Unweighted delta sensitivities in template C91

In the C90 template on market risks - Alternative Standardised Approach Summary - the first two columns must show the unweighted sensitivities broken down by positive and negative aggregated by risk factor. Should positive and negative sensitivities be aggregated from net risk factor sensitivities or risk factor sensitivities for individual positions?

In the annex II of "EBA/ITS/2020/01 specific reporting requirements for market risk under Article 433b of Regulation (EU) No 575/2013 (CRR)" is reported: Unweighted delta sensitivities – Positive Article 325f (3) and Article 325r CRR. Institutions shall calculate the sensitivity of their portfolio for each risk factor within the risk class in accordance with Article 325f (3) CRR. They shall report the sum of all positive sensitivities to delta risk factors within the risk class. Unweighted delta sensitivities – Negative Article 325f (3) and Article 325r CRR. Institutions shall calculate the sensitivity of their portfolio for each risk factor within the risk class in accordance with Article 325f (3) CRR. They shall report the sum of all negative sensitivities to delta risk factors within the risk class. Assuming two sensitivities on the EUR ESTER pillar 1Y on two different instruments where per: - instrument 1 -> Sensitivity equal to +50 - instrument 1 -> Sensitivity equal to -100 and consequently net sensitivity for the EUR ESTER pillar 1Y risk factor equal to -50. For the compilation of the C91 template of the first two columns for the GIRR, how should one proceed? Option 1 -> only the net sensitivity value of the risk factor (-50) is entered, which is negative and therefore goes in column 0020 Option 2 -> the value of positive sensitivity (100) goes in column 0010 and the value of negative sensitivity (50) in column 0020