Uk 8521

PRA110: Cash flow mismatch
Code ID
009 1
010 1.1
020 1.1.1
030 1.1.2
040 1.1.3
050 1.1.4
060 1.2
070 1.2.1
080 1.2.1.1
090 1.2.1.1.1
100 1.2.1.1.2
110 1.2.1.1.3
120 1.2.1.1.4
130 1.2.1.2
140 1.2.2
150 1.2.2.1
160 1.2.2.2
170 1.2.2.3
180 1.2.3
190 1.2.3.1
200 1.2.3.2
210 1.2.3.3
220 1.2.3.4
230 1.2.3.5
240 1.2.4
6000 1.2.4.60
250 1.2.5
6010 1.2.5.60
6020 1.2.60
6030 1.2.60.1
6040 1.2.60.1.1
6050 1.2.60.1.1.1
6060 1.2.60.1.2
6070 1.2.60.2
6080 1.2.60.3
6090 1.2.60.3.1
6100 1.2.60.3.2
6110 1.2.60.3.3
6120 1.2.60.3.4
6130 1.2.60.3.5
6140 1.2.60.4
6150 1.2.60.5
tested al260 1.3
270 1.3.1
6160 1.3.1.60
280 1.3.2
6170 1.3.2.60
6180 1.3.2.60.1
6190 1.3.2.61
6200 1.3.2.61.1
6210 1.3.2.62
6220 1.3.2.62.1
6230 1.3.2.63
6240 1.3.2.63.1
6250 1.3.2.64
290 1.3.3
6260 1.3.3.60
6270 1.3.3.61
300 1.3.4
310 1.3.5
320 1.3.6
330 1.3.7
340 1.3.8
6280 1.3.8.60
350 1.4
360 1.5
370 1.6
380 1.7
389 2
390 2.1
400 2.1.1
410 2.1.1.1
420 2.1.1.1.1
430 2.1.1.1.2
440 2.1.1.1.3
450 2.1.1.1.4
460 2.1.1.2
470 2.1.2
480 2.1.2.1
490 2.1.2.2
500 2.1.2.3
510 2.1.3
520 2.1.3.1
530 2.1.3.2
540 2.1.3.3
550 2.1.3.4
560 2.1.3.5
570 2.1.4
6290 2.1.4.60
580 2.1.5
6300 2.1.60
6310 2.1.60.1
6320 2.1.60.1.1
6330 2.1.60.1.1.1
6340 2.1.60.1.2
6350 2.1.60.2
6360 2.1.60.3
6370 2.1.60.3.1
6380 2.1.60.3.2
6390 2.1.60.3.3
6400 2.1.60.3.4
6410 2.1.60.3.5
6420 2.1.60.4
6430 2.1.60.4.1
6440 2.1.60.5
590 2.2
600 2.2.1
6450 2.2.1.60
610 2.2.2
6460 2.2.2.60
620 2.2.3
6470 2.2.3.60
630 2.2.4
6480 2.2.4.60
640 2.2.5
650 2.2.6
660 2.3
670 2.4
680 2.5
690 2.6
700 2.7
710 2.8
720 2.9
0729 3
730 3.1
740 3.2
750 3.3
760 3.3.1
6490 3.3.1.60
770 3.3.1.1
780 3.3.1.2
790 3.3.1.3
800 3.3.1.4
810 3.3.2
820 3.4
830 3.4.1
840 3.4.3
850 3.4.4
860 3.5
870 3.5.1
880 3.5.2
890 3.5.3
900 3.5.4
910 3.5.5
6500 3.5.60
920 3.6
930 3.6.1
940 3.6.2
950 3.6.3
960 3.6.4
970 3.6.5
980 3.6.6
990 3.7
1000 3.8
1010 3.8.1
1020 3.8.2
1030 3.8.3
1040 3.8.4
1050 3.8.4.1
6510 3.8.4.1.60
1060 3.8.4.2
6520 3.8.4.2.60
1070 3.9
1080 3.10
1089 4
tested all
1090 4.1
1100 4.1.1
1110 4.1.1.1
1120 4.1.1.2
6530
4.1.1.2.60
6540
4.1.1.2.61
6550 4.1.1.2.62
6560 4.1.1.2.63
1130 4.1.2
6570 4.1.2.60
6580
4.1.2.61
6590
4.1.2.62
6600
4.1.2.63
6610
4.1.2.64
6620 4.1.2.65
6630 4.1.2.66
6640 4.1.2.67
6650 4.60
6660 4.60.1
6670 4.60.2
6680 4.60.3
6690 4.60.4
6700 4.60.5
6710 4.60.6
6720 4.60.6.1
6730 4.60.6.1.1
6740 4.60.6.1.2
6750 4.60.6.1.3
6760 4.60.6.1.4
6770 4.60.6.2
6780 4.60.7
6790 4.60.8
1140 4.2
6800 4.2.60
6810 4.2.61
6820 4.2.62
6830 4.2.63
6840 4.2.64
6850 4.2.65
6860 4.2.66
6870 4.2.67
6880
4.61
6890 4.62
6900 4.63
6910 4.64
6920 4.65
TBD 6930 4.66
TBD 6940 4.67
6950 4.68
6960 4.69
1149 MEMORANDUM ITEMS
1200 10
6970 10.60
6980 10.61
1210 11
6990 11.60
7000 11.61
1220 12
1230 13
1240 14
1270 17
1280 18
1290 19
7010 60
7020 60.1
7030 60.1.1
7040 60.1.1.1
7050 60.1.2
7060 60.2
7070 60.3
7080 60.3.1
7090 60.3.2
7100 60.3.3
7110 60.3.4
7120 60.3.5
7130 60.4
7140 60.5
7150 61
7160 62
7170 63
7180 64
7190 65
7200 66
7210 67
7220 68
7230
69
7240 70
Monetisation Actions:
7250 71
7260 71.1
7270 71.2
7280 71.3
7290 72
7300 72.1
7310 72.2
7320 72.3
7330 73
7340 73.1
7350 73.2
7360 73.2
Cumulated Liquidity Resources Post Firm Actions:
7370 74
7380 74.1
7390 74.2
7400 74.3
7410 74.4
7420 75
7430 76
110: Cash flow mismatch
TOTAL
LCR weight
Item
6000
OUTFLOWS
Liabilities resulting from securities issued (if not treated as retail deposits)
unsecured bonds due
regulated covered bonds
securitisations due
other
Liabilities resulting from secured lending and capital market driven
transactions collateralised by:
Level 1 tradable assets
Level 1 excluding covered bonds
Level 1 central bank
Level 1 (CQS 1) #REF!
Level 1 (CQS2, CQS3)
Level 1 (CQS4+) #REF!
Level 1 covered bonds (CQS1)
Level 2A tradable assets
Level 2A corporate bonds (CQS1) #REF!

Level 2A covered bonds (CQS1, CQS2)
Level 2A public sector (CQS1, CQS2) #REF!
Level 2B tradable assets
Level 2B ABS (CQS1) #REF!
Level 2B covered bonds (CQS1-6)
Level 2B: corporate bonds (CQ1-3)
Level 2B shares
Level 2B public sector (CQS 3-5)
other tradable assets
Of which: counterparty is central govt, PSE<=RW20%, MDB
other assets
Of which: counterparty is central govt, PSE<=RW20%, MDB
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:

Of which: CQS1
Level 2B ABS (CQS1)
Level 2B corporate bonds (CQ1-3)
Level 2B shares
other assets
Liabilities not reported in 1.2, resulting from deposits received (excluding
deposits received as collateral)
Stable retail deposits (3% & 5% category) #REF!
Of which: derogated stable retail deposits (3% category) #REF!
Other retail deposits (multiple categories)
Of which: other (10% category) #REF!
Of which: not covered by DGS
Of which: higher outflow retail: category 1 (10-15% category) #REF!
Of which: higher outflow retail: category 2 (15-20% category) #REF!
Of which: deposits in third countries where a higher outflow is applied #REF!
Of which: deposits where the payout has been agreed (100% category) #REF!
Operational deposits #REF!
Of which: covered by DGS #REF!
Of which: maintained in the context of IPS or a cooperative network and treated
#REF!
as liquid assets for the depositing credit institution
Non-operational deposits from credit institutions #REF!
Non-operational deposits from other financial customers #REF!
Non-operational deposits from central banks #REF!
Non-operational deposits from non-financial corporates #REF!
Non-operational deposits from other counterparties #REF!
Of which: covered by DGS #REF!
FX-swaps maturing
Derivatives amount payables other than those reported in 1.4
Other outflows
Total outflows
LCR weight
INFLOWS
Monies due from secured lending and capital market driven transactions
collateralised by:
Level 1 central bank #REF!
Level 1 (CQS2, CQS3)
Level 1 (CQS4+)
Level 2A corporate bonds (CQS1) #REF!

Level 2A covered bonds (CQS1, CQS2)
Level 2A public sector (CQS1, CQS2)
Level 2B ABS (CQS1)
Level 2B shares
other tradable assets #REF!
Of which: transaction is a margin loan
other assets
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 by

Of which: CQS 1
Level 2B ABS (CQS1)
Level 2B shares
Of which: transaction is a margin loan
other assets
Monies due not reported in 2.1 resulting from loans and advances granted to
Retail customers
Of which: not corresponding to principal repayment (i.e. interest)
Non-financial corporates
Of which: not corresponding to principal repayment (i.e. interest)
Credit institutions
Of which: is being classified by the counterparty as operational deposits
Other financial customers
Of which: is being classified by the counterparty as operational deposits
Central banks
Other counterparties
FX-swaps maturing
Derivatives amount receivables other than those reported in 2.3
Paper in own portfolio maturing
Other inflows #REF!
Total inflows
Net funding gap
Cumulated net funding gap
LCR weight
COUNTERBALANCING CAPACITY
Coins and bank notes
Withdrawable central bank reserves
Level 2A assets included due to Alternative Liquidity Approaches
Level 1 central bank #REF!
Level 1 (CQS2, CQS3) #REF!
Level 1 (CQS4+) #REF!
Level 1 covered bonds (CQS1) #REF!
Level 2A corporate bonds (CQS1)
Level 2A covered bonds (CQS 1, CQS2)
Level 2A public sector (CQS1, CQS2)
Level 2B ABS (CQS1) #REF!
Level 2B shares
Deposits by / Liquidity funding available to network member with/from central
institution
Other tradable assets
Central government (CQS1)
Central government (CQS 2 & 3)
Shares
covered bonds
ABS
Non tradable assets eligible for central banks
Undrawn committed facilities received
Level 1 facilities
Level 2B restricted use facilities
Level 2B IPS facilities
Other facilities
from intragroup counterparties
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 rate
from other counterparties
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 assets
Net change of Counterbalancing Capacity
Cumulated Counterbalancing Capacity
CONTINGENCIES LCR weight
Outflows from committed facilities

