| ALL POSITIONS | NET POSITIONS | POSITIONS SUBJECT TO CAPITAL CHARGE (Including redistribution of unmatched positions in currencies subject to special treatment for matched positions) | OWN FUNDS REQUIREMENTS | TOTAL RISK EXPOSURE AMOUNT |
---|
LONG | SHORT | LONG | SHORT | LONG | SHORT | MATCHED |
---|
020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 |
---|
010 | TOTAL POSITIONS IN NON-REPORTING CURRENCIES | | | | | | | | | Cell linked to CA |
020 | Currencies closely correlated | | | | | | | | | |
030 | All other currencies (including CIUs treated as different currencies) | | | | | | | | | |
040 | Gold | | | | | | | | | |
050 | Additional requirements for options (non-delta risks) | | | | | | | | | |
060 | Simplified method | | | | | | | | | |
070 | Delta plus approach - additional requirements for gamma risk | | | | | | | | | |
080 | Delta plus approach - additional requirements for vega risk | | | | | | | | | |
090 | Scenario matrix approach | | | | | | | | | |
BREAKDOWN OF TOTAL POSITIONS (REPORTING CURRENCY INCLUDED) BY EXPOSURE TYPES |
100 | Other assets and liabilities other than off-balance sheet items and derivatives | | | | | | | | | |
110 | Off-balance sheet items | | | | | | | | | |
120 | Derivatives | | | | | | | | | |
Memorandum items: CURRENCY POSITIONS |
130 | Euro | | | | | | | | | |
140 | Lek | | | | | | | | | |
150 | Argentine Peso | | | | | | | | | |
160 | Australian Dollar | | | | | | | | | |
170 | Brazilian Real | | | | | | | | | |
180 | Bulgarian Lev | | | | | | | | | |
190 | Canadian Dollar | | | | | | | | | |
200 | Czech Koruna | | | | | | | | | |
210 | Danish Krone | | | | | | | | | |
220 | Egyptian Pound | | | | | | | | | |
230 | Pound Sterling | | | | | | | | | |
240 | Forint | | | | | | | | | |
250 | Yen | | | | | | | | | |
260 | Latvian Lats | | | | | | | | | |
270 | Lithuanian Litas | | | | | | | | | |
280 | Denar | | | | | | | | | |
290 | Mexican Peso | | | | | | | | | |
300 | Zloty | | | | | | | | | |
310 | Rumanian Leu | | | | | | | | | |
320 | Russian Ruble | | | | | | | | | |
330 | Serbian Dinar | | | | | | | | | |
340 | Swedish Krona | | | | | | | | | |
350 | Swiss Franc | | | | | | | | | |
360 | Turkish Lira | | | | | | | | | |
370 | Hryvnia | | | | | | | | | |
380 | US Dollar | | | | | | | | | |
390 | Iceland Krona | | | | | | | | | |
400 | Norwegian Krone | | | | | | | | | |
410 | Hong Kong Dollar | | | | | | | | | |
420 | New Taiwan Dollar | | | | | | | | | |
430 | New Zealand Dollar | | | | | | | | | |
440 | Singapore Dollar | | | | | | | | | |
450 | Won | | | | | | | | | |
460 | Yuan Renminbi | | | | | | | | | |
470 | Other | | | | | | | | | |