notional lot size of the contract.
Glossary Legal Instruments