Index IndexConstraints ConstraintsDPM Map DPM Map

boe_tCL66.02.01.01 - CL66.02.01.01 - PRA110. Overnight and higher maturity. Significant Currencies

CL66.02.01.01
OvernightGreater than overnight up to 2 daysGreater than 2 days up to 3 daysGreater than 3 days up to 4 daysGreater than 4 days up to 5 daysGreater than 5 days up to 6 daysGreater than 6 days up to 7 daysDay 8Day 9Day 10Day 11Day 12Day 13Day 14Day 15Day 16Day 17Day 18Day 19Day 20Day 21Day 22Day 23Day 24Day 25Day 26Day 27Day 28Day 29Day 30Day 31Day 32Day 33Day 34Day 35Day 36Day 37Day 38Day 39Day 40Day 41Day 42Day 43Day 44Day 45Day 46Day 47Day 48Day 49Day 50Day 51Day 52Day 53Day 54Day 55Day 56Day 57Day 58Day 59Day 60Day 61Day 62Day 63Day 64Day 65Day 66Day 67Day 68Day 69Day 70Day 71Day 72Day 73Day 74Day 75Day 76Day 77Day 78Day 79Day 80Day 81Day 82Day 83Day 84Day 85Day 86Day 87Day 88Day 89Day 90Day 91Day 92Greater than 7 days up to 2 weeksGreater than 2 weeks up to 3 weeksGreater than 3 weeks up to 30 daysGreater than 30 days up to 5 weeksGreater than 5 weeks up to 2 monthsGreater than 2 months up to 3 monthsGreater than 3 months up to 4 monthsGreater than 4 months up to 5 monthsGreater than 5 months up to 6 monthsGreater than 6 months up to 9 monthsGreater than 9 months up to 12 monthsGreater than 12 months up to 2 yearsGreater than 2 years up to 5 yearsGreater than 5 years
Of which: open
02060100300400500600700806020603060406050606060706080609070007010702070307040705070607070708070907100711071207130714071507160717071807190720072107220723072407250726072707280729073007310732073307340735073607370738073907400741074207430744074507460747074807490750075107520753075407550756075707580759076007610762076307640765076607670768076907700771077207730774077507760090100110120130140150160170180190200210220
OUTFLOWS009
Liabilities resulting from securities issued (if not treated as retail deposits)010
unsecured bonds due020
regulated covered bonds030
securitisations due040
other050
Liabilities resulting from secured lending and capital market driven transactions collateralised by:060
Level 1 tradable assets070
Of which: UK central or regional government, local authority or public sector entity assets7440
Level 1 excluding covered bonds080
Level 1 central bank090
Level 1 (CQS 1)100
Level 1 (CQS2, CQS3)110
Level 1 (CQS4+)120
Level 1 covered bonds (CQS1)130
Level 2A tradable assets140
Level 2A corporate bonds (CQS1)150
Level 2A covered bonds (CQS1, CQS2)160
Level 2A public sector (CQS1, CQS2)170
Level 2B tradable assets180
Level 2B ABS (CQS1)190
Level 2B covered bonds (CQS1-6)200
Level 2B: corporate bonds (CQS1-3)210
Level 2B shares220
Level 2B public sector (CQS 3-5)230
other tradable assets240
Of which: counterparty is central govt, PSE<=RW20%, MDB6000
other assets250
Of which: counterparty is central govt, PSE<=RW20%, MDB6010
Of which (from all of 1.2 above): liabilities resulting from secured lending and capital market driven transactions where the counterparty is a central bank collateralised by:6020
Level 1 tradable assets6030
Of which: UK central or regional government, local authority or public sector entity assets7450
Level 1 excluding covered bonds6040
Of which: CQS16050
Level 1 covered bonds (CQS1)6060
Level 2A tradable assets6070
Level 2B tradable assets6080
Level 2B ABS (CQS1)6090
Level 2B covered bonds (CQS1-6)6100
Level 2B corporate bonds (CQS1-3)6110
Level 2B shares6120
Level 2B public sector (CQS 3-5)6130
other tradable assets6140
other assets6150
Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral)260
Stable retail deposits (3% & 5% category)270
Of which: derogated stable retail deposits (3% category)6160
Other retail deposits (multiple categories)280
Of which: other (10% category)6170
Of which: not covered by DGS6180
Of which: higher outflow retail: category 1 (10-15% category)6190
Of which: not covered by DGS6200
Of which: higher outflow retail: category 2 (15-20% category)6210
