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Article 357 › 4

CRR
REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (Text with EEA relevance) · European Union

For the purposes of calculating a position in a commodity, the following positions shall be treated as positions in the same commodity: (a) positions in different sub-categories of commodities in cases where the sub-categories are deliverable against each other; (b) positions in similar commodities if they are close substitutes and where a minimum correlation of 0,9 between price movements can be clearly established over a minimum period of one year.

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Source: EUR-Lex CELLAR · retrieved 2026-09-04