Committed credit facilities
considered as Level 2B by the receiver #REF!
other
of which: Retail customers, or to credit institutions for funding promotional loans of
#REF!
retail customers
of which: Non-financial customers other than retail customers, or to credit
#REF!
institutions for funding promotional loans of non-financial customers
of which: Credit institutions not for funding promotional loans #REF!
of which: Other financial customers #REF!
Liquidity facilities
Of which: considered as Level 2B by the receiver #REF!
Of which: to retail customers, or to credit institutions for funding promotional loans
#REF!
of retail customers
Of which: to non-financial customers other than retail customers, or to credit

#REF!
institutions for funding promotional loans of non-financial customers
Of which: to personal investment companies #REF!
Of which: to SSPEs to purchase assets other than securities from non-financial

#REF!
customers
Of which: to SSPEs - other #REF!
Of which: to credit institutions not for funding promotional loans #REF!
Of which: to other financial customers #REF!
Other products and services (Article 23 items)
other off-balance sheet and contingent funding obligations
undrawn loans and advances to wholesale counterparties
mortgages that have been agreed but not yet drawn down
credit cards
overdrafts
planned outflows related to renewal or extension of new retail or wholesale loans
the excess of funding to non-financial customers
the excess of funding to retail customers
the excess of funding to non financial corporates
the excess of funding to sovereigns, MLDBs and PSEs
the excess of funding to other legal entities
other (planned outflows related to renewal or extension of new retail or wholesale
loans)
planned derivatives payables (Art.23)
trade finance off-balance sheet related products
Outflows due to downgrade triggers 1.00
1 notch
2 notch
3 notch
4 notch
5 notch
6 notch
7 notch
8 notch
LCR "impact of an adverse market scenario on derivatives, financing transactions
and other contracts"
Collateral other than Level 1 assets collateral posted for derivatives #REF!
Level 1 EHQ Covered Bonds assets collateral posted for derivatives #REF!
Short positions not covered by collateralised SFT 1.00
Callable excess collateral 1.00
Due collateral 1.00
Liquid asset collateral exchangeable for non-liquid asset collateral 1.00
Assets borrowed on an unsecured basis 1.00
Internal netting of client´s positions 0.50
ORANDUM ITEMS LCR weight
Intragroup or IPS outflows (excluding FX)

Of which: unsecured
Of which: repo involving Level 1 HQLA collateral
Intragroup or IPS inflows (excluding FX and maturing securities)
Of which: unsecured
Of which: reverse repo involving Level 1 HQLA collateral
Intragroup or IPS inflows from maturing securities
HQLA central bank eligible
non-HQLA central bank eligible
Behavioural outflows from deposits
Behavioural inflows from loans and advances
Behavioural draw-downs of committed facilities
Collateral swap flows:
Of which: CQS 1
Level 2B ABS (CQS1)
Level 2B shares
Other assets
Derivatives initial margin given (CCPs and Exchanges)
Derivatives initial margin given (Other)
Derivatives variation margin given
Derivatives initial margin received (CCPs and Exchanges)
Derivatives initial margin received (Other)
Derivatives variation margin received
Non-margined derivatives: out-of-the-money MTM exposure
Non-margined derivatives: in-the-money MTM exposure
Non-derivatives initial margin given (CCPs and Exchanges) e.g. LCH repoclear, etc
Outflows which can be met by posting securities (Total)
etisation Actions: LCR weight
Securities monetised via outright sale

Level 1 Tradable assets
Level 2A Tradable Assets
Level 2B Tradable Assets
Securities monetised via new secured financing transactions
Cash flows from monetisation actions
ulated Liquidity Resources Post Firm Actions: LCR weight
Total HQLA
Cash
Total Usable Liquidity Resources
Pillar 2 add-on
Initial stock Overnight Greater than Greater than 2
overnight up to days up
2 days to 3 days
Of which:
open
010 020 6010 030 040
#REF! - #REF!
#REF!
#REF! #REF!
#REF! #REF! - -
- - - -
- - - -
- - - -
#REF! #REF! - -
#REF! #REF!
- - - -
- - - -
- - - -
#REF! #REF! - -
- - - -
#REF! #REF!
#REF! #REF!
#REF! #REF!
#REF!
#REF! #REF! - #REF!
overnight up days up to
to 2 days 3 days
Of which:
open
- - - #REF!
- - - -
- - - -
- - - -
- - - -
#REF!
- - - -
- - - -
- - - -
- - - #REF!
#REF!
#REF!
- - - #REF!
#REF! #REF! - #REF!
#REF! #REF! #REF! #REF!
overnight up to days up to
2 days 3 days
Of which:
open
#REF! #REF!
#REF! - - - #REF!
#REF! - - - #REF!
#REF!
#REF!
#REF! #REF!
#REF!
#REF!
#REF! - - - -
#REF!
#REF! #REF! #REF! - -

#REF! #REF! #REF!
#REF! #REF! - - #REF!
#REF!
#REF! #REF!
#REF! - - - -
#REF! - - - -
#REF!
#REF!
#REF! #REF! - #REF!

#REF! #REF! #REF! #REF! #REF!
Initial stock Overnight Greater than
Greater than 2
Of which: overnight up to
days up to 3 days
open 2 days
0 0 0 #REF!
0 0 0 #REF!
#REF!
0 0 0 #REF!
#REF!
#REF!
#REF!
#REF!
0 0 0 #REF!
#REF!
#REF!
#REF!
0 0 0 0
#REF!
#REF!
#REF!
#REF!
#REF!
0
0
#REF!
#REF!
#REF!
1
1
1

overnight up to Greater than 2
Of which: 2 days days up to 3 days
open
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
Initial stock Greater than

Overnight (Day 1 of Greater than 2
overnight up to
stress) days up to 3 days
2 days
Greater than 2
Of which: overnight up to
days up to 3 days
open 2 days
Greater than 3 Greater than 4 Greater than 5 Greater than 6
days up days up days up days up
to 4 days to 5 days to 6 days to 7 days
Day 8
050 060 070 080 6020
#REF! #REF! #REF! - -
#REF! #REF! #REF!
- - #REF! - -
- - - - -
- - - - -
- - - - -
- - - - -
#REF!
- - - - -
- - - - -
- - - - -
- #REF! #REF! #REF! #REF!
- #REF! #REF! #REF! -

#REF! #REF!
#REF! #REF! #REF!

#REF!
#REF!
#REF!
#REF!
#REF! #REF!
#REF! #REF!

Greater than 3 Greater than Greater than 5 Greater than 6
days up to 4 days up to days up to days up to
4 days 5 days 6 days 7 days Day 8
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
days up to days up to days up to days up to
4 days 5 days 6 days 7 days Day 8
Day 8
- - #REF! - -
- - #REF! - -
#REF!
- - - - -
- - - - -
- - #REF! - -
#REF!
- - - - -
- - - - -
- - #REF! - -
Greater than 3 days Greater than 4 Greater than 5 Greater than 6

Day 8
up to 4 days days up to 5 days days up to 6 days days up to 7 days
#REF! #REF! #REF! #REF! 0

0 #REF! #REF! #REF! 0
#REF!
0 #REF! #REF! #REF! 0
#REF!
#REF! #REF!
#REF! #REF!
#REF! #REF! #REF! 0 0
#REF!
#REF!
#REF!
0 0 0 0 0
Day 8

Day 8
Day 8
Day 9 Day 10 Day 11 Day 12 Day 13 Day 14
6030 6040 6050 6060 6070 6080
- - - #REF! - -
#REF!
- - - #REF! - #REF!
- - - - - -
- - - - - -
- - - - - -
- - - - - -
#REF! #REF!
- - - - - -
- - - - - -
- - - - - -
#REF! #REF! #REF! - - -
#REF!
#REF!
- #REF! - - - -
#REF!
#REF!
#REF!
#REF! #REF! #REF!
#REF!
#REF! #REF! #REF! #REF! - #REF!
- - - #REF! #REF! #REF!

- - - #REF! #REF! #REF!
- - - #REF! #REF! #REF!
#REF!
#REF! #REF!
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - #REF! #REF! #REF!

#REF! #REF! #REF! #REF! #REF! #REF!

- - - #REF! #REF! #REF!

- - - #REF! #REF! #REF!
#REF!
#REF! #REF!
- - - - - -
- - - - - -
- - - #REF! - #REF!
#REF! #REF!
- - - - - -
- - - - - -
- - - #REF! #REF! #REF!

0 #REF! #REF! #REF! 0 #REF!

#REF!
#REF! #REF!
#REF! #REF!
0 #REF! #REF! 0 0 #REF!
#REF! #REF!
#REF! #REF!
#REF!
0 0 0 0 0 0
#REF! #REF!

6090 7000 7010 7020 7030 7040
- - #REF! - - -
#REF!
#REF!
- - #REF! #REF! #REF! -
- - - #REF! #REF! -
- - - #REF! #REF! -
#REF! #REF!
#REF!
- - #REF! - - -
#REF!
#REF!
- - - - - -
- - - - - -
- - - - - -
- - - - - -
#REF! 6,000 #REF! #REF! #REF! #REF!
- - #REF! #REF! #REF! #REF!
#REF!

#REF!
#REF!
6,000
#REF!
#REF!
- - - #REF! - -
- - - #REF! - -
- - - #REF! - -
#REF!
- - - #REF! - -
#REF!
- - - - - -
#REF!
- - - #REF! - -
- - - #REF! - -
#REF!
#REF!
- - - - - -
- - - - - -
- - - #REF! - -
#REF! - 6,000 #REF! #REF! #REF! #REF!

- - #REF! #REF! #REF! -

- - #REF! #REF! #REF! -
#REF! #REF!
#REF!
#REF!
- - #REF! #REF! - -
#REF! #REF!
#REF!
- - - - - -
- - #REF! #REF! - -
#REF!
#REF!
- - - - - -
- - - - - -
- - #REF! #REF! #REF! -

0 0 #REF! #REF! #REF! #REF!

