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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).
[F1ALL 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 | ] |