Updated 25/06/2024
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Version from: 11/07/2023
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ANNEX XIX

ANNEX XIX

INSTRUCTIONS FOR COMPLETING THE ADDITIONAL MONITORING TOOLS TEMPLATE OF ANNEX XVIII

1.   Additional Monitoring Tools

1.1.   General

1. [empty]

2. Total funding shall be all financial liabilities other than derivatives and short positions;

3. Funding of any type with open maturity including on sight deposits shall be considered as maturing overnight.

4. Original maturity shall represent the time between the date of origination and the date of maturity of funding. The date of the maturity of the funding shall be determined in accordance with point 12 of Annex XXIII. This means that in case of optionality such as in the case of point 12 of Annex XXIII, the original maturity of a funding item can be shorter than the time elapsed since its origination.

5. Residual maturity shall represent the time between the end of the reporting period and the date of maturity of funding. The date of the maturity of the funding shall be determined in accordance with point 12 of Annex XXIII.

6. For the purposes of calculating the original or residual weighted average maturity, deposits maturing overnight or funding of any type with open maturity shall be considered to have a one day maturity.

7. For the purposes of calculating the original and residual maturity, where there is funding with a notice period or a cancellation or early withdrawal clause for the institution’s counterparty, a withdrawal at the first possible date shall be assumed.

8. For perpetual liabilities, except where subject to optionality as referred to in point12 of Annex XXIII, a fixed 20 years original and residual maturity shall be assumed.

9. For calculating the percentage threshold referred to in templates C 67.00 by significant currency, institutions shall use a threshold of 1 % of total liabilities in all currencies.

1.2.   Concentration of funding by counterparty (C 67.00)

1. In order to collect information about the reporting institutions’ concentration of funding by counterparty in template C 67.00, institutions shall apply the instructions contained in this Section.

2. Institutions shall report the top ten largest counterparties or a group of connected clients as defined in Article 4(1), point (39), of Regulation (EU) No 575/2013, where the funding obtained from each counterparty or group of connected clients exceeds a threshold of 1 % of total liabilities in rows 020 to 110 of Section 1 of the template. The counterparty reported in item 1.01 shall be the largest amount of funding received from one counterparty or group of connected clients, which is above the 1 % threshold as at the reporting date. Item 1.02 shall be the second largest above the 1 % threshold, and similarly with the remaining items.

3. Where a counterparty belongs to several groups of connected clients, it shall be reported only once in the group with the highest amount of funding.

4. Institutions shall report the total of all other remaining funding in Section 2

5. The sum of Section 1 (Top ten Counterparties) and Section 2 (All other funding) shall equal an institution’s total funding as per its balance sheet reported under the financial reporting framework (FINREP - representing financial liabilities adjusted for the exclusion of derivatives and short positions, in line with point2 from Section 1.1) for those reporting periods in which both reports are available (e.g. Finrep Q1 and C 67.00 March/Q1).

6. For each counterparty, institutions shall report all of the columns 0010 to 0080.

7. Where funding is obtained in more than one product type, the type reported shall be the product in which the largest proportion of funding was obtained. Identification of the underlying holder of securities may be undertaken on a best efforts basis. Where an institution has information concerning the holder of securities by virtue of its role as the custodian bank, it shall consider that amount for reporting the concentration of counterparties. Where there is no information available on the holder of the securities, the corresponding amount does not have to be reported.

8. Instructions concerning specific columns:



Column

Legal references and instructions

0010

Counterparty Name

The name of each counterparty from which funding obtained exceeds 1 % of total liabilities shall be recorded in column 0010 in descending order, that is, in the order of the size of funding obtained.

The name of the counterparty, whether a legal entity or a natural person, shall be reported. Where the counterparty is a legal entity, the counterparty name recorded shall be the full name of the legal entity from which the funding is derived including any references to the company type in accordance with the national company law.

In the cases where the group of connected clients does not have a parent, the counterparty that shall be reported shall be the individual entity, which is considered by the institution as the most significant within the group of connected clients. In any other case, it shall correspond to the individual counterparty.