0 0 #REF! 0 #REF! 0
0 0 #REF! 0 #REF! 0
#REF!
#REF! #REF!
#REF! #REF!
#REF!
0 0 #REF! #REF! #REF! #REF!
#REF!
#REF! #REF!
#REF!

0 0 0 0 0 0
#REF!

7050 7060 7070 7080 7090 7100
- - - #REF! - -
#REF!
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
#REF! 5,000 #REF! - #REF! #REF!
- - - - #REF! #REF!
#REF!
#REF!
#REF!
#REF!
5,000 #REF!
#REF! #REF!
- - - #REF! - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
#REF!
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - #REF! - -
#REF! - 5,000 #REF! #REF! #REF! #REF!

- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - #REF! - -
#REF!
- - - - - -
- - - - - -
- - - #REF! - -
#REF! 0 0 #REF! #REF! #REF!

#REF! 0 0 #REF! 0 #REF!
#REF!
#REF! 0 0 #REF! 0 #REF!
#REF!
#REF!
#REF! 0 0 #REF! #REF! 0
#REF!
#REF! #REF!
#REF!
0 0 0 0 0 0

Day 27? Day 28 Day 29 Day 30 Day 31 Day 32
7110 7120 7130 7140 7150 7160
#REF! - - - #REF! -
#REF!
#REF!
#REF!
#REF!
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
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7170 7180 7190 7200 7210 7220
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7230 7240 7250 7260 7270 7280
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7290 7300 7310 7320 7330 7340
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7350 7360 7370 7380 7390 7400
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7410 7420 7430 7440 7450 7460
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0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
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7470 7480 7490 7500 7510 7520
- - - - - -
- - - - - -
- - - - - -
- - - - - -
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- - - - - -
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#REF! 0 0 0 0 0
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0 0 0 0 0 0
0 0 0 0 0 0

7530 7540 7550 7560 7570 7580
- - - - - -
- - - - - -
- - - - - -
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0 0 0 0 0 0
0 0 0 0 0 0
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7590 7600 7610 7620 7630 7640
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0 0 0 0 0 0
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7650 7660 7670 7680 7690 7700
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- - - - - -
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- - - - - -
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0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0

7710 7720 7730 7740 7750 7760
- - - #REF! #REF! -
#REF!
#REF!
#REF! - - - - -
- - - - - -
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- - - - - -
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- - - - - -
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- - - - - -
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0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0

days up weeks up weeks up weeks up
to 2 weeks to 3 weeks to 4 weeks to 5 weeks
090 100 110 120

- - - #REF!
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- #REF! - -
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days up to weeks up to weeks up to weeks up to
2 weeks 3 weeks 4 weeks 5 weeks
#REF! #REF! #REF! -

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#REF! #REF! 0 0
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0 #REF! 0 0
0 0 0 0
0 0 0 0
0 0 0 #REF!
0 #REF! 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
#REF! 0 0 0
0 #REF! 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0

0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0

0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
Greater than 5 Greater than 2 Greater than 3 Greater than 4 Greater than 5
weeks up months up months up months up months up
to 2 months to 3 months to 4 months to 5 months to 6 months
130 140 150 160 170
#REF! #REF! - #REF! #REF!

- #REF!
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weeks up to months up to months up to months up to months up to
2 months 3 months 4 months 5 months 6 months
#REF! - #REF! #REF! -

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- -
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0 0
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0 #REF!
0 0
0 0 0 0 0
0 0
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0 0
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0 0
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0 0
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0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
Greater than 6 Greater than 9 Greater than 12 Greater than 2 Greater than
months up months up months up years up 5 years
to 9 months to 12 months to 2 years to 5 years
180 190 200 210 220
#REF! - #REF! - #REF!

#REF!
#REF!
#REF!
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - #REF! #REF! -
- - - - -
#REF!
#REF!
#REF! #REF!
months up to months up to months up to years up to 5 years
9 months 12 months 2 years 5 years
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
#REF! #REF! #REF!

#REF!
#REF! - - #REF! #REF!
months up to months up to months up to years up to 5 years
#REF! - - #REF! #REF!
#REF! - - - #REF!
#REF!
#REF! #REF!
#REF!
- #REF! - - -
#REF!
- - - - -
#REF! - - - #REF!
#REF! #REF!
#REF!
- - - - -
- - - - -
#REF! #REF! - #REF! #REF!

Greater than
months up to months up to months up to years up to
5 years
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
139,982

