Division 135 F1

The ‘ Notional amount ’ shall be reported by ‘ total ’ and by ‘ of which: sold ’ for the line items: ‘ OTC options ’ , ‘ Organised market options ’ , ‘ Credit ’ , ‘ Commodity ’ and ‘ Other ’ . The item ‘ of which sold ’ shall include the notional amounts (strike price) of the contracts in which the counterparties (option holders) of the institution (option writer) have the right to exercise the option, and for the items related to credit risk derivatives, the notional amounts of the contracts in which the institution (protection seller) has sold (gives) protection to its counterparties (protection buyers).