0015

Code

This code is a row identifier and shall be unique for each counterparty. For institutions and insurance undertakings the code shall be the legal entity identifier (LEI) code. For other entities the code shall be the LEI code, or if not available, a national code. The code shall be unique and used consistently across the templates and across time. The code shall always have a value.

0016

Type of code

The institutions shall identify the type of code reported in column 0015 as a ‘LEI code’ or ‘Non-LEI code’.

The type of code shall always be reported.

0017

National code

Institutions may additionally report the national code when they report LEI code as identifier as in the ‘Code’ column.

0030

Counterparty Sector

One sector shall be allocated to each counterparty on the basis of following [FINREP] economic sector classes (part 1, Annex V to this Implementing Regulation):

(i) Central Banks; (ii) General Governments; (iii) Credit institutions; (iv) Other financial corporations; (v) Non-financial corporations; (vi) Households.

For groups of connected clients, no sector shall be reported.

0040

Residence of Counterparty

ISO code 3166-1-alpha-2 of the country of incorporation of the counterparty shall be used, including pseudo-ISO codes for international organisations, available in the most recent edition of the Eurostat’s ‘Balance of Payments Vademecum’.

For groups of connected clients, no country shall be reported.

0050

Product Type

Counterparties reported in column 0010 shall be assigned a product type, corresponding to the product issued in which the funding was received or in which the largest proportion of funding was received for mixed product types, using the following codes indicated in bold:

UWF (unsecured wholesale funding obtained from financial customers including interbank money)

UWNF (unsecured wholesale funding obtained from non-financial customers)

SFT (funding obtained from repurchase agreements as defined in Article 4(1), point (82), of Regulation (EU) No 575/2013)

CB (funding obtained from covered bond issuance as defined in Article 129(4) or (5), of Regulation (EU) No 575/2013 or Article 52(4) of Directive 2009/65/EC)

ABS (funding obtained from asset backed security issuance including asset backed commercial paper)

CBM (Central bank funding related to monetary policy operations)

IGUWF (unsecured wholesale funding obtained from intragroup counterparties)

IGSWF (secured wholesale funding obtained from intragroup counterparties)

OSWF (other secured wholesale funding)

OFP (other funding products, e.g. retail funding)

0060

Amount Received

The total amount of funding received from counterparties reported in column 0010 shall be recorded in column 0060 and institutions shall report carrying amounts therein.

0070

Weighted average original maturity

For the amount of funding received reported in column 0060, from the counterparty reported in column 0010, a weighted average original maturity (in days) for that funding shall be recorded in column 0070.

The weighted average original maturity shall be calculated as the average original maturity (in days) of the funding received from that counterparty. The average shall be size weighted, based on the size of different amounts of funding received in proportion to the total funding received from that counterparty.

For perpetual liabilities institutions shall consider a fixed 20 years maturity and a 1 day maturity for on-demand deposits.

0080

Weighted average residual maturity

For the amount of funding received reported in column 0060, from the counterparty reported in column 0010, a weighted average residual maturity, in days, for that funding shall be recorded in column 0080.

The weighted average residual maturity shall be calculated as the average maturity, in remaining days, of the funding received from that counterparty. The average shall be size weighted, based on the size of different amounts of funding received in proportion to the total funding received from that counterparty.

For perpetual liabilities institutions shall consider a fixed 20 years maturity and a 1 day maturity for on-demand deposits.

1.3.   Concentration of funding by product type (C 68.00)

1. This template collects information about the reporting institutions’ concentration of funding by product type, broken down into the funding types as specified in the following instructions regarding rows:



Row

Legal references and instructions

0010

1.  Retail funding

Retail deposits as defined in Article 411, point (2), of Regulation (EU) No 575/2013, and retail bonds as referred to in Article 28(6), of Commission Delegated Regulation (EU) 2015/61.

0020

1.1  of which sight deposits;

Of the retail funding of row 0010 those that are sight deposits.

