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1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Commodity risk must equal the sum of its five parts (EBA rule v09825_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 34.03, cCR exposures treated with standardised approaches: SA-CCR or simplified SA-CCR (CCR 3).

Check your file against this ruleWhat to do if it fails

The rule in plain words

Commodity risk must equal these five added up:

  • Energy
  • Metals
  • Agricultural goods
  • Climatic conditions
  • Other commodities

EBA checks it for five columns: number of transactions, notional amounts, current market value (CMV), positive, current market value (CMV), negative and add-on. And on two sheets: SA-CCR and simplified SA-CCR. That makes ten checks. A failure names the one that failed.

How the Line4 Check report words itShow

The first of its checks, word for word as the report shows it when it fails. The others read the same, with their own column, row or sheet.

Notional amounts: Commodity risk, SA-CCR = Energy, SA-CCR + Metals, SA-CCR + Agricultural goods, SA-CCR + Climatic conditions, SA-CCR + Other commodities, SA-CCR

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Add up the parts in your file and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
  4. 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark C 34.03 as reported.
  6. 06This is a warning. It does not stop the filing on its own, but your authority may ask you to explain it.

The cells it reads

CCR exposures treated with standardised approaches: SA-CCR or simplified SA-CCR (CCR 3) (C 34.03)

Rows

  • 0270Commodity risk
  • 0290Energy
  • 0300Metals
  • 0310Agricultural goods
  • 0320Climatic conditions
  • 0330Other commodities

Columns

  • 0030Number of transactions
  • 0040Notional amounts
  • 0050Current market value (CMV), positive
  • 0060Current market value (CMV), negative
  • 0070Add-on

Sheets

  • 0001SA-CCR
  • 0002Simplified SA-CCR

A worked example

The first of its checks, with simple numbers.

Illustrative values
Energy1,200
Metals800
Agricultural goods450
Climatic conditions300
Other commodities150
Together2,900
What the rule then expects

Commodity risk must then be 2,900.

2,900Passes
3,000Fails

A file that reports 2,900 passes. One that reports 3,000 fails, by 100.

The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.

Show the rule as writtenShow

EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.

{C_34.03,r0270,c0040,s0001} = {C_34.03,r0290,c0040,s0001} + {C_34.03,r0300,c0040,s0001} + {C_34.03,r0310,c0040,s0001} + {C_34.03,r0320,c0040,s0001} + {C_34.03,r0330,c0040,s0001}

The next five:

{C_34.03,r0270,c0060,s0001} = {C_34.03,r0290,c0060,s0001} + {C_34.03,r0300,c0060,s0001} + {C_34.03,r0310,c0060,s0001} + {C_34.03,r0320,c0060,s0001} + {C_34.03,r0330,c0060,s0001}{C_34.03,r0270,c0070,s0002} = {C_34.03,r0290,c0070,s0002} + {C_34.03,r0300,c0070,s0002} + {C_34.03,r0310,c0070,s0002} + {C_34.03,r0320,c0070,s0002} + {C_34.03,r0330,c0070,s0002}{C_34.03,r0270,c0070,s0001} = {C_34.03,r0290,c0070,s0001} + {C_34.03,r0300,c0070,s0001} + {C_34.03,r0310,c0070,s0001} + {C_34.03,r0320,c0070,s0001} + {C_34.03,r0330,c0070,s0001}{C_34.03,r0270,c0030,s0001} = {C_34.03,r0290,c0030,s0001} + {C_34.03,r0300,c0030,s0001} + {C_34.03,r0310,c0030,s0001} + {C_34.03,r0320,c0030,s0001} + {C_34.03,r0330,c0030,s0001}{C_34.03,r0270,c0050,s0001} = {C_34.03,r0290,c0050,s0001} + {C_34.03,r0300,c0050,s0001} + {C_34.03,r0310,c0050,s0001} + {C_34.03,r0320,c0050,s0001} + {C_34.03,r0330,c0050,s0001}

And 4 more, the same formula for the other cells it covers.

Every COREP own funds rule, by template

Checks like this one, run at the point of submission, are the first step to real-time supervision.