Greater than
5 years

Greater than
5 years
Greater than
5 years
IDE_BOOKCOST_CNTR_REF IDE_BUSINESS_UNIT_REF IDE_INTERNAL_PARTY_REF
LONDON IBD WKFS
DES_SHORT STATUS LOT_TYPE_FK VALID_ON
Investment Banking Division 5 1 20170630
IDE_BUSINESS_UNIT_REF IDE_INTERNAL_PARTY_REF DES_SHORT
IBD WKFS Investment Banking Division
RCA_EXPECTED_LOSS CDE_BUSINESS_LINE RCA_GROSS_INCOME RCA_CAP_REQ
2
RCA_RISK_TRANSFER TYP_PAST_SEMESTER STATUS VALID_ON LOT_TYPE_FK
5 20170630 1
VALID_ON LOT_TYPE_FK STATUS ROW_TYPE IDE_POSITION_REF
20170630 1 5 CF_NONOPERATIONAL_DEPOSIT_47
20170630 1 5 CF_NONOPERATIONAL_DEPOSIT_48
20170630 1 5 CF_S4_MEMO CA_margin_1
20170630 1 5 CF_S4_MEMO CA_margin_2
20170630 1 5 CF_CA_1
20170630 1 5 CF_CA_2
IDE_CF_TO_POSITION_REF IDE_INTERNAL_ONE IDE_INTERNAL_PARTY_REF
NONOPERATIONAL_DEPOSIT_47 WKFS
NONOPERATIONAL_DEPOSIT_48 WKFS
S4_MEMO CA_margin_1 WKFS
S4_MEMO CA_margin_2 WKFS
CA_1 WKFS
CA_2 WKFS
DTE_CASH_FLOW CCY_ISO_CURRENCY OCA_CF_AMOUNT RCA_CF_AMOUNT
20170712 GBP 6,000 6,000
20170714 GBP 5,000 5,000
20170712 GBP 300 300
20170714 GBP 200 200
20170712 GBP 300 300
20170714 GBP 200 200
TYP_DC_INDICATOR IDE_POSITION_TYPE TYP_ENTRY_TYPE TYP_FLOW
1 3 0 1
1 3 0 1
1 1 0 1
1 1 0 1
1 1 0 1
1 1 0 1
TYP_CF_CONTINGENT TYP_CF_ORIGIN
101 1
101 1
101 1
101 1
101 1
101 1
CDE_CONSOLIDATION CTY_RESIDENCE CTY_NATIONALITY CCY_ISO_CURRENCY
0 GB GB
0 JP JP
0 US US
0 GB GB
0 RO RO
0 AT AT
0 HU HU
0 DE DE
0 US US
0 US US
0 US US
11 GB GB
0 IT IT
0 RO RO
0 GB GB
0 GB GB
0 GB GB
0 GB GB
0 GB GB
0 GB GB
0 GB GB
0 GB GB
0 GB GB
0 GB GB
0 GB GB
0 GB GB
0 GB GB
0 SE SE EUR
0 FR FR EUR
0 BE BE EUR
0 IT IT EUR
0 BE BE EUR
0 IE IE
0 IT IT EUR
0 LU IT
1 BE BE
1 BE BE
0 LU IT
0 BE BE
0 NL NL
0 IT IT
0 US US
0 BE BE
0 LI LI
0 IN IN
0 IT IT
0 IT IT
1 US US
1 IT IT
1 IT IT
0 MC GB
0 BE BE
0 JP JP
0 US US
0 GB GB
0 JP JP
0 GB GB
0 GB GB
0 GB GB
0 US US
0 CA CA
0 ES ES
0 GB GB
0 GB GB
0 FR FR
0 DE DE
0 GB GB
0 CA CA
0 CA CA
0 FR FR
0 US US
0 JP JP
0 GB GB
0 US US
0 GB GB
0 GB GB
0 GB GB
0 GB GB
0 US US
0 FR FR
0 FR FR
0 FR FR
0 BE BE
0 ES ES
0 GB GB
0 GB GB
0 GB GB GBP
0 DK DK USD
0 GB GB GBP
0 GB GB
0 GB GB
0 GB GB
0 GB GB
0 FR FR EUR
0 IT IT EUR
0 IT IT EUR
0 IT IT EUR
0 IT IT EUR
0 AT AT EUR
0 AT AT EUR
0 AT AT EUR
0 AT AT EUR
0 ES ES EUR
0 ES ES EUR
0 ES ES EUR
11 SK SK EUR
0 LU LU EUR
0 LU LU EUR
0 LU LU EUR
9 IE IE EUR
0 GB GB GBP
0 GB GB GBP
0 GB GB GBP
0 GB GB GBP
0 IT IT EUR
0 PL PL PLN
0 BE BE EUR
0 BE BE EUR
0 BE BE EUR
0 BE BE EUR
0 FR FR EUR
0 FR FR EUR
0 BE BE EUR
0 DE DE EUR
0 DE DE EUR
0 DE DE EUR
0 DE DE EUR
0 GB GB GBP
0 GB GB GBP
0 GB GB GBP
0 GB GB GBP
0 GB GB GBP
0 GB GB GBP
0 GB GB GBP
0 GB GB GBP
DES_LONGNAME DES_SHORTNAME
WKFS
BANK A
US GOV
CUSTODIAN
RO GOV
AT GOV
HU GOV
DE GOV
US CB
US NFC
US PSE
CUSTODIAN HEAD OFFICE
INTESA SANPAOLO BANK
TMK_ARTROM
BARCLAYS
AVEVA GROUP
KIER
GLOBAL INDEX FUND
American Funds Inc
EBAY
SEI FUND
AMAZON
MORGAN STANLEY
WELLS FARGO
CITIGROUP CITIGROUP
AXCELIS TECHNOLOGIES
SAGE GRP
R00111910001
R3903930
ALE_NON_CENTRAL_GOV
UNICREDIT_LEASING
ALE_NON_CTR_GOV_PSE
SPE
Aermacchi
Alessandro
OFI
NFC
CPTY_RETAIL
CCI
Sovereign6
UBI_BANCA
PersonalInvCo
Bank_2
Liechtenstein
INVESTMENT_FIRM
RETAIL_2
CPTY_FIC_NET
Sovereign1_nonEU_1
CPTY_CDE_CONSO
CPTY_CDE_CONSO_1
143037976
NFC_BRANCH_1
BANK JP
BANK US
UK GOV
CENTRAL BANK
BANK_A
BANK_B
BRADFORD BINGLEY BRADBI
VISA INTL VISA
FORSYS METAL FORSYS
MADRID GOVT SPFGBMADRID
CD1569
CD1581 CD1581
FRENCHTSY FRENCHTSY
GERMANTSY GERMANTSY
UKTREASURY UKTREASURY
ROYALBANKCANADA ROYALBANKCANADA
CIBC CIBC
CREDITAGRICOLE CREDITAGRICOLE
WACHOVIA WACHOVIA
MIZUHO MIZUHO
WYPFG WYPFG
LEHMANBROS LEHMANBROS
TAYLORWIMPEY TAYLORWIMPEY
PHXRETAIL1 PHXRETAIL1
REDSTONE REDSTONE
CLEANDIESEL CLEANDIESEL
SOCIETE GENERALE SOCIETE GENERALE
FR GOV FR GOV
DZ_BANK
UNREGULATED_INST
CENTRAL_BANK CENTRAL_BANK
MULTILATERAL_DEVELOPMENT_BANK MULTILATERAL_DEVELOPMENT_BANK
PSE_ADM_DEFENCE PSE_ADM_DEFENCE
SSPE
2223355 2223355
CCP_CENTRAL_CPTY CCP_CENTRAL_CPTY
CD1582 CD1582
CD1583 CD1583
CD1584 CD1584
CD1585 CD1585
232309295 232309295
CPTY_RETAIL_1 CPTY_RETAIL_1
FINANCE_COMPANY_1 FINANCE_COMPANY_1
INSURANCE_COMPANY_1 INSURANCE_COMPANY_1
MULTINATIONAL_COMPANY_1 MULTINATIONAL_COMPANY_1
CORPORATE_1 CORPORATE_1
Bank of England Bank of England
CITIGROUP INC CITIGROUP INC
CITIGROUP CITIGROUP
I_(I) CITIGRP I_(I) CITIGRP
UNICREDIT BANK UNICREDIT BANK
CORRESPONDENT BANK1 CORRESPONDENT BANK1
BROKER_1 BROKER_1
HEDGE_FUND_1 HEDGE_FUND_1
PENSION_FUND_1 PENSION_FUND_1
MUTUAL_FUND_1 MUTUAL_FUND_1
CENTRAL_BANK_1 CENTRAL_BANK_1
FUND_OF_FUND_1 FUND_OF_FUND_1
CENTRAL_BANK_2 CENTRAL_BANK_2
CORPORATE_JOINT_VENTURE_1 CORPORATE_JOINT_VENTURE_1
CORPORATE_PROJECT_FINANCE_1 CORPORATE_PROJECT_FINANCE_1
CORPORATE_TREASURY_1 CORPORATE_TREASURY_1
PRIVATE_UNLIMITED_PARTNERSHIP PRIVATE_UNLIMITED_PARTNERSHIP
CORPORATE_TREASURY_2 CORPORATE_TREASURY_2
SOVEREIGN_1 SOVEREIGN_1
MDB_1 MDB_1
PSE_1 PSE_1
PSE_2 PSE_2
PIC_1 PIC_1
MDB_2 MDB_2
MDB_3 MDB_3
IDE_COUNTERPARTY_REF TYP_NETTING_AGREEMENT IDE_CREDIT_GROUP_REF
WKFS
BANKA 4 BANKA
US_GOV 2
CUSTODIAN 2
RO_GOV 2
AT_GOV 2
HU_GOV 2
DE_GOV 2
US_CB 2
US_NFC 2
US_PSE 2
CUSTODIAN_HO 2
INTESA SANPAOLO BANK 2
TMK_ARTROM 2
BARCLAYS 2
AVEVA GROUP 2
KIER 2
GLOBAL INDEX FUND 2
American Funds Inc 4
EBAY 4
SEI FUND 4
AMAZON 4
MORGAN STANLEY 4
WELLS FARGO 4
CITIGROUP 4 CITIGROUP
AXCELIS TECHNOLOGIES 4
SAGE GRP 4
R00111910001
R3903930
ALE_NON_CENTRAL_GOV
UNICREDIT_LEASING
ALE_NON_CTR_GOV_PSE
SPE
Aermacchi
Alessandro
OFI
NFC NFC
CPTY_RETAIL
CCI
Sovereign6
UBI_BANCA
PersonalInvCo
Bank_2
Liechtenstein
INVESTMENT_FIRM
RETAIL_2
CPTY_FIC_NET
Sovereign1_nonEU_1
CPTY_CDE_CONSO
CPTY_CDE_CONSO_1
143037976
NFC_BRANCH_1
BANK JP BANK JP
BANK US BANK US
UK_GOV
CENTRAL BANK 4 CENTRAL BANK
BANK_A 2
BANK_B 2
BRADBI BRADBI
VISA VISA
FORSYS FORSYS
SPGBMADRID SPGBMADRID
CD1569 7 CD1569
CD1581 7 CD1581
FRENCHTSY FRENCHTSY
GERMANTSY GERMANTSY
UKTREASURY UKTREASURY
ROYALBANKCANADA ROYALBANKCANADA
CIBC CIBC
CREDITAGRICOLE CREDITAGRICOLE
WACHOVIA WACHOVIA
MIZUHO MIZUHO
WYPFG WYPFG
LEHMANBROS LEHMANBROS
TAYLORWIMPEY TAYLORWIMPEY
REDSTONE REDSTONE
CLEANDIESEL CLEANDIESEL
SOCIETE GENERALE SOCIETE GENERALE
FR_GOV
DZ_BANK
UNREGULATED_INST
CENTRAL_BANK
MULTILATERAL_DEVELOPMENT_BANK
PSE_ADM_DEFENCE
SSPE
2223355
CCP_CENTRAL_CPTY
CD1582 7 CD1582
CD1583 7 CD1583
CD1584 7 CD1584
CD1585 7 CD1585
232309295
CPTY_RETAIL_1
CPTY_RETAIL_2
CPTY_RETAIL_3
CPTY_RETAIL_4
FINANCE_COMPANY_1
FINANCE_COMPANY_2
INSURANCE_COMPANY_1
FINANCE_COMPANY_3
MULTINATIONAL_COMPANY_1
CORPORATE_1
CORPORATE_2
CORPORATE_3
CORPORATE_4
Bank of England
I_CITIGROUP B_277
B_277 B_277
I_(I) CITIGRP B_277
UNICREDIT BANK 2
CORRESPONDENT BANK1 2
BROKER_1 2
HEDGE_FUND_1 2
PENSION_FUND_1 2
MUTUAL_FUND_1 2
CENTRAL_BANK_1 2
FUND_OF_FUND_1 2
CENTRAL_BANK_2 2
CORPORATE_JOINT_VENTURE_1 2
CORPORATE_PROJECT_FINANCE_1 2
CORPORATE_TREASURY_1 2
PRIVATE_UNLIMITED_PARTNERSHIP 2
CORPORATE_TREASURY_2 2
SOVEREIGN_1 2
MDB_1 2
PSE_1 2
PSE_2 2
PIC_1 2
MDB_2 2
MDB_3 2
IDE_FIRST_PARENT_REF IDE_INTERNAL_ONE IDE_INTERNAL_TWO
CITIGROUP COUNTERPARTY REPO

