{
  "url": "https://openlegislation.uk/eu-regulation-2016-2251/annex-IV/division-1",
  "json_url": "https://openlegislation.uk/eu-regulation-2016-2251/annex-IV/division-1.json",
  "legislation": "eur/2016/2251",
  "legislation_title": "Commission Delegated Regulation (EU) 2016/2251 of 4 October 2016 supplementing Regulation (EU) No 648/2012 of the European Parliament and of the Council on OTC derivatives, central counterparties and trade repositories with regard to regulatory technical standards for risk-mitigation techniques for OTC derivative contracts not cleared by a central counterparty (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2016-2251",
  "path": "annex/IV/division/1",
  "kind": "division",
  "number": "1",
  "heading": "The notional amounts or underlying values, as applicable, of the |OTC derivative contracts in a netting set shall be multiplied by the percentages in the following Table 1:",
  "text": "Table 1\nCategory\nAdd-on factor\nCredit: 0-2 year residual maturity\n2 %\nCredit: 2-5 year residual maturity\n5 %\nCredit: 5+ year residual maturity\n10 %\nCommodity\n15 %\nEquity\n15 %\nForeign exchange\n6 %\nInterest rate and inflation: 0-2 year residual maturity\n1 %\nInterest rate and inflation: 2-5 year residual maturity\n2 %\nInterest rate and inflation: 5+ year residual maturity\n4 %\nOther\n15 %",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2016/2251/annex/IV/division/1",
    "retrieved_at": "2026-11-01T14:45:18.172261+00:00"
  },
  "licence": "Open Government Licence v3.0",
  "licence_url": "https://www.nationalarchives.gov.uk/doc/open-government-licence/version/3/",
  "attribution": "Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives."
}