(2)For the purposes of calculating margin requirements necessary to cover a CCP's exposure to market risk, certain account structures based on a minimum of a one-day liquidation period calculated on a gross basis provide a sufficient level of coverage to the CCPs and better protect clients and mitigate systemic risks. That minimum liquidation period should therefore be permitted for the clearing of clients' positions on financial instruments other than over-the-counter (OTC) derivatives where certain conditions are met.