EBU Single Rulebook Q&A 14 August 2013 2013_163 Treatment of commodity indices

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European Union · · · 15-11-2013

Must exposures to commodity indices be broken down into its underlying constituent commodities or can a commodity index be treated as if it were an individual commodity, just like stock indices (see Article 344 of Regulation (EU) No. 575/2013 (CRR))? Article 344 states that stock index futures can be treated as if a future were an individual equity.

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