[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.

5.6. C 23.00 — MARKET RISK: STANDARDISED APPROACHES FOR COMMODITIES (MKR SA COM) U.K.
5.6.2. Instructions concerning specific positions U.K.
Rows
010
TOTAL POSITIONS IN COMMODITIES

Positions in commodities and their correspondent own funds requirements for market risk according to Article 92(3) point (c) (iii) CRR and Part 3 Title IV Chapter 4 of CRR.

020-060
POSITIONS BY CATEGORY OF COMMODITY

For reporting purposes commodities are grouped in the four main groups of commodities referred to in Table 2 of Article 361 CRR.

070
MATURITY LADDER APPROACH

Positions in commodities subject to the Maturity Ladder approach as referred to in Article 359 of CRR.

080
EXTENDED MATURITY LADDER APPROACH

Positions in commodities subject to the Extended Maturity Ladder approach as referred to in Article 361 of CRR

090
SIMPLIFIED APPROACH

Positions in commodities subject to the Simplified approach as referred to in Article 360 of CRR.

100-140
ADDITIONAL REQUIREMENTS FOR OPTIONS (NON-DELTA RISKS)

Article 358(4) of CRR.

The additional requirements for options related to non-delta risks shall be reported in the method used for its calculation]