eba_tC_34.10 - C 34.10

C 34.10
Exposure valueRisk weighted exposure amounts
00100020
Exposures to QCCPs (total)0010
Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which0020
(i) OTC derivatives0030
(ii) Exchange-traded derivatives0040
(iii) SFTs0050
(iv) Netting sets where cross-product netting has been approved0060
Segregated initial margin0070
Non-segregated initial margin0080
Prefunded default fund contributions0090
Unfunded default fund contributions0100
Exposures to non-QCCPs (total)0110
Exposures for trades at non-QCCPs (excluding initial margin and default fund contributions); of which0120
(i) OTC derivatives0130
(ii) Exchange-traded derivatives0140
(iii) SFTs0150
(iv) Netting sets where cross-product netting has been approved0160
Segregated initial margin0170
Non-segregated initial margin0180
Prefunded default fund contributions0190
Unfunded default fund contributions0200