Of which: not covered by DGS6220
Of which: deposits in third countries where a higher outflow is applied6230
Of which: not covered by DGS6240
Of which: deposits where the payout has been agreed (100% category)6250
Operational deposits290
Of which: covered by DGS6260
Of which: maintained in the context of IPS or a cooperative network and treated as liquid assets for the depositing credit institution6270
Non-operational deposits from credit institutions300
Non-operational deposits from other financial customers310
Non-operational deposits from central banks320
Non-operational deposits from non-financial corporates330
Of which: covered by DGS7460
Non-operational deposits from other counterparties340
Of which: covered by DGS6280
FX-swaps maturing350
Derivatives amount payables other than those reported in 1.4360
Other outflows370
Total outflows380
INFLOWS389
Monies due from secured lending and capital market driven transactions collateralised by:390
Level 1 tradable assets400
Of which: UK central or regional government, local authority or public sector entity assets7470
Level 1 excluding covered bonds410
Level 1 central bank420
Level 1 (CQS 1)430
Level 1 (CQS2, CQS3)440
Level 1 (CQS4+)450
Level 1 covered bonds (CQS1)460
Level 2A tradable assets470
Level 2A corporate bonds (CQS1)480
Level 2A covered bonds (CQS1, CQS2)490
Level 2A public sector (CQS1, CQS2)500
Level 2B tradable assets510
Level 2B ABS (CQS1)520
Level 2B covered bonds (CQS1-6)530
Level 2B: corporate bonds (CQS1-3)540
Level 2B shares550
Level 2B public sector (CQS 3-5)560
other tradable assets570
Of which: transaction is a margin loan6290
other assets580
Of which (from all of 2.1 above): monies due from secured lending and capital market driven transactions where the reverse repo is covering a short position collateralised by6300
Level 1 tradable assets6310
Of which: UK central or regional government, local authority or public sector entity assets7480
Level 1 excluding covered bonds6320
Of which: CQS 16330
Level 1 covered bonds (CQS1)6340
Level 2A tradable assets6350
Level 2B tradable assets6360
Level 2B ABS (CQS1)6370
Level 2B covered bonds (CQS1-6)6380
Level 2B corporate bonds (CQS1-3)6390
Level 2B shares6400
Level 2B public sector (CQS 3-5)6410
other tradable assets6420
Of which: transaction is a margin loan6430
other assets6440
Monies due not reported in 2.1 resulting from loans and advances granted to590
Retail customers600
Of which: not corresponding to principal repayment (e.g. interest)6450
Non-financial corporates610
Of which: not corresponding to principal repayment (e.g. interest)6460
Credit institutions620
Of which: is being classified by the counterparty as operational deposits6470
Other financial customers630
Of which: is being classified by the counterparty as operational deposits6480
Central banks640
Other counterparties650
FX-swaps maturing660
Derivatives amount receivables other than those reported in 2.3670
Paper in own portfolio maturing680
Of which: HQLA7490
Of which: UK central or regional government, local authority or public sector entity assets7500
Of which: Level 1 CQS1 excluding covered bonds7510
Other inflows690
Total inflows700
Net funding gap710
Cumulated net funding gap720
COUNTERBALANCING CAPACITY729
Withdrawable central bank reserves740
Level 1 tradable assets750
Of which: UK central or regional government, local authority or public sector entity assets7520
Level 1 excluding covered bonds760
Level 2A assets included due to Alternative Liquidity Approaches6490
Level 1 central bank770
Level 1 (CQS 1)780
Level 1 (CQS2, CQS3)790
Level 1 (CQS4+)800
Level 1 covered bonds (CQS1)810
Level 2A tradable assets820
Level 2A corporate bonds (CQS1)830
Level 2A covered bonds (CQS 1, CQS2)840
Level 2A public sector (CQS1, CQS2)850
Level 2B tradable assets860
Level 2B ABS (CQS1)870
Level 2B covered bonds (CQS1-6)880
Level 2B corporate bonds (CQS1-3)890
Level 2B shares900
Level 2B public sector (CQS 3-5)910