BRADBI ISSUER
VISA ISSUER
FORSYS ISSUER
SPGBMADRID ISSUER
CD1569 CORPORATE
CD1581 CORPORATE
FRENCHTSY ISSUER REPO
GERMANTSY ISSUER REPO
UKTREASURY ISSUER STOCK LEND
ROYALBANKCANADA ISSUER REVR
CIBC ISSUER REVR
CREDITAGRICOLE ISSUER STOCK BORR
WACHOVIA COUNTERPARTY STOCK LEND
MIZUHO COUNTERPARTY REVR+STOCK BORR
WYPFG COUNTERPARTY REPO+REVR
LEHMANBROS ISSUER EQUITY FUTURE
TAYLORWIMPEY ISSUER EQUITY FUTURE
PHXRETAIL1 COUNTERPARTY EQUITY FUTURE
PHXRETAIL2 COUNTERPARTY EQUITY FUTURE
REDSTONE ISSUER CFD
CLEANDIESEL ISSUER CFD
SOCIETE GENERALE COUNTERPARTY
ISSUER
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
CD1582 CORPORATE
CD1583 CORPORATE
CD1584 CORPORATE
CD1585 CORPORATE
RETAIL
RETAIL
RETAIL
RETAIL
RETAIL
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
B_277 COUNTERPARTY
COUNTERPARTY
B_277 COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
COUNTERPARTY
IDE_INTERNAL_PARTY_REF CCY_DER_NET_SETTLE IDE_SOURCESYS_REF LOT_TYPE_FK
WKFS EXCEL 1
WKFS GBP EXCEL 1
WKFS GBP EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS USD EXCEL 1
WKFS USD EXCEL 1
WKFS USD EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS USD EXCEL 1
WKFS USD EXCEL 1
WKFS EXCEL 1
WKFS GBP EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
WKFS EXCEL 1
STATUS TYP_CPTY_TYPE TYP_SME TYP_SME_LCR QUA_NUMBER_EMPLOYEES
5 1
5 1
5 27
5 1
5 27
5 27
5 27
5 27
5 3
5 54
5 54
5 1
5 20
5 65 1
5 1
5 35 1
5 62 240
5 60
5 71
5 30 270
5 71
5 63
5 1
5 1
5 1
5 60 210
5 30 700
5 38 0
5 38 0
5 28
5 32
5 28
5 13
5 63 1
5 38 2
5
5 1
5 38
5 6
5 27
5 1
5 75
5 1
5 44
5 59
5 38 2
5 38 2
5 27
5 1
5 1
5 38
5 1
5 1
5 1
5 27
5 3
5 1
5 1
5 1
5 63
5 35
5 27
5 8
5 8
5 27
5 27
5 27
5 1
5 1
5 1
5 1
5 1
5 24
5 1
5 30
5 38
5 38
5 30
5 30
5 1
5 27
5 4
5 15
5 3
5 41
5 57
5 13
5 65
5 74
5 10
5 10
5 10
5 10
5 38
5 38
5 38
5 38
5 38
5 8
5 8
5 19
5 8
5 63
5 63
5 63
5 63
5 33
5 33
5 33
5 33
5 3
5 35
5 35
5 35
5 1
5 67
5 6
5 18
5 24
5 71
5 3
5 16
5 3
5 31
5 34
5 37
5 54
5 37
5 27
5 41
5 56
5 57
5 75
5 41
5 41
QUA_TOTAL_SALES CDE_ECONOMICAL_SECTOR TYP_RISK_QUAL_INDIC
6512101
6512101
6512101
100000000
89000000000
6512101
4000000
7600000000
9500000 0
9500000 1
6512501
9000000
8000000
6600000
8520300
8000000
8000000
9500100
8520300
6512101
6512101
7511006
6512101
6523302
2710000
7511006
6523101
6523101
7511006
7511006
7511006
6512101
6512101
6512101
6512101
6512101
6602000
6512101
4521201
9500120
9500120
6420700
7310200
6521000
6511003
7500000
5164102
4523100
7400000
7400000
TYP_UNREGULATED_INST TYP_LINK_UNDERTAKING TYP_SPECIAL_SUPERVISION
1
0
2 1
1
1
1
1
2
1
2
TYP_CENTRAL_CI TYP_ISS_CTRL_GOV_EQV IDE_BRANCH_NETTING_REF
1
1
1
NFC
1
1
TYP_QUALIFYING_CCP TYP_CCP_EXPOSURE TYP_RELATIONSHIP
1 2
1
1
1
1
TYP_LOWER_RUNOFF TYP_DGS_ELIGIBLE TYP_PRIME_BROKERAGE
1 1
1
0
0 0
1 0
0 0
0 0
1
1
1
VALID_ON
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
20170630
CDE_CONSOLIDATION_BIPRU CDE_ECONOMICAL_SECTOR CTY_INCORPORATION
DES_FSA_REFERENCE_NUMBER DES_MORTGAGE_ADMIN_CNPTY
DES_MORTGAGE_SEC_CNPTY IDE_COUNTERPARTY_REF MLAR_ENT_PERMIT_IND
TYP_RESIDENCE TYP_INTRAGROUP_QUA DES_CTPY_TITLE DES_SECOND_NAME
DES_THIRD_NAME DES_PREV_NAME DES_NAT_INS_NUM DES_ADDRESS_L4 DES_ADDRESS_L5
TYP_MULTI_DEV_BANK DES_ADDRESS_L6 TYP_UK_TAX_INDIC CTY_NATIONALITY
TYP_NON_CORE_LE_GRP TYP_CORE_UK_GROUP TYP_DEPOSIT_TYPE TYP_INSTITUTION
DES_TYP_NATIONAL_ID DES_NATIONAL_ID DES_COMPANY_NUMBER DES_ADDRESS_L1
DES_ADDRESS_L2 DES_ADDRESS_L3 DES_EVE_PHONE_NUMBER DES_MOB_PHONE_NUMBER
TYP_LE_EXCLUDE TYP_CU_MEMBER_QUAL DES_FIRST_NAME MLAR_ICH_INDIC
RTE_BTL_BORROWER_TAX_RATE RCA_BTL_BORROWER_CCJ RCA_BTL_BORROWER_INCOME
CDE_BTL_CREDIT_REF_AGENCY TYP_BTL_BORROWER_SECTOR QUA_BTL_CREDIT_SCORE
CDE_TERRITORIAL_RESI TYP_INDUSTRIAL_CLASSIFICATION TYP_HOLDING_COMPANY
STATUS VALID_ON LOT_TYPE_FK IDE_CG_REF IDE_CRM_GROUP_REF IDE_POSITION_REF
IDE_POSITION_TYPE IDE_COL_CPTY_REF IDE_EXP_CPTY_REF
STATUS MODIF_DATE VALID_ON LOT_TYPE_FK IDE_COUNTERPARTY_REF IDE_INTERNAL_ONE
5 20170630 1 WKFS
IDE_INTERNAL_TWO TYP_LGE_TYPE IDE_FI_OBJID IDE_INTERNAL_PARTY_REF
1 1 WKFS
VALID_ON LOT_TYPE_FK STATUS DTE_DEAL DTE_OPENING DTE_SETTLEMENT
20170630 1 5 8/14/2013 7/30/2017
20170630 1 5 11/20/2016
20170630 1 5 8/14/2013
20170630 1 5 11/20/2016
20170630 1 5 11/20/2016
DTE_NEXT_INT_FIX DTE_NEXT_ROLLOVER DTE_LAST_OVERDRAFT DTE_CLOSING
8/30/2017
7/30/2017
8/25/2017
8/25/2017
8/25/2017
DTE_LAST_ROLLOVER IDE_PTF_REF IDE_BOOKCOST_CNTR_REF DTE_NEXT_SETTLEMENT
LONDON
LONDON
LONDON
LONDON
LONDON
DTE_PAST_DUE IDE_COUNTERPARTY_REF IDE_CONTRACT_REF IDE_CUSTODIAN_REF
CD1569
CD1569
CD1569
CD1581
CD1581
IDE_GROUP_REF IDE_LIMIT_REF IDE_SOURCESYS_REF IDE_POSITION_REF
EXCEL S4_MEMO CA_margin_1
EXCEL S4_MEMO CA_margin_2
EXCEL CA_1
EXCEL CA_2
EXCEL CA
IDE_INTERNAL_PARTY_REF IDE_INTERNAL_ONE IDE_INTERNAL_TWO IDE_POOL_REF
WKFS WKFS WKFS
WKFS WKFS WKFS
WKFS WKFS WKFS
WKFS WKFS WKFS
WKFS WKFS WKFS
IDE_FUNDPOOL_REF IDE_FUND_REF IDE_SUBFUND_REF IDE_FUND_PARTY_REF TYP_PLEDGED
MAT_INITIAL_FIXATION_PERIOD MAT_PAST_DUE MAT_DAY_REVAL QUA_REIMBURS_FREQ
QUA_NUMBEROFUNITS PER_INTEREST_RATE PER_INTERNAL_INTEREST_RATE PRD_PRODUCT
0 200599
0 200599
0 200100
0 200100
0 200100
RTE_AAR_INTEREST RTE_APRC_INTEREST RTE_CDRY_INTEREST PER_AVG_WEIGHT
TYP_THIRDPARTY_INDIC TYP_DEDUCTION TYP_ORIGIN_INV TYP_ACCRUED_INTEREST
TYP_AL_INDICATOR TYP_CONTRACT_COMM TYP_CONTRACT TYP_DEBITCARD_INDIC
2
1
2
1
1
TYP_ELIGIBLE TYP_INT_DAY_COUNT_BASIS TYP_RESCHEDULED TYP_RISK_QUAL_INDIC
TYP_NETTING_AGREEMENT TYP_PORTFOLIO TYP_POSITION_STATUS TYP_PURPOSE
2
2
2
2
2
TYP_SECURITISATION TYP_SL_METHOD TYP_SEC_METH TYP_INTEREST_RATE
0
0
0
0
0
TYP_ENTRY_TYPE TYP_SUBORDINATION IDE_ACCOUNTNUMBER IDE_IBAN
0
0
0
0
0
DTE_LAST_INTEREST_DATE TYP_FINANCE_ACTIVITY TYP_ACCESS_ACCOUNT
MAT_NOTICEPERIOD TYP_ALL_CANCEL TYP_EARLY_REPAYMENT IDE_SECURITISATION_REF
TYP_ACQUIRED TYP_CORRELATION_TRADING TYP_SFT_SUBMIT_CVA TYP_FAIRV_ASSESS
TYP_DISCONTINUED_OP TYP_RESECURITISATION TYP_INSURED_DEPOSIT
TYP_TRANSACTIONAL_ACC TYP_RUNOFF TYP_CCP_EXPOSURE DTE_START_OVERDRAFT
DTE_INT_END TYP_CIC_A TYP_CIC_B TYP_MARKET_RATE TYP_B2_CAP_TIER
TYP_ELIGIBILITY_FUND TYP_DISPOSAL_GROUP AUDIT_INFO DTE_INT_START
IDE_BENEFICIARY_REF IDE_FUND_NO_REF TYP_ASSESSMENT DTE_INELIGIBLE PRD_INSURANCE
TYP_LINKED_ASSET TYP_SII_PORTFOLIO PER_OPERATIONAL_RELATION
TYP_STRESS_WITHDRAWAL TYP_CONS_LEVEL TYP_SII_GROUP_LEVEL CDE_CRD4
TYP_ACCOUNT TYP_LIQ_AVAILABILITY TYP_LIQ_MANAGEMENT TYP_LIQ_ELIGIBLE
TYP_OPERATIONALLY_LIQ TYP_LIQ_RETAIL TYP_PREFERENTIAL TYP_BUSINESS_ORIG
TYP_CENTRAL_ADMIN TYP_FIDUCIARY_SERV TYP_PAYMENT_SERV TYP_DISTRIBUTION_SERV
TYP_CUSTODY_ASSET TYP_MANAGED_ASSET TYP_OP_RESTRICTION
TYP_ESTABLISHED_OPER_RELAT IDE_COVERPOOL_REF PER_MIN_COLL_COV
IDE_INTERNAL_THREE TYP_RESTRUCTURED TYP_PROBATION TYP_REVOLVING_FAC
TYP_RECOGNIZED TYP_CONTINUING_INV PER_TRANSFERRED IDE_TRANSFEREE_REF
TYP_INTEREST_PAY_FREQUENCY TYP_INT_ADV_ARR TYP_REVOCABLE RTE_YIELD_SPREAD
PER_LCR TYP_LCR_ASSET TYP_PAYOUT TYP_DEPOSITLIKE_INSTR TYP_INFLOW_CAP
TYP_NON_PERFORMING TYP_INNOVATIVE_FUNDING TYP_DEPOSIT_HELD TYP_EXCLUDE_LCR
IDE_POSITION_REF_CPTY IDE_UTI TYP_ACTION_DETAILS IDE_CCP_REF IDE_RATE_ISIN
RTE_SPREAD IDE_BROKER_REF TYP_AL_CHANGE TYP_SEGREGATED TYP_LOCAL_FUNDING
TYP_PRIME_BROKERAGE TYP_PORTFOLIO_IFRS9 PER_COLL_HCT_ECB TYP_RECOURSE
DTE_DEFAULT TYP_SHADOW_BANKING TYP_OBLIGATED_INV TYP_IMPAIRMENT
DTE_PERFORMING_REVISION DTE_FORBEARANCE RTE_FLOOR RTE_CAP
TYP_SOURCE_ENCUMBRANCE TYP_COLLATERAL_POOL IDE_TRANSFEROR_REF
IDE_SERVICER_REF CDE_FS_EBA_IFRS9 TYP_INT_REFIX_FREQ TYP_REFERENCE_RATE
TYP_TERM_UNIT QUA_TERM_VALUE TYP_REF_RATE_CURRENCY TYP_WITHDRAWAL
RTE_NDER_INTEREST TYP_CREDIT_RISK_LEVEL TYP_COLLATERALISED
TYP_IMPAIRMENT_OPEN IDE_B2B_AL_REF PER_CURRENCY_HCT PER_COLL_HCT
TYP_MARGIN_SECURITIES TYP_CORRECTION TYP_WRITE_OFF MAT_MIN_HOLDING
TYP_ELIGIBLE_RETAIL IDE_AUDIT_INSTRUMENT_CODE IDE_AUDIT_PORTFOLIO_CODE
IDE_AUDIT_PURPOSE_CODE TYP_DELETE_RECORD_AC
VALID_ON LOT_TYPE_FK STATUS COMMITMENT_TYPE IDE_POSITION_REF
20170630 1 5 S4_MEMO CA_margin_1
20170630 1 5 S4_MEMO CA_margin_2
20170630 1 5 CA_1
20170630 1 5 CA_2
20170630 1 5 CA
MLAR_ADMIN_ASS_IND MLAR_ARREAR_CQTR_PER MLAR_ARREAR_MGT_IND
