CTHRepealedLegislation
Financial Sector (Collection of Data) (reporting standard) determination No. 1 of 2012 - ARS 116.0 - Market Risk
CommoditiesCommodities
Start here
Get a plain-English read of Commodities
Turn the raw legal text into a practical explanation grounded in Financial Sector (Collection of Data) (reporting standard) determination No. 1 of 2012 - ARS 116.0 - Market Risk.
Commodities
For options with commodities as the underlying, the delta-equivalent position must be included in either Table 5 or Table 6 (simplified method or maturity ladder method, respectively). This should be reported in accordance with the instructions that apply to commodity risk.