Article 429.6 of Regulation (EU) No 575/2013 (CRR) states that the exposure value of financial derivatives listed in Annex II and of credit derivatives shall be calculated in accordance with the Mark-to-Market method (see Art. 274 of CRR). Based on such instructions, it is not clear if the above mentioned method shall be applied both to OTC and exchange trade derivatives, also including those contracts cleared with CCPs.
This information is relevant for leverage ratio calculation.
Under Article 429(6) of the Regulation (EU) No 575/2013 (CRR), the Markt-to-Market method shall be applied to contracts irrespective of whether they are OTC or exchange traded and irrespective of whether they are cleared with a CCP or not.