Risk weights for sensitivities to commodity risk factors shall be specified for each bucket in Table 9 pursuant to the delegated act referred to in Article 461a:
Bucket number | Bucket name |
1 | Energy - solid combustibles |
2 | Energy - liquid combustibles |
3 | Energy - electricity and carbon trading |
4 | Freight |
5 | Metals – non-precious |
6 | Gaseous combustibles |
7 | Precious metals (including gold) |
8 | Grains and oilseed |
9 | Livestock and dairy |
10 | Softs and other agricultural commodities |
11 | Other commodity |