0031

1.2  of which term deposits not withdrawable within the following 30 days;

Of the retail funding of row 0010 those that are term deposits not withdrawable within the following 30 days.

0041

1.3  of which term deposits withdrawable within the following 30 days;

Of the retail funding of row 0010 those that are term deposits withdrawable within the following 30 days.

0070

1.4  Savings accounts

Of the retail funding of row 0010 those that are savings accounts with either of the following characteristics:

— with a notice period for withdrawal greater than 30 days

— without a notice period for withdrawal which is greater than 30 days.

This row shall not be reported.

0080

1.4.1  with a notice period for withdrawal greater than 30 days;

Of the retail funding of row 0010 those that are savings accounts with a notice period for withdrawal greater than 30 days

0090

1.4.2  without a notice period for withdrawal which is greater than 30 days

Of the retail funding of row 0010 those that are savings accounts without a notice period for withdrawal which is greater than 30 days.

0100

2.  Wholesale funding

All counterparties other than those of retail deposits as defined in Article 411, point (2), of Regulation (EU) No 575/2013.

This row shall not be reported.

0110

2.1  Unsecured wholesale funding;

All counterparties other than those of retail deposits as defined in Article 411, point (2), of Regulation (EU) No 575/2013, where the funding is unsecured.

0120

2.1.1  of which loans and deposits from financial customers;

Of the funding in row 0110, those that consist of loans and deposits from financial customers.

Funding from central banks shall be excluded from this row.

0130

2.1.2  of which loans and deposits from non-financial customers;

Of the funding in row 0110, those that consist of loans and deposits from non-financial customers.

Funding from central banks shall be excluded from this row.

0140

2.1.3  of which loans and deposits from intra-group entities;

Of the funding in row 0110, those that consist of loans and deposits from intra-group entities, where the counterparty is a parent or a subsidiary of the institution or another subsidiary of the same parent or linked to the credit institution by a relationship within the meaning of Article 22(7) of Directive 2013/34/EU.

Wholesale funding from intra-group entities shall only be reported on a solo or subconsolidated basis.

0150

2.2  Secured wholesale funding;

All counterparties other than those of retail deposits as defined in Article 411, point (2), of Regulation (EU) No 575/2013, where the funding is secured.

0160

2.2.1  of which Securities Financing Transactions;

Of the funding in row 0150, that which is funding obtained from repurchase agreements as defined in Article 4(1), point (82), of Regulation (EU) No 575/2013.

0170

2.2.2  of which covered bond issuances;

Of the funding in row 0150, that which is funding obtained from covered bond issuance as defined in Article 129(4) or (5) of Regulation (EU) No 575/2013, or referred to in Article 52(4) of Directive 2009/65/EC.

0180

2.2.3  of which asset backed security issuances;

Of the funding in row 0150, that which is funding obtained from asset backed security issuance including asset backed commercial paper.

0190

2.2.4  of which financial liabilities other than derivatives and short positions from intra-group entities.

Of the funding in row 0150, that which is funding obtained from intra-group entities, where the counterparty is a parent or a subsidiary of the institution or another subsidiary of the same parent or linked to the credit institution by a relationship within the meaning of Article 22(7) of Directive 2013/34/EU.

Wholesale funding from intra-group entities shall only be reported on a solo or subconsolidated basis.

3. For each product type, institutions shall report all of the columns 0010 to 0050.

4. The figures reported in rows 1. ‘Retail’, 2.1 ‘Unsecured wholesale funding’, 2.2 ‘Secured wholesale funding’ can include broader product types than the underlying ‘of which’ items.

5. Equity shall not be reported in this template.

6. Instructions concerning specific columns:



Column

Legal references and instructions

0010

Carrying amount received

Carrying amount of funding received for each of the product types listed in the ‘Product name’ column shall be reported in column 0010 of the template

0020

Amount covered by a Deposit Guarantee Scheme in accordance with Directive 2014/ 49/ EU or an equivalent deposit guarantee scheme in a third country

Of the total amount of funding received for each of the product types listed in the ‘Product name’ column reported in column 0010, the amount which is covered by a Deposit Guarantee Scheme in accordance with Directive 2014/49/EU or an equivalent deposit guarantee scheme in a third country.

