[F1ANNEX II U.K. REPORTING ON OWN FUNDS AND OWN FUNDS REQUIREMENTS

PART II: TEMPLATE RELATED INSTRUCTIONS U.K.

5. MARKET RISK TEMPLATES U.K.

5.4. C 21.00 – MARKET RISK: STANDARDISED APPROACH FOR POSITION RISK IN EQUITIES (MKR SA EQU) U.K.

5.4.2. Instructions concerning specific positions U.K.
Columns
010-020
ALL POSITIONS (LONG AND SHORT)

Article 102 and Article 105(1) CRR.

These are gross positions not netted by instruments but excluding underwriting positions subscribed or sub-underwritten by third parties as referred to in the second sentence of the first subparagraph of Article 345(1) CRR.

030-040
NET POSITIONS (LONG AND SHORT)

Articles 327, 329, 332, 341 and 345 CRR.

050
POSITIONS SUBJECT TO CAPITAL CHARGE

Those net positions that, in accordance with the different approaches considered in Chapter 2 of Title IV of Part Three CRR receive a capital charge. The capital charge has to be calculated for each national market separately. Positions in stock-index futures as referred to in the second sentence of Article 344(4) CRR shall not be included in this column.

060
OWN FUNDS REQUIREMENTS

The own funds requirement in accordance with Chapter 2 of Title IV of Part Three CRR for any relevant position

070
TOTAL RISK EXPOSURE AMOUNT

Point (b) of Article 92(4) CRR.

Result of the multiplication of the own funds requirements by 12,5 .]