1. For the purposes of measuring DTF in accordance with Article 33 of Regulation (EU) 2019/2033 regarding cash trades, an investment firm shall include as cash trade any transaction where a counterparty undertakes to trade any of the following:
(a)
transferable securities;
(b)
money-market instruments;
(c)
units in collective investment undertakings;
(d)
exchange traded options.
2. For the purposes of measuring DTF of an exchange traded option, the investment firm shall use the options premium used for the execution of that option.
Methods for measuring derivatives for the purposes of DTF
For the purposes of measuring DTF in accordance with Article 33 of Regulation (EU) 2019/2033 regarding derivatives, the notional amount of a derivative contract shall be determined pursuant to Article 29(3) of that Regulation.