MLAR_ARREAR_PQTR_PER MLAR_ARREAR_STAT_IND MLAR_EDF_INDIC
MLAR_ENTITY_TYP_IND MLAR_ICH_INDIC MLAR_INC_EVID_IND MLAR_INCOME_BASIS
MLAR_LTI_MULT MLAR_LTV_PER MLAR_MTG_ADM_REP_ID MLAR_MTGE_ADMIN_REF
MLAR_PAY_TYPE_INDIC MLAR_PER_BBR_RATE MLAR_POSS_CQTR_IND
MLAR_POSS_PQTR_IND MLAR_RECOURSE_INDIC MLAR_SEC_ADMIN_REF
MLAR_SEC_CQTR_INDIC MLAR_SEC_PQTR_INDIC TYP_EXCLUDE_INTERNAL
TYP_INT_RISK_METH TYP_MOD_FLAG TYP_IR_GM_RISK_MODEL
1
1
1
1
1
TYP_IR_SPECIFIC_RISK_MODEL TYP_EQUITY_GM_RISK_MODEL
TYP_EQUITY_SPECIFIC_RISK_MODEL TYP_FX_RISK_MODEL TYP_COMMODITY_RISK_MODEL
1
1
1
1
1
TYP_CIU_RISK_MODEL TYP_CDS_RISK_MODEL IDE_MARKET_RISK_REF TYP_INCORP_OPTION
DTE_BEHAV_EXP_MATURITY TYP_EXCLUDE_MARKET_RISK TYP_PURPOSE TYP_LISTED
1
1
1
1
1
DES_ACC_STATUS_CODE TYP_DEPOSIT_TYPE DES_ACC_TITLE DES_PRD_TYPE PREF_LOAN
TYP_LIQ_ASSET_BUFFER TYP_MORTGAGE_PURPOSE TYP_MORTGAGE_TYPE
IDE_SORT_CODE TYP_RECENT_TRANS TYP_BRRD_MARKING TYP_ACC_COVERAGE
TYP_ACC_HOLDERS_COVERAGE TYP_EXCLUDE_BOE
VALID_ON LOT_TYPE_FK STATUS IDE_POSITION_REF IDE_INTERNAL_PARTY_REF
20170630 1 5 S4_MEMO CA_margin_1 WKFS
20170630 1 5 CA_1 WKFS
20170630 1 5 CA_1 WKFS
20170630 1 5 CA_1 WKFS
20170630 1 5 CA_2 WKFS
20170630 1 5 CA_2 WKFS
20170630 1 5 CA_2 WKFS
20170630 1 5 CA WKFS
20170630 1 5 CA WKFS
20170630 1 5 CA WKFS
IDE_SCENARIO_FK TYP_DC_INDICATOR CCY_ISO_CURRENCY OCA_AMOUNT RCA_AMOUNT
0 2 GBP 111,111 111,111
0 2 GBP 111,111 111,111
0 2 GBP 10,000 10,000
0 1 GBP 999,999 999,999
0 1 GBP 999,999 999,999
0 1 GBP 90,000 90,000
0 2 GBP 1,001 1,001
0 2 GBP 1,410 1,410
0 2 GBP 1,079 1,079
0 1 GBP 2,001 2,001
0 1 GBP 2,410 2,410
0 1 GBP 2,079 2,079
0 1 GBP 3,005 3,005
0 1 GBP 2,410 2,410
0 1 GBP 2,079 2,079
TYP_AMOUNT DTE_VALUE AUDIT_INFO TYP_IMPAIRM_ASSESS IDE_GL_GROUP_REF
1 6/30/2017
410 6/30/2017
79 6/30/2017
1 6/30/2017
410 6/30/2017
79 6/30/2017
1 6/30/2017
410 6/30/2017
79 6/30/2017
1 6/30/2017
410 6/30/2017
79 6/30/2017
1 6/30/2017
410 6/30/2017
79 6/30/2017
TYP_CREDIT_ADJUSTMENT
STATUS VALID_ON LOT_TYPE_FK DTE_DEAL CCY_FROM_CURRENCY CCY_TO_CURRENCY
5 20170630 1 GBP GBP
5 20170630 1 EUR GBP
5 20170630 1 USD GBP
5 20170630 1 USD USD
5 20170630 1 SEK GBP
5 20170630 1 CHF GBP
5 20170630 1 CAD GBP
5 20170630 1 CZK GBP
5 20170630 1 JPY GBP
5 20170630 1 PLN GBP
IDE_EXCH_RTE_SET IDE_INTERNAL_PARTY_REF IDE_INTERNAL_ONE IDE_INTERNAL_TWO
0 WKFS
0 WKFS
0 WKFS
0 WKFS
0 WKFS
0 WKFS
0 WKFS
0 WKFS
0 WKFS
0 WKFS
RTE_EXCHANGE
1
1.25
1.6
1
12.21
1.3
1.72
29.74
146.84
5
VALID_ON LOT_TYPE_FK STATUS IDE_POSITION_REF
20170630 1 5 NONOPERATIONAL_DEPOSIT_47
20170630 1 5 LD
IDE_REPO_REF PRD_PRODUCT TYP_AL_INDICATOR TYP_ENTRY_TYPE
400200 2 0
400200 2 0
400200 2 0
DTE_DEAL DTE_SETTLEMENT DTE_MATURITY IDE_INTERNAL_ONE
26-Jun-2017 12-Jul-2017 time deposit
DTE_CANCELLATION DTE_LAST_ROLLOVER DTE_EARLY_REDEMPTION
DTE_LAST_INTEREST_DATE DTE_NEXT_SETTLEMENT DTE_NEXT_ROLLOVER
DTE_NEXT_INT_FIX DTE_INT_START DTE_INT_END DTE_PAST_DUE DTE_AC_STARTED
26-Jun-2017
22-Jun-2017
22-Jun-2017
IDE_PTF_REF IDE_BOOKCOST_CNTR_REF IDE_COUNTERPARTY_REF
LONDON SOVEREIGN_1
LONDON MDB_1
LONDON MDB_1
IDE_CUSTODIAN_REF IDE_GROUP_REF IDE_LIMIT_REF IDE_SOURCESYS_REF
IDE_CONTRACT_REF IDE_INTERNAL_PARTY_REF IDE_DERIVATIVE_REF IDE_INTERNAL_TWO
WKFS
WKFS
WKFS
IDE_INTERNAL_THREE IDE_INTERNAL_FOUR IDE_INTERNAL_FIVE IDE_PRICING_IDENTIFIER
IDE_POOL_REF IDE_FUNDPOOL_REF IDE_FUND_REF IDE_SUBFUND_REF
IDE_FUND_PARTY_REF MAT_ORIGINAL MAT_REMAINING MAT_DAY_REVAL PER_COLL_HCT
PER_CURRENCY_HCT PER_ORIGINAL_INTEREST_RATE PER_INTEREST_RATE
PER_INTERNAL_INTEREST_RATE PER_CCF PER_GROUP_PARTICIPATION
QUA_NUMBEROFUNITS QUA_REIMBURS_FREQ MAT_NOTICEPERIOD MAT_PAST_DUE
MAT_INITIAL_FIXATION_PERIOD RTE_DURATION RTE_MOD_DURATION
RTE_INTERN_RETURN_RATE RTE_YIELD RTE_SPREAD RTE_AAR_INTEREST
RTE_APRC_INTEREST RTE_CDRY_INTEREST PER_EXPRESS_TRAP PER_AVG_WEIGHT
TYP_ASSET_BACKED TYP_DEDUCTION TYP_ORIGIN_INV TYP_CONTROL_AMORT
TYP_ACCRUED_INTEREST TYP_CONTRACT_COMM TYP_CONTRACT TYP_ELIGIBLE
TYP_REFERENCE_RATE TYP_ALL_CANCEL TYP_IFRS_VAL_METHOD
TYP_INT_DAY_COUNT_BASIS TYP_AMORTISATION TYP_LEASING_TYPE TYP_LISTED
TYP_LOCAL_FUNDING TYP_PLEDGED TYP_REDISCOUNTABLE TYP_RESCHEDULED
TYP_RISK_QUAL_INDIC TYP_SETT_CREDIT TYP_INTEREST_RATE
TYP_INTEREST_PAY_FREQUENCY TYP_MARKET_RATE TYP_NETTING_AGREEMENT
12
12
12
TYP_THIRDPARTY_INDIC TYP_SECURITISATION TYP_SL_METHOD TYP_SEC_METH
0
0
0
TYP_SUBORDINATION TYP_CONF_CREDIT TYP_REVOLVING_FAC TYP_PORTFOLIO
TYP_ZERO_HCT_ELIG TYP_PURPOSE IDE_IBAN TYP_FINANCE_ACTIVITY TYP_INT_REFIX_FREQ
TYP_ACCESS_ACCOUNT TYP_EARLY_REPAYMENT TYP_WHOLELOAN RTE_YIELD_SPREAD
IDE_TRANSFEREE_REF TYP_SYNDICATED TYP_LIQ_MANAGEMENT TYP_LIQ_AVAILABILITY
TYP_OPERATIONALLY_LIQ TYP_LIQ_RETAIL TYP_INSURED_DEPOSIT TYP_RUNOFF
TYP_TRANSACTIONAL_ACC TYP_PAYOUT TYP_PRIME_BROKERAGE
TYP_ESTABLISHED_OPER_RELAT TYP_STRESS_WITHDRAWAL
0
0
0
20170630 1 5 LD
IDE_GL_REF IDE_GL_DETAIL_REF IDE_GL_ENTITY_REF IDE_CONTRACT_REF
IDE_INTERNAL_PARTY_REF IDE_SCENARIO_FK IDE_INTERNAL_ONE
WKFS 0
WKFS 0
WKFS 0
TYP_DC_INDICATOR CCY_ISO_CURRENCY OCA_AMOUNT RCA_AMOUNT TYP_AMOUNT
2 GBP 1,000 1,000 1
2 GBP 1,000 1,000 1
2 GBP 1,000 1,000 1
DTE_VALUE TYP_IMPAIRM_ASSESS
6/26/2017
6/22/2017
6/22/2017
20170630 1 5 LD
TYP_EQUITY_GM_RISK_MODEL TYP_EQUITY_SPECIFIC_RISK_MODEL TYP_FX_RISK_MODEL
1 1 1
1 1 1
1 1 1
TYP_INT_RISK_METH TYP_IR_GM_RISK_MODEL TYP_IR_SPECIFIC_RISK_MODEL
1 1 1
1 1 1
1 1 1
STATUS MODIF_DATE VALID_ON LOT_TYPE_FK ROW_TYPE IDE_MARKET_REF
5 20170630 1 XLON
5 20170630 1 XLUS
5 20170630 1 XLUX
5 20170630 1 XMAE
5 20170630 1 XMAL
5 20170630 1 XMAT
5 20170630 1 XMAU
5 20170630 1 XMCE
5 20170630 1 XMDG
5 20170630 1 XMDS
5 20170630 1 XMEF
5 20170630 1 XMEX
5 20170630 1 XMGE
5 20170630 1 XMIC
5 20170630 1 XMNT
5 20170630 1 XMOS
5 20170630 1 XMRV
5 20170630 1 XMUN
5 20170630 1 XMUS
5 20170630 1 XNAI
5 20170630 1 XNAM
5 20170630 1 XNAS
5 20170630 1 XNEW
5 20170630 1 XNGO
5 20170630 1 XNGS
5 20170630 1 XNMS
5 20170630 1 XNSA
5 20170630 1 XNSE
5 20170630 1 XNYM
5 20170630 1 XNYS
5 20170630 1 XNZE
5 20170630 1 XODE
5 20170630 1 XOFF
5 20170630 1 XOSE
5 20170630 1 XOSL
5 20170630 1 XOTC
5 20170630 1 XPAE
5 20170630 1 XPAR
5 20170630 1 XPBT
5 20170630 1 XPET
5 20170630 1 XPHL
5 20170630 1 XPHS
5 20170630 1 XPIC
5 20170630 1 XPLU
5 20170630 1 XPOR
5 20170630 1 XPRA
5 20170630 1 XPRI
5 20170630 1 XPTY
5 20170630 1 XQUI
5 20170630 1 XRAS
5 20170630 1 XRIS
5 20170630 1 XROS
5 20170630 1 XROV
5 20170630 1 XRTR
5 20170630 1 XRUS
5 20170630 1 XSAF
5 20170630 1 XSAM
5 20170630 1 XSAP
5 20170630 1 XSCE
5 20170630 1 XSES
5 20170630 1 XSGO
5 20170630 1 XSHE
5 20170630 1 XSHG
5 20170630 1 XSIB
5 20170630 1 XSIM
5 20170630 1 XSSE
5 20170630 1 XSTE
5 20170630 1 XSTO
5 20170630 1 XSWX
5 20170630 1 XTAE
5 20170630 1 XTAI
5 20170630 1 XTAL
5 20170630 1 XTEH
5 20170630 1 XTKS
5 20170630 1 XTKT
5 20170630 1 XTRN
5 20170630 1 XTSE
5 20170630 1 XTSX
5 20170630 1 XTUN
5 20170630 1 XUKR
5 20170630 1 XUNI
5 20170630 1 XVAL
5 20170630 1 XVTX
5 20170630 1 XWAR
5 20170630 1 XWCE
5 20170630 1 XXXX
5 20170630 1 XZAG
5 20170630 1 XZIM
5 20170630 1 XDWZ
5 20170630 1 ARCX
5 20170630 1 CBSX
5 20170630 1 CHIX
5 20170630 1 DIFX
5 20170630 1 ISMA
5 20170630 1 MTAA
5 20170630 1 NURO
5 20170630 1 OOTC
5 20170630 1 TRQX
5 20170630 1 WBAH
5 20170630 1 XADE
5 20170630 1 XAMM
5 20170630 1 XAMS
5 20170630 1 XASE
5 20170630 1 XASX
5 20170630 1 XATH
5 20170630 1 XBAH
5 20170630 1 XBAN
5 20170630 1 XBAR
5 20170630 1 XBDA
5 20170630 1 XBER
5 20170630 1 XBEY
5 20170630 1 XBIL
5 20170630 1 XBKK
5 20170630 1 XBMF
5 20170630 1 XBNV
5 20170630 1 XBOG
5 20170630 1 XBOL
5 20170630 1 XBOM
5 20170630 1 XBOS
5 20170630 1 XBOT
5 20170630 1 XBRA
5 20170630 1 XBRN
5 20170630 1 XBRU
5 20170630 1 XBSE
5 20170630 1 XBSP
5 20170630 1 XBUD
5 20170630 1 XBUE
5 20170630 1 XBUL
5 20170630 1 XCAI
5 20170630 1 XCAL
5 20170630 1 XCAR
5 20170630 1 XCAS
5 20170630 1 XCBT
5 20170630 1 XCEC
5 20170630 1 XCET
5 20170630 1 XCHI
5 20170630 1 XCIS
5 20170630 1 XCME
5 20170630 1 XCOL
5 20170630 1 XCOR
5 20170630 1 XCSE
5 20170630 1 XCUE
5 20170630 1 XCYS
5 20170630 1 XDES
5 20170630 1 XDHA
5 20170630 1 XDMI
5 20170630 1 XDUB
5 20170630 1 XDUS
5 20170630 1 XEEE
5 20170630 1 XEMD
5 20170630 1 XETR
5 20170630 1 XEUE
5 20170630 1 XEUR
