Article 5 Notional amount
1. The notional amount of a derivative referred to in fields 55 and 64 in Table 2 of the Annex shall be specified as follows:
(a) in the case of swaps, futures, forwards and options traded in monetary units, the reference amount;
(b) in the case of options other than those referred to in point (a), calculated using the strike price;
(c) in the case of forwards other than those referred to in point (a), the product of the forward price and the total notional quantity of the underlying;
(d) in the case of equity dividend swaps, the product of the period fixed strike and the number of shares or index units;
(e) in the case of equity volatility swaps, the vega notional amount;
(f) in the case of equity variance swaps, the variance amount;
(g) in the case of financial contracts for difference, the resulting amount of the initial price and the total notional quantity;
(h) in case of commodity fixed/f loat swaps, the product of the fixed price and the total notional quantity;
(i) in case of commodity basis swaps, the product of the last available spot price at the time of the transaction of the underlying asset of the leg with no spread and the total notional quantity of the leg with no spread;