Commission Implementing Regulation (EU) No 680/2014Dangos y teitl llawn

[F1 C 23.00 – MARKET RISK: STANDARDISED APPROACHES FOR COMMODITIES (MKR SA COM)

ANNEX I Table 30: rows 1 - 19

		[F1 ALL POSITIONS		NET POSITIONS		POSITIONS SUBJECT TO CAPITAL CHARGE	OWN FUNDS REQUIREMENTS	TOTAL RISK EXPOSURE AMOUNT
		LONG	SHORT
				LONG	SHORT
		010	020	030	040	050	060	070
010	TOTAL POSITIONS IN COMMODITIES							Cell linked to CA
020	Precious metals (except gold)
030	Base metals
040	Agricultural products (softs)
050	Others
060	Of which energy products (oil, gas)
070	Maturity ladder approach
080	Extended maturity ladder approach
090	Simplified approach: All positions
100	Additional requirements for options (non-delta risks)
110	Simplified method
120	Delta plus approach – additional requirements for gamma risk
130	Delta plus approach – additional requirements for vega risk
135	Delta plus approach – non-continuous options and warrants
140	Scenario matrix approach							]

Textual Amendments

F1 Substituted by Commission Implementing Regulation (EU) 2020/429 of 14 February 2020 amending Implementing Regulation (EU) No 680/2014 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).