5 20170630 1 XFKA
5 20170630 1 XFNX
5 20170630 1 XFRA
5 20170630 1 XGHA
5 20170630 1 XGUA
5 20170630 1 XHAM
5 20170630 1 XHAN
5 20170630 1 XHCE
5 20170630 1 XHEL
5 20170630 1 XHER
5 20170630 1 XHFT
5 20170630 1 XHKG
5 20170630 1 XIBE
5 20170630 1 XICE
5 20170630 1 XIDX
5 20170630 1 XIMM
5 20170630 1 XIST
5 20170630 1 XJAM
5 20170630 1 XJAP
5 20170630 1 XJAS
5 20170630 1 XJNB
5 20170630 1 XJSE
5 20170630 1 XKAC
5 20170630 1 XKAR
5 20170630 1 XKAZ
5 20170630 1 XKBT
5 20170630 1 XKCE
5 20170630 1 XKHR
5 20170630 1 XKIE
5 20170630 1 XKLS
5 20170630 1 XKOS
5 20170630 1 XKRX
5 20170630 1 XKUW
5 20170630 1 XLIF
5 20170630 1 XLIM
5 20170630 1 XLIR
5 20170630 1 XLIS
5 20170630 1 XLIT
5 20170630 1 XLJU
5 20170630 1 XLOI
5 20170630 1 XKOR
IDE_INTERNAL_ONE IDE_INTERNAL_TWO CTY_PHYS_RESIDENCE TYP_SHORT_NAME
GB
ZM
LU
MK
MT
FR
MU
ES
FR
IN
ES
MX
US
RU
UY
RU
ES
DE
OM
KE
NA
US
DE
JP
US
US
NG
IN
US
US
NZ
UA
BF
JP
NO
BF
IL
FR
US
RU
US
PH
RU
GB
US
CZ
RU
PA
EC
RO
LV
AR
RU
DE
RU
ZA
RU
JP
SG
SG
ES
CN
CN
RU
SG
SE
UZ
SE
CH
IL
TW
EE
IR
JP
JP
TT
CA
US
FR
UA
UZ
ES
CH
PL
US
BF
HR
ZW
DE
US
US
GB
AE
BF
IT
GB
BF
GB
AT
GR
JO
NL
US
AU
GR
BH
BD
ES
BM
DE
LB
ES
TH
BR
CR
CO
BO
IN
US
BW
SK
CH
BE
RO
BR
HU
AR
BG
EG
IN
VE
MC
US
US
UZ
US
US
US
LK
GB
DK
BF
CY
IN
BD
IT
IE
DE
CH
MX
DE
FR
CH
JP
NL
DE
GH
EC
DE
DE
DE
FI
JP
NL
CN
AZ
IS
ID
US
TR
JM
JP
JP
ID
ZA
JP
PK
KZ
US
UZ
UA
UA
MY
KR
KR
KW
GB
PE
GB
PT
LT
SI
US
KR
DES_DETAILED DES_NAME TYP_MIC TYP_REG_INDICATOR
London Stock Exchange
Lusaka Stock Exchange
Luxembourg Stock Exchange
Mazedonian Stock Exchange
Malta Stock Exchange
Parisbourse S.A. (Formerly Matif S.A.)
Mauritius Stock Exchange
Mercato Continuo Espanol
Marche Interbancaire Des Devises M.I.D.
Madras Stock Exchange
Meff Renta Fija
Mexican Stock Exchange
Minneapolis Grain Exchange
Moscow Interbank Currency Exchange (Micex)
Bolsa De Valores De Montevideo
Moscow Central Stock Exchange
Meff Renta Variable
Bayerische Boerse
Muscat Securities Market
Nairobi Stock Exchange
Namibian Stock Exchange
Nasdaq
Newex
Nagoya Stock Exchange
Nasdaq Global Select
Nasdaq/Nms (National Market System)
Nigerian Stock Exchange
National Stock Exchange Of India
New York Mercantile Exchange
New York Stock Exchange, Inc.
New Zealand Stock Exchange Ltd
Odessa Commodity Exchange
Off-Exchange (Listed Instruments)
Osaka Securities Exchange
Oslo Bors
Otc Bulletin Board
Palestina Stock Exchange
Nyse Euronext - Euronext Paris
Philadelphia Board Of Trade
St. Petersburg Stock Exchange
Philadelphia Stock Exchange
Philippine Stock Exchange, Inc.
Saint-Petersburg Currency Exchange
PLUS MARKET GROUP
Portal
Prague Stock Exchange
Pridneprovsk Commodity Exchange
Bolsa De Valores De Panama, S.A.
Quito Stock Exchange
Rasdaq
Riga Stock Exchange
Bolsa De Comercio Rosario
Rostov Currency And Stock Exchange
Rtr (Reuters-Realtime-Daten)
Russian Exchange
Safex
Samara Interbank Currency Exchange
Sapporo Stock Exchange
Singapore Commodity Exchange
Singapore Stock Exchange
Santiago Stock Exchange
Shenzhen Stock Exchange
Shanghai Stock Exchange
Siberian Stock Exchange
Singapore Exchange Derivatives Clearing Limited
Stockholm Stock Exchange
Stock Exchange
Stockholm Stock Exchange
Swiss Exchange
Tel Aviv Stock Exchange
Taiwan Stock Exchange
Tallinn Stock Exchange
Tehran Stock Exchange
Tokyo Stock Exchange
Tokyo Kogyoin Torihikijo (Commodity Exchange)
Trinidad And Tobago Stock Exchange
Toronto Stock Exchange
Tsx Venture Exchange
Bourse Des Valeurs Mobilieres
Ukrainian Universal Commodity Exchange
Universal Broker'S Exchange 'Tashkent'
Bolsa De Valencia
Virt X
Warsaw Stock Exchange
Winnipeg Commodity Exchange
Off- EXchange(OTC Instruments)
Zagreb Stock Exchange
Zimbabwe Stock Exchange
Deutsche Boerse Ag* Frankfurt Am Main
Nyse Arca
CBOE Stock Exchange
CHI-X
Dubai International Financial Centre
ISMA
Electronic Share Market
Nasdaq OMX Europe
Otc Bulletin Board - Other Otc
Turquoise
Vienna Stock Exchange
Athens Derivatives Exchange S.A. (Adex)
Amman Stock Exchange
Nyse Euronext - Euronext Amsterdam
American Stock Exchange
Australia Stock Exchange
Athens Stock Exchange
Bahrain Stock Exchange
Bangalore Stock Exchange
Barcelona Stock Exchange
Bermuda Stock Exchange
Berliner Wertpapierboerse
Bourse De Beyrouth
Bolsa De Valores De Bilbao
Thailand Stock Exchange
Bolsa De Mercadorias E Futuros - Bm E F
Bolsa Nacional De Valores* S.A.
Bolsa De Bogota S.A.
Bolsa Boliviana De Valores S.A.
Mumbai Stock Exchange
Boston Stock Exchange
Botswana Share Market
Bratislava Stock Exchange
Berne Stock Exchange
Brussels Stock Exchange
Bucharest Stock Exchange
Bolsa De Valores De Sao Paulo
Budapest Stock Exchange
Buenos Aires Stock Exchange
First Bulgarian Stock Exchange
Cairo Stock Exchange
Calcutta Stock Exchange
Caracas Stock Exchange
Casablanca Stock Exchange
Chicago Board Of Trade
Commodities Exchange Center
Commodity Exchange 'Tashkent'
Chicago Stock Exchange* Inc.
Cincinnati Stock Exchange
Chicago Mercantile Exchange
Colombo Stock Exchange
Coredeal
Copenhagen Stock Exchange
Currency Exchange
Cyprus Stock Exchange Institution
Delhi Stock Exchange
Dhaka Stock Exchange Ltd
Italian Derivatives Market (Idem)
Irish Stock Exchange
Rheinische-Westfaelische Boerse Zu Duesseldorf
European Energy Exchange Ag
Mercado Mexicano De Derivados
Deutscher Kassenverein Ag Gruppe Deutsche Boerse
Euronext Eqf, Equities & Indices Derivatives
Eurex Ag
Fukuoka Stock Exchange
Finex
Deutsche Boerse Ag
Ghana Stock Exchange
Guayaquil Stock Exchange
Hanseatische Wertpapierboerse Hamburg
Niedersaechsische Boerse Zu Hannover
Warenterminboerse Hannover
Helsinki Stock Exchange
Nippon New Market - Hercules
NYSE Arca Europe
Hong Kong Stock Exchange Ltd
Baku Interbank Currency Exchange
Iceland Stock Exchange
Indonesia Stock Exchange
International Monetary Market
I.M.K.B. (Istanbul Stock Exchange)
Jamaica Stock Exchange
Japan Composite
JASDAQ
Jakarta Negotiated Board
Johannesburg Stock Exchange
Kansai Agricultural Commodities Exchange
Karachi Stock Exchange
Central Asian Stock Exchange
Kansas City Board Of Trade
Khorezm Interregion Commodity Exchange
Kharkov Commodity Exchange
Kiev Universal Exchange
Kuala Lumpur Stock Exchange
Korea Exchange (Kosdaq)
Korea Exchange (Stock Market)
Kuwait Stock Exchange
LIFFE
Cavali Iclv S.A.
London Traded Irish Stampable Securities
Bolsa De Valores De Lisboa
National Stock Exchange Of Lithuania
Ljubljana Stock Exchange, Inc.
LSE International
Korea Exchange (added)
TYP_VENUE_ID DES_VENUE_ID IDE_INTERNAL_PARTY_REF TYP_MTF
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
VALID_ON LOT_TYPE_FK STATUS IDE_INTERNAL_PARTY_REF TYP_ACCRUED_INT
20170630 1 5 WKFS 1
TYP_REP_CONVENTION
1
STATUS VALID_ON LOT_TYPE_FK ROW_TYPE IDE_COUNTERPARTY_REF IDE_CONTRACT_REF
5 20170630 1 WKFS
5 20170630 1 BANKA
5 20170630 1 US_GOV
5 20170630 1 CUSTODIAN
5 20170630 1 RO_GOV
5 20170630 1 AT_GOV
5 20170630 1 HU_GOV
5 20170630 1 DE_GOV
5 20170630 1 US_CB
5 20170630 1 US_NFC
5 20170630 1 American Funds Inc
5 20170630 1 EBAY
5 20170630 1 SEI FUND
5 20170630 1 MORGAN STANLEY
5 20170630 1 WELLS FARGO
5 20170630 1 CITIGROUP
5 20170630 1 BANK JP
5 20170630 1 BANK US
5 20170630 1 UK_GOV
5 20170630 1 US_GOV
5 20170630 1 CENTRAL BANK
5 20170630 1 BANK_A
5 20170630 1 BANK_B
5 20170630 1 BRADBI
5 20170630 1 SPGBMADRID
5 20170630 1 FRENCHTSY
5 20170630 1 GERMANTSY
5 20170630 1 UKTREASURY
5 20170630 1 ROYALBANKCANADA
5 20170630 1 CIBC
5 20170630 1 CREDITAGRICOLE
5 20170630 1 SOCIETE GENERALE
5 20170630 1 FR_GOV
5 20170630 1 UNICREDIT_LEASING
IDE_INTERNAL_PARTY_REF IDE_POOL_REF DES_ORIG_EXTERNAL_RATING
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
WKFS
CDE_ORIG_RATING_AGENCY DES_DF_EXT_RATING TYP_F_L_CURRENCY TYP_SHORTLONG_TERM
1
1
1
1
1
1
1
1
1
1
1
2
2
1
1
1
1
1
1
1
1
1
1
0 1
0 1
0 1
0 1
0 1
0 1
0 1
0 1
0 1
0 1
0 1
CDE_DF_EXT_RATING CDE_RATING_AGENCY CDE_ORIG_EXT_RATING DTE_RATING
1 1
1 1
1 1
1 1
6 1
6 1
8 1
13 1
1 1
1 1
2 1
2 1
3 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 3
2 3
1 3
1 3
1 3
3 3
5 3
4 3
1 1
1 1
2 1
STATUS VALID_ON LOT_TYPE_FK IDE_INTERNAL_PARTY_REF TYP_PRE_NETTING
5 20170630 1 WKFS 1
TYP_OPER_METH TYP_HCT_METH TYP_EQ_POS_RISK TYP_DER_NETTING
1 1 1 1

