Q1. Do you agree with the proposed approach for the supervisory delta of commodity options (i.e. to apply a 
shift, determined at transaction level, in both price and strike values)?
Q2. Which one of the three options (option a: EUR 0.1, option b: EUR 1 or option c: EUR 10) do you think is more appropriate as a threshold? Please provide the rationale for the chosen option.
Q3. Do you agree with the proposed approach for the supervisory volatility (i.e. maintain 150% for electricity and 70% for other commodities)?