(11)It is necessary to specify the calculation of the notional amount of a derivative because Regulation (EU) 2019/2033 does not contain rules on how to calculate it. Given that Article 29(3) of Regulation (EU) 2019/2033 lays down rules on how to calculate the notional amount of derivatives for the purposes of the calculation of the TCD, and in order to ensure consistency in the measuring of the TCD and the DTF, those rules for measuring the notional amount of a derivative should apply also for the measuring of the DTF.