The risk weights for the delta sensitivities to commodity spot price risk factors shall be the same for all commodity risk exposures within each bucket in Table 1 and shall be the following:
Table 1
|
Bucket number
|
Bucket name
|
Risk weight for commodity spot price
|
|
1
|
Energy — solid combustibles
|
30 %
|
|
2
|
Energy — liquid combustibles
|
35 %
|
|
3
|
Energy — electricity
|
60 %
|
|
4
|
Energy — EU ETS carbon trading
|
40 %
|
|
5
|
Energy — non-EU ETS carbon trading
|
60 %
|
|
6
|
Freight
|
80 %
|
|
7
|
Metals — non-precious
|
40 %
|
|
8
|
Gaseous combustibles
|
45 %
|
|
9
|
Precious metals, including gold
|
20 %
|
|
10
|
Grains and oilseed
|
35 %
|
|
11
|
Livestock and dairy
|
25 %
|
|
12
|
Softs and other agricultural commodities
|
35 %
|
|
13
|
Other commodity
|
50 %
|