| C 34.10 | |||
| Exposure value | Risk weighted exposure amounts | ||
| 0010 | 0020 | ||
| Exposures to QCCPs (total) | 0010 | ||
| Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which | 0020 | ||
| (i) OTC derivatives | 0030 | ||
| (ii) Exchange-traded derivatives | 0040 | ||
| (iii) SFTs | 0050 | ||
| (iv) Netting sets where cross-product netting has been approved | 0060 | ||
| Segregated initial margin | 0070 | ||
| Non-segregated initial margin | 0080 | ||
| Prefunded default fund contributions | 0090 | ||
| Unfunded default fund contributions | 0100 | ||
| Exposures to non-QCCPs (total) | 0110 | ||
| Exposures for trades at non-QCCPs (excluding initial margin and default fund contributions); of which | 0120 | ||
| (i) OTC derivatives | 0130 | ||
| (ii) Exchange-traded derivatives | 0140 | ||
| (iii) SFTs | 0150 | ||
| (iv) Netting sets where cross-product netting has been approved | 0160 | ||
| Segregated initial margin | 0170 | ||
| Non-segregated initial margin | 0180 | ||
| Prefunded default fund contributions | 0190 | ||
| Unfunded default fund contributions | 0200 | ||