| Value | ||
| 1 | ||
| Sub-section A.i) Adjustment of qualifying liabilities related to clearing activities arising from derivatives held by the institution | ||
| Liabilities arising from all derivative contracts (excluding credit derivatives) valued in accordance with the leverage ratio methodology | 2C1 | |
| Of which: qualifying liabilities arising from derivatives related to clearing activities | 3A1 | |
| Of which: liabilities arising from derivatives not related to clearing activities (automatic - not to fill in) | 3A2 | |
| Derivative floor factor (automatic - not to fill in) | 3A3 | |
| Adjusted value of qualifying liabilities related to clearing activities arising from derivatives (automatic - not to fill in) | 3A4 | |
| Sub-section A.ii) Total qualifying liabilities related to clearing activities held by the institution | ||
| Total accounting value of qualifying liabilities related to clearing activities | 3A5 | |
| Of which: arising from derivatives | 3A6 | |
| Of which: not arising from derivatives (automatic - not to fill in) | 3A7 | |
| Total deductible amount of qualifying liabilities related to clearing activities (automatic - not to fill in) | 3A8 | |