# 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), Division 1: 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:

Extent: E+W+S+N.I.

Table 1
Category
Add-on factor
Credit: 0-2 year residual maturity
2 %
Credit: 2-5 year residual maturity
5 %
Credit: 5+ year residual maturity
10 %
Commodity
15 %
Equity
15 %
Foreign exchange
6 %
Interest rate and inflation: 0-2 year residual maturity
1 %
Interest rate and inflation: 2-5 year residual maturity
2 %
Interest rate and inflation: 5+ year residual maturity
4 %
Other
15 %

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Source: https://www.legislation.gov.uk/eur/2016/2251/annex/IV/division/1 (the official version)
Page: https://openlegislation.uk/eu-regulation-2016-2251/annex-IV/division-1
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.