# Commission Delegated Regulation (EU) 2018/66 of 29 September 2017 supplementing Regulation (EU) 2016/1011 of the European Parliament and of the Council specifying how the nominal amount of financial instruments other than derivatives, the notional amount of derivatives and the net asset value of investment funds are to be assessed (Text with EEA relevance), Article 2: Notional amount of derivatives

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

The notional amount of derivatives, referred to in Article 20(6)(a) of Regulation (EU) 2016/1011, shall be the notional value referred to in Table 2, Field 20, of the Annex to Commission Delegated Regulation (EU) 2017/104. However, where that notional value is negative, the notional value shall be equal to the absolute value.
For credit derivative index transactions, an indexation factor derived from Table 2, Field 89 of the Annex to Delegated Regulation (EU) 2017/104 shall be applied to the notional value.

---
Source: https://www.legislation.gov.uk/eur/2018/66/article/2 (the official version)
Page: https://openlegislation.uk/eu-regulation-2018-66/article-2
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.