Commission Implementing Regulation (EU) No 680/2014 of 16 April 2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (Text with EEA relevance) (c. 680)

ANNEX I U.K. REPORTING ON OWN FUNDS AND OWN FUNDS REQUIREMENTS

C 11.00 — SETTLEMENT/DELIVERY RISK (CR SETT)

ANNEX I Table 17: rows 1 - 14

		UNSETTLED TRANSACTIONS AT SETTLEMENT PRICE	PRICE DIFFERENCE EXPOSURE DUE TO UNSETTLED TRANSACTIONS	OWN FUNDS REQUIREMENTS	TOTAL SETTLEMENT RISK EXPOSURE AMOUNT
		010	020	030	040
010	Total unsettled transactions in the Non-trading Book				Cell linked to CA
020	Transactions unsettled up to 4 days (Factor 0 %)
030	Transactions unsettled between 5 and 15 days (Factor 8 %)
040	Transactions unsettled between 16 and 30 days (Factor 50 %)
050	Transactions unsettled between 31 and 45 days (Factor 75 %)
060	Transactions unsettled for 46 days or more (Factor 100 %)
070	Total unsettled transactions in the Trading Book				Cell linked to CA
080	Transactions unsettled up to 4 days (Factor 0 %)
090	Transactions unsettled between 5 and 15 days (Factor 8 %)
100	Transactions unsettled between 16 and 30 days (Factor 50 %)
110	Transactions unsettled between 31 and 45 days (Factor 75 %)
120	Transactions unsettled for 46 days or more (Factor 100 %)