Contents
| Field | Details to be reported | Total | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Gross Notional Amount outstanding of the aggregate month-end average position for the previous 12 months in the categories of derivatives contracts cleared under Article 7a(6) of Regulation (EU) No 648/2012 | The aggregate sum of the notional amount of leg 1 and, where applicable, the notional amount of leg 2, for the derivatives in scope of this reporting, as referred to in Article 5 of Commission Delegated Regulation (EU) 2022/1855note | ||||||||
| 2 | Dimension 1 – Breakdown total by category of derivative | EUR OTC IRD | PLN OTC IRD | EUR STIR | ||||||
| 3 | Dimension 2 – Breakdown by CCP (EU/Tier 2/Tier 1) (reporting at CCP LEI level) | CCP1 | CCP2 | … | CCP1 | CCP2 | … | CCP1 | CCP2 | … |
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