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art_1__point_90__table__27

Text with EEA relevance.
Regulation (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 amending Regulation (EU) No 575/2013 as regards the leverage ratio, the net stable funding ratio, requirements for own funds and eligible liabilities, counterparty credit risk, market risk, exposures to central counterparties, exposures to collective investment undertakings, large exposures, reporting and disclosure requirements, and Regulation (EU) No 648/2012 (Text with EEA relevance.) · European Union

Bucket number | Bucket name | Correlation ρkl (commodity) 1 | Energy - solid combustibles | 55 % 2 | Energy - liquid combustibles | 95 % 3 | Energy - electricity and carbon trading | 40 % 4 | Freight | 80 % 5 | Metals – non-precious | 60 % 6 | Gaseous combustibles | 65 % 7 | Precious metals (including gold) | 55 % 8 | Grains and oilseed | 45 % 9 | Livestock and dairy | 15 % 10 | Softs and other agricultural commodities | 40 % 11 | Other commodity | 15 %

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Source: EUR-Lex (Cellar) · retrieved 2026-10-12 · Text as adopted (Official Journal); later amendments are not incorporated in this text.