| UNSETTLED TRANSACTIONS AT SETTLEMENT PRICE | PRICE DIFFERENCE EXPOSURE DUE TO UNSETTLED TRANSACTIONS | OWN FUNDS REQUIREMENTS | TOTAL SETTLEMENT RISK EXPOSURE AMOUNT |
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010 | 020 | 030 | 040 |
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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 %) | | | | |