Deposits by / Liquidity funding available to network member with/from central institution6500
Other tradable assets920
Central government (CQS1)930
Central government (CQS 2 & 3)940
Shares950
covered bonds960
ABS970
Other tradable assets980
Non tradable assets eligible for central banks990
Undrawn committed facilities received1000
Level 1 facilities1010
Level 2B restricted use facilities1020
Level 2B IPS facilities1030
Other facilities1040
from intragroup counterparties1050
Of which: reported as LCR inflows from undrawn credit or liquidity facilities provided by members of a group or an institutional protection scheme where the competent authorities have granted permission to apply a higher inflow rate6510
from other counterparties1060
Of which: from central banks reported as LCR inflows from undrawn credit or liquidity facilities and any other commitments provided by central banks provided that there is no double counting with liquid assets6520
Net change of Counterbalancing Capacity1070
Cumulated Counterbalancing Capacity1080
CONTINGENCIES1089
Outflows from committed facilities1090
Committed credit facilities1100
considered as Level 2B by the receiver1110
other1120
of which: Retail customers, or to credit institutions for funding promotional loans of retail customers6530
of which: Non-financial customers other than retail customers, or to credit institutions for funding promotional loans of non-financial customers6540
of which: Credit institutions not for funding promotional loans; or regulated financial institutions other than credit institutions6550
of which: Other financial customers6560
Liquidity facilities1130
Of which: considered as Level 2B by the receiver6570
Of which: to retail customers, or to credit institutions for funding promotional loans of retail customers6580
Of which: to non-financial customers other than retail customers, or to credit institutions for funding promotional loans of non-financial customers6590
Of which: to personal investment companies6600
Of which: to SSPEs to purchase assets other than securities from non-financial customers6610
Of which: to SSPEs - other6620
Of which: to credit institutions not for funding promotional loans6630
Of which: to other financial customers6640
Other products and services (Article 23 items)6650
planned derivatives payables (Art.23)6780
Outflows due to downgrade triggers1140
1 notch6800
2 notch6810
3 notch6820
4 notch6830
5 notch6840
6 notch6850
7 notch6860
8 notch6870
Collateral other than Level 1 assets collateral posted for derivatives6890
Level 1 EHQ Covered Bonds assets collateral posted for derivatives6900
Short positions not covered by collateralised SFT6910
Callable excess collateral6920
Due collateral6930
Liquid asset collateral exchangeable for non-liquid asset collateral6940
Assets borrowed on an unsecured basis6950
Internal netting of client´s positions6960
MEMORANDUM ITEMS1149
Intragroup or IPS outflows (excluding FX)1200
Of which: unsecured6970
Of which: repo involving Level 1 HQLA collateral6980
Intragroup or IPS inflows (excluding FX and maturing securities)1210
Of which: unsecured6990
Of which: reverse repo involving Level 1 HQLA collateral7000
Intragroup or IPS inflows from maturing securities1220
HQLA central bank eligible1230
non-HQLA central bank eligible1240
Collateral swap flows:7010
Level 1 tradable assets7020
Of which: UK central or regional government, local authority or public sector entity assets7530
Level 1 excluding covered bonds7030
Of which: CQS 17040
Level 1 covered bonds (CQS1)7050
Level 2A tradable assets7060
Level 2B tradable assets7070
Level 2B ABS (CQS1)7080
Level 2B covered bonds (CQS1-6)7090
Level 2B: corporate bonds (CQS1-3)7100
Level 2B shares7110
Level 2B public sector (CQS 3-5)7120
Other tradable assets7130
Other assets7140
Outflows which can be met by posting securities (Total)7240

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