Note: the amounts reported in column 0020 and column 0030, for each of the product categories listed in the ‘Product name’ column, shall be equal to the total amount received reported in column 0010.

0030

Amount not covered by a Deposit Guarantee Scheme in accordance with Directive 2014/ 49/ EU or an equivalent deposit guarantee scheme in a third country

Of the total amount of funding received for each of the product types listed in the ‘Product name’ column reported in column 0010, the amount which is not covered by a Deposit Guarantee Scheme in accordance with Directive 2014/49/EU or an equivalent deposit guarantee scheme in a third country.

Note: the amounts reported in column 0020 and column 0030, for each of the product types listed in the ‘Product name’ column, shall be equal to the total amount received reported in column 0010.

0040

Weighted average original maturity

For the amount of funding received reported in column 0010, from the product types listed in the ‘Product name’ column, a weighted average original maturity (in days) for that funding shall be recorded in column 0040.

The weighted average original maturity shall be calculated as the average original maturity (in days) of the funding received for that product type. The average shall be size weighted, based on the size of different amounts of funding received in proportion to the total funding received from all issuances of that product type.

0050

Weighted average residual maturity

For the amount of funding received reported in column 0010, from the product types listed in the ‘Product name’ column, a weighted average residual maturity (in days) for that funding shall be recorded in column 0050.

The weighted average residual maturity shall be calculated as the average maturity (in days) left on the funding received for that product type. The average shall be size weighted, based on the size of different amounts of funding received in proportion, to the total funding received from all issuances of that product type.

1.4.   Prices for Various Lengths of Funding (C 69.00)

1. Institutions shall report the information about the transaction volume and prices paid by institutions for funding obtained during the reporting period and still present at the end of the reporting period in template C 69.00 in accordance with the following original maturities:

(a) 

overnight in columns 0010 and 0020;

(b) 

greater than overnight and less than or equal to 1 week in columns 0030 and 0040;

(c) 

greater than 1 week and less than or equal to 1 month in columns 0050 and 0060;

(d) 

greater than 1 month and less than or equal to 3 months in columns 0070 and 0080;

(e) 

greater than 3 months and less than or equal to 6 months in columns 0090 and 0100;

(f) 

greater than 6 months and less than or equal to 1 year in columns 0110 and 0120;

(g) 

greater than 1 year and less than or equal to 2 years in columns 0130 and 0140;

(h) 

greater than 2 years and less than or equal to 5 years in columns 0150 and 0160;

(i) 

greater than 5 years and less than or equal to 10 years in columns 0170 and 0180.

In case of currency revaluations, no new funding is obtained in the original currency and the reporting institution has not paid anything beyond the original price at the initial deposit of the funds. Thus, a positive increment caused by the currency revaluation is not reported in this template.

Funding sources with original maturity above 10 years shall not be reported.

2. For the purposes of determining the maturity of the funding obtained, institutions shall ignore the period between trade date and settlement date, e.g. a three-month liability settling in two weeks’ time shall be reported in the 3 months maturity (columns 0070 and 0080).

3. The spread reported in the left hand column of each time bucket shall be one of the following:

4. the spread payable by the institution for liabilities less than or equal to one year, if they were to have been swapped to the benchmark overnight index for the appropriate currency no later than close of business on the day of the transaction;

5. the spread payable by the firm at issuance for liabilities with an original maturity greater than one year, were they to be swapped to the relevant three month benchmark index for the appropriate currency (e.g. such as 3M euribor for EUR), no later than close of business on the day of the transaction.

6. Solely for the purposes of spread calculation under points a) and b) above, on the basis of historical experience, the institution may determine the original maturity with or without taking into account optionality, as appropriate.

7. Spreads shall be reported in basis points with a negative sign in case the new funding is cheaper than under the relevant benchmark rate. They shall be calculated on a weighted average basis.

