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Textual Amendments
F1 Substituted by Commission Implementing Regulation (EU) 2015/227 of 9 January 2015 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).
[F1By product or by type of market | References National GAAP based on BAD | Notional amount | ||
---|---|---|---|---|
Total Hedging | of which: sold | |||
Annex V.Part 2.70, 71 | Annex V.Part 2.72 | |||
010 | 020 | |||
010 | Interest rate | Annex V.Part 2.67(a) | ||
020 | OTC options | |||
030 | OTC other | |||
040 | Organized market options | |||
050 | Organized market other | |||
060 | Equity | Annex V.Part 2.67(b) | ||
070 | OTC options | |||
080 | OTC other | |||
090 | Organized market options | |||
100 | Organized market other | |||
110 | Foreign exchange and gold | Annex V.Part 2.67(c) | ||
120 | OTC options | |||
130 | OTC other | |||
140 | Organized market options | |||
150 | Organized market other | |||
160 | Credit | Annex V.Part 2.67(d) | ||
170 | Credit default swap | |||
180 | Credit spread option | |||
190 | Total return swap | |||
200 | Other | |||
210 | Commodity | Annex V.Part 2.67(e) | ||
220 | Other | Annex V.Part 2.67(f) | ||
230 | DERIVATIVES-HEDGE ACCOUNTING | |||
240 | of which: OTC - credit institutions | Annex V.Part 1.35(c), 2.75(a) | ||
250 | of which: OTC - other financial corporations | Annex V.Part 1.35(d), 2.75(b) | ||
260 | of which: OTC - rest | Annex V.Part 2.75(c) | ] |