C 23.00 - MKR SA COM - Market risk: Standardised Approach for position risk in commodities

		All positions		Net positions		Positions subject to capital charge	Capital requirements	Total risk exposure amount
		Long	Short	Long	Short
Code	Label	0010	0020	0030	0040	0050	0060	0070
0010	TOTAL POSITIONS IN COMMODITIES	24598	24599	24610	24611	49947	24585	24586
0020	Precious metals (except gold)	89725	89726	89727	89728	89729	89724
0030	Base metals	24590	24591	24602	24603	49943	24581
0040	Agricultural products (softs)	24588	24589	24600	24601	49942	24580
0050	Others	24594	24595	24606	24607	49945	24583
0060	Of which energy products (oil, gas)	24592	24593	24604	24605	49944	24582
0070	Maturity ladder approach	16062	16063	16064	16065	49799	16060
0080	Extended maturity ladder approach	15652	15653	15654	15655	49728	15650
0090	Simplified approach: All positions	17388	17389	43185	43186	49800	17386
0100	Additional requirements for options (non-delta risks)						15206
0110	Simplified method						24735
0120	Delta plus approach - additional requirements for gamma risk						25164
0130	Delta plus approach - additional requirements for vega risk						25593
0135	Delta plus approach - non-continuous options and warrants						409462
0140	Scenario matrix approach						26022

Dimensions

Metric	Details the data type (e.g. monetary, percentage, string) of the data point. In XBRL, it is the "primary item". Generally, it indicates the "metrics" of the Main category provided (i.e. answers the question: how is measured?). It should be defined for each data point. In the case of monetary values, when the data point is referred to a (change during a) period of time, the member name shall finish in "(flow)". When the member name has other terminations, the data point is a measurement at a date (i.e. "stock").
	Metric - Details the data type (e.g. monetary, percentage, string) of the data point. In XBRL, it is the "primary item". Generally, it indicates the "metrics" of the Main category provided (i.e. answers the question: how is measured?). It should be defined for each data point. In the case of monetary values, when the data point is referred to a (change during a) period of time, the member name shall finish in "(flow)". When the member name has other terminations, the data point is a measurement at a date (i.e. "stock").
Base	Defines the basic conceptual meaning of a data point. Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio. It determines whether the data point has a "debit" or a "credit" attribute.
	Base items - Defines the basic conceptual meaning of a data point. Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio. It may determine whether the data point has a "debit" or a "credit" attribute.
Main category	Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
	Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Approach for prudential purposes	Approach used for the calculation of capital requirements.
	Approach - Approach used for the calculation of capital requirements (or exposure value in LR)
Type of risk	Indicates the type of risk arising from exposures or transactions (e.g. credit risk or market risk).
	Type of risk - Indicates the type of risk arising from exposures or transactions (e.g. credit risk or market risk).
Main category of the underlying	Defines the type of instrument underlying another balance or transaction (e.g. short position).
	Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Positions in the instrument	Defines the position (long/short) taken in the instrument, as well as the aggregation level related to the market risk capital requirement calculations (gross/net).
	Positions in the instrument - Defines the position (long/short) taken in the instrument, as well as the aggregation level related to the market risk capital requirement calculations (gross/net).
Prudential portfolio	Defines whether it is reported the trading book business, the "banking" book business, or both of them.
	Portfolio - Defined the portfolios reported. It comprises both accounting portfolios (e.g. Available-for-sale) and prudential portfolios (e.g. trading book).