8. For the purposes of calculating the average spread payable across multiple issuances/deposits/loans, institutions shall calculate the total cost in the currency of issue ignoring any FX swap, but they shall include any premium or discount and fees payable or receivable, taking as a basis the term of any theoretical or actual interest rate swap matching the term of the liability. The spread shall be the liability rate minus the swap rate.

9. The amount of funding obtained for the funding categories listed in the ‘Item’ column shall be reported in the ‘volume’ column of the applicable time bucket.

10. In the column ‘volume’, institutions shall provide the amounts representing the carrying amount of the new funding obtained in the applicable time bucket in accordance with original maturity.

11. As for all items, also for off-balance sheet commitments, institutions shall only report the related amounts reflected in the balance sheet. An off-balance sheet commitment provided to the institution shall only be reported in C 69.00 after a drawdown. In the case of a drawdown, the volume and spread to be reported shall be the amount drawn and applicable spread at the end of the reporting period. Where the drawdown cannot be rolled-over at the discretion of the institution, the actual maturity of the drawdown shall be reported. Where the institution has already drawn on the facility at the end of the previous reporting period, and where the institution subsequently increases the usage of the facility, only the additional amount drawn shall be reported.

12. Deposits placed by retail customers shall consist of deposits as defined in Article 411, point (2), of Regulation (EU) No 575/2013.

13. For funding that has rolled over during the reporting period that is still outstanding at the end of the reporting period the average of spreads applying at that time (i.e. end of reporting period) shall be reported. For the purposes of C 69.00, funding that rolled over and is still there at the end of the reporting period shall be considered to represent new funding.

14. By way of deviation from the rest of Section 1.4, the volume and spread of sight deposits shall only be reported where the depositor did not have a sight deposit in the preceding reporting period or where there is an increase in the deposit amount compared to the previous reference date, in which case the increment shall be treated as new funding. The spread shall be that of the end of the period.

15. Where there is nothing to report, cells relating to spreads shall be left empty.

16. Equity shall not be reported in this template.

17. Instructions concerning specific rows:



Row

Legal references and instructions

0010

1  Total Funding

Total volume and weighted average spread of all funding shall be obtained for all of the following lengths of time in accordance as follows:

(a)  overnight in columns 0010 and 0020;

(b)  greater than overnight and less than or equal to 1 week in columns 0030 and 0040;

(c)  greater than 1 week and less than or equal to 1 month in columns 0050 and 0060;

(d)  greater than 1 month and less than or equal to 3 months in columns 0070 and 0080;

(e)  greater than 3 months and less than or equal to 6 months in columns 0090 and 0100;

(f)  greater than 6 months and less than or equal to 1 year in columns 0110 and 0120;

(g)  greater than 1 year and less than or equal to 2 years in columns 0130 and 0140;

(h)  greater than 2 years and less than or equal to 5 years in columns 0150 and 0160;

(i)  greater than 5 years and less than or equal to 10 years in columns 0170 and 0180.

0020

1.1  Retail funding

Of the total funding reported in item 1, the total volume and weighted average spread of retail funding obtained.

0030

1.2  Unsecured wholesale funding

Of the total funding in item 1, the total volume and weighted average spread of unsecured wholesale funding obtained.

0035

1.2.1  of which: Senior unsecured securities

Of the unsecured wholesale funding reported in item 1.2, the total volume and weighted average spread rate of senior unsecured securities obtained.

0045

1.3  Secured funding (non-Central Bank)

Of the total funding reported in item 1, the total volume and weighted average spread of secured funding obtained from a counterparty, which is not a Central Bank.

0065

1.3.1  of which: Covered bonds

Of the secured funding reported in item 1.3, the total volume and weighted average spread of all covered bond issuance encumbering the institutions own assets.

0075

1.3.2  of which: Asset backed securities including ABCP

Of the secured funding reported in item 1.3, the total volume and weighted average spread of asset backed securities issued including asset backed commercial paper.

0080

1.4  Other funding

Of the total funding reported in item 1, the total volume and weighted average spread of funding not included in items 1.1 to 1.3, including secured funding from Central Banks.

