1.Institutions shall allocate the notional repricing cash flows deriving from interest payments of non-trading book positions in fixed rate instruments to the relevant repricing time buckets referred to in point 1 of the Annex by repricing date, thereby taking into account any of the exclusions referred to in Article 5(2), second subparagraph.
2.Institutions shall allocate cash flows deriving from the intermediate and final repayments of the principal of non-trading book positions in fixed rate instruments to the relevant repricing time buckets referred to in point 1 of the Annex by repricing date.