| Value | |||||||||||
| 1 | |||||||||||
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| Liabilities arising from all derivative contracts (excluding credit derivatives) valued in accordance with the leverage ratio methodology | 2C1 |
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| Accounting value of liabilities arising from all derivative contracts (excluding credit derivatives) booked on-balance sheet, when applicable | 2C2 |
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| Accounting value of liabilities arising from all derivative contracts (excluding credit derivatives) held off-balance sheet, when applicable | 2C3 |
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| Total accounting value of liabilities arising from all derivative contracts (excluding credit derivatives) (automatic - not to be filled in) | 2C4 |
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| Liabilities arising from all derivative contracts (excluding credit derivatives) valued in accordance with the leverage ratio methodology after floor (automatic - not to be filled in) | 2C5 |
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| Total liabilities after adjustment of liabilities arising from all derivative contracts (excluding credit derivatives) (automatic - not to be filled in) | 2C6 |
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