1.5.   Roll-over of funding (C 70.00)

1. This template collects information about the volume of funds maturing and new funding obtained i.e. ‘roll-over of funding’ on a daily basis over the month preceding the reporting date.

2. Institutions shall report, in calendar days, the funding they have maturing in accordance with the following time buckets in accordance with the original maturity:

(a) 

overnight in columns 0010 to 0040;

(b) 

between 1 and 7 days in columns 0050 to 0080;

(c) 

between 7 and 14 days in columns 0090 to 0120;

(d) 

between 14 and 1 month in columns 0130 to 0160;

(e) 

between 1 and 3 months in columns 0170 to 0200;

(f) 

between 3 and 6 months in columns 0210 to 0240;

(g) 

in more than 6 months in columns 0250 to 0280.

3. For each time bucket described in point2, the amount maturing shall be reported in the left-hand column, the amount funds rolled over shall be reported in the ‘Roll over’ column, new funds obtained shall be reported in the ‘New Funds’ column and the net difference between new funds on the one hand and roll-over minus maturing funds on the other shall be reported in the right-hand column.

4. Total net cash flows shall be reported in column 290 and shall equal the sum of all ‘Net’ columns numbered 0040, 0080, 0120, 0160, 0200, 0240 and 0280.

5. The average term of funding, in days, for maturing term funds shall be reported in column 0300.

6. The average term of funding, in days, of funds rolled over shall be reported in column 0310

7. The average term of funding, in days, for new term funds shall be reported in column 0320.

8. The ‘Maturing’ amount shall comprise all liabilities that were contractually withdrawable by the provider of the funding or due on the relevant day in the reporting period. It shall always be reported with a positive sign.

9. The ‘Roll-over’ amount shall comprise the maturing amount as defined in points 2 and 3 that remains with the institution on the relevant day of the reporting period. It shall always be reported with a positive sign. Where the maturity of the funding has changed due to the roll-over event, the ‘roll-over’ amount shall be reported in a time bucket in accordance with the new maturity.

10. The ‘New funds’ amount shall comprise actual inflows of funding on the relevant day in the reporting period. It shall always be reported with a positive sign.

11. The ‘Net’ amount shall be considered as a change of funding within a particular original maturity time band on the relevant day of the reporting period, and shall be calculated by adding in the ‘net’ column the new funds plus the roll over funds minus the maturing funds.

12. Instructions concerning specific columns:



Column

Legal references and instructions

0010 to 0040

Overnight

The total amount of funding maturing on the relevant day of the reporting period with an overnight original maturity shall be reported in column 0010 of line item 1.1-1.31. For months with less than 31 days as well as for weekends, irrelevant lines shall be left empty.

The total amount of funding rolled-over on the relevant day of the reporting period with an overnight original maturity shall be reported in column 0020 of line item 1.1-1.31.

The total amount of new funding obtained on the relevant day of the reporting period with an overnight original maturity shall be reported in column 0030 of line item 1.1-1.31.

The net difference between, on the one hand, maturing daily funding and, on the other hand, roll-overs plus new daily funding obtained shall be reported in column 0040 of line item 1.1-1.31.

0050 to 0080

> 1 day ≤ 7 days

The total amount of funding maturing on the relevant day of the reporting period with an original maturity between one day and one week shall be reported in column 0050 of line item 1.1-1.31. For months with less than 31 days as well as for weekends, irrelevant lines shall be left empty.

The total amount of funding rolled-over on the relevant day of the reporting period with an original maturity between one day and one week shall be reported in column 0060 of line item 1.1-1.31.

The total amount of new funding obtained on the relevant day of the reporting period with an original maturity between one day and one week shall be reported in column 0070 of line item 1.1-1.31.

The net difference between, on the one hand, maturing funding and, on the other hand, roll-overs plus new funding obtained shall be reported in column 0080 of line item 1.1-1.31.

