Floating rate instruments
Article 7
Institutions shall allocate the notional repricing cash flows deriving from non-trading book positions in floating rate instruments to the relevant repricing time buckets referred to in point 1 of the Annex by repricing date, as follows: (a) cash flows deriving from interest payments other than payments of the spread component up to the next repricing date, as per the contractual agreement; (b) the remaining principal amount, as per the contractual agreement; (c) spread components up to the final contractual maturity, irrespective of any repricing of the non-amortised principal, except where those spread components are excluded in accordance with Article 5(2), second subparagraph.