EBU Single Rulebook Q&A 10 March 2015 2015_1885 Reporting of own funds requirements for non-continuous options

Where do own funds requirements for non-delta risks related to non-continuous options have to be reported, if the institution applies the delta plus approach? According to Article 4 (3) of the RTS on non-delta risk of options in the standardised market risk approach, the own funds requirements for non-delta risks related to non-continuous options or warrants are calculated without distinction