0090 to 0120

> 7days ≤ 14 days

The total amount of funding maturing on the relevant day of the reporting period with an original maturity between one week and two weeks shall be reported in column 0090 of line item 1.1-1.31. For months with less than 31 days as well as for weekends, irrelevant lines shall be left empty.

The total amount of funding rolled-over on the relevant day of the reporting period with an original maturity between one week and two weeks shall be reported in column 0100 of line item 1.1-1.31.

The total amount of new funding obtained on the relevant day of the reporting period with an original maturity between one week and two weeks shall be reported in column 0110 of line item 1.1-1.31.

The net difference between, on the one hand, maturing funding and, on the other hand, roll-overs plus new funding obtained, shall be reported in column 0120 of line item 1.1-1.31.

0130 to 0160

> 14 days ≤ 1 month

The total amount of funding maturing on the relevant day of the reporting period with an original maturity between two weeks and one month shall be reported in column 0130 of line item 1.1-1.31. For months with less than 31 days as well as for weekends, irrelevant lines shall be left empty.

The total amount of funding rolled-over on the relevant day of the reporting period with an original maturity between two weeks and one month shall be reported in column 0140 of line item 1.1-1.31.

The total amount of new funding obtained on the relevant day of the reporting period with an original maturity between two weeks and one month shall be reported in column 0150 of line item 1.1-1.31.

The net difference between, on the one hand, maturing funding and, on the other hand, roll-overs plus new funding obtained shall be reported in column 0160 of line item 1.1-1.31.

0170 to 0200

> 1 Month ≤ 3 Months

The total amount of funding maturing on the relevant day of the reporting period with an original maturity between one month and three months shall be reported in column 0170 of line item 1.1-1.31. For months with less than 31 days as well as for weekends, irrelevant lines shall be left empty.

The total amount of funding rolled-over on the relevant day of the reporting period with an original maturity between one month and three months shall be reported in column 0180 of line item 1.1-1.31.

The total amount of new funding obtained on the relevant day of the reporting period with an original maturity between one month and three months shall be reported in column 0190 of line item 1.1-1.31.

The net difference between, on the one hand, maturing funding and, on the other hand, roll-overs plus new funding obtained, shall be reported in column 0200 of line item 1.1-1.31.

0210 to 0240

> 3 Months ≤ 6 Months

The total amount of funding maturing on the relevant day of the reporting period with an original maturity between three months and six months shall be reported in column 0210 of line item 1.1-1.31. For months with less than 31 days as well as for weekends, irrelevant lines shall be left empty.

The total amount of funding rolled-over on the relevant day of the reporting period with an original maturity between three months and six months shall be reported in column 0220 of line item 1.1-1.31.

The total amount of new funding obtained on the relevant day of the reporting period with an original maturity between three months and six months shall be reported in column 0230 of line item 1.1-1.31.

The net difference between, on the one hand, maturing funding and, on the other hand, roll-overs plus new funding obtained, shall be reported in column 0240 of line item 1.1-1.31.

0250 to 0280

> 6 Months

The total amount of funding maturing on the relevant day of the reporting period with an original maturity beyond six months shall be reported in column 0250 of line item 1.1-1.31. For months with less than 31 days as well as for weekends, irrelevant lines shall be left empty.

The total amount of funding rolled-over on the relevant day of the reporting period with an original maturity beyond six months shall be reported in column 0260 of line item 1.1-1.31.

The total amount of new funding obtained on the relevant day of the reporting period with an original maturity beyond six months shall be reported in column 0270 of line item 1.1-1.31.

The net difference between, on the one hand, maturing funding and, on the other hand, roll-overs plus new funding obtained, shall be reported in column 0280 of line item 1.1-1.31.

0290

Total net cash flows

The total net cash flows equal to the sum of all ‘Net’ columns numbered 0040, 0080, 0120, 0160, 0200, 0240, 0280, shall be reported in column 0290.

0300 to 0320

Average Term (days)

The weighted average term, in days, of all funds maturing shall be reported in column 0300. The weighted average term, in days, of all funds rolled over shall be reported in column 0310, the weighted average term, in days, of all new funds shall be reported in column 0320.