Risk weights for sensitivities to commodity risk factors shall be the following:
Bucket number | Bucket name | Risk weight |
1 | Energy — solid combustibles | 30 % |
2 | Energy — liquid combustibles | 35 % |
3 | ►M17 Energy — electricity ◄ | 60 % |
▼M17 | ||
3a | Energy — EU ETS carbon trading | 40 % |
3b | Energy — non-EU ETS carbon trading | 60 % |
▼M12 | ||
4 | Freight | 80 % |
5 | Metals — non-precious | 40 % |
6 | Gaseous combustibles | 45 % |
7 | Precious metals (including gold) | 20 % |
8 | Grains and oilseed | 35 % |
9 | Livestock and dairy | 25 % |
10 | Softs and other agricultural commodities | 35 % |
11 | Other commodities | 50 % |