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PRA110: Cash flow mismatch

tested al260 1.3

Cumulated Liquidity Resources Post Firm Actions:

Level 2A corporate bonds (CQS1) #REF!

Level 1 tradable assets

Level 2A corporate bonds (CQS1) #REF!

Level 1 tradable assets

Outflows from committed facilities

Of which: to non-financial customers other than retail customers, or to credit

Of which: to personal investment companies #REF!

Of which: to SSPEs to purchase assets other than securities from non-financial

Intragroup or IPS outflows (excluding FX)

Outflows which can be met by posting securities (Total)

etisation Actions: LCR weight

Securities monetised via outright sale

ulated Liquidity Resources Post Firm Actions: LCR weight

#REF! #REF! #REF! - -

#REF! #REF! - - #REF!

#REF! #REF! - #REF!

Initial stock Overnight Greater than

Initial stock Greater than

#REF! #REF! #REF! - -

#REF! #REF! #REF!

- #REF! #REF! #REF! -

#REF! #REF! #REF!

#REF! #REF! #REF! #REF! #REF!

Greater than 3 days Greater than 4 Greater than 5 Greater than 6

#REF! #REF! #REF! #REF! 0

#REF! #REF! #REF! 0 0

Greater than 3 days Greater than 4 Greater than 5 Greater than 6

#REF! #REF! #REF!

#REF! #REF! #REF! #REF! - #REF!

Day 9 Day 10 Day 11 Day 12 Day 13 Day 14

- - - #REF! #REF! #REF!

- - - #REF! #REF! #REF!

Day 9 Day 10 Day 11 Day 12 Day 13 Day 14

- - - #REF! #REF! #REF!

- - - #REF! #REF! #REF!

Day 9 Day 10 Day 11 Day 12 Day 13 Day 14

0 #REF! #REF! #REF! 0 #REF!

#REF! #REF! #REF! #REF!

Day 9 Day 10 Day 11 Day 12 Day 13 Day 14

- - #REF! #REF! #REF! -

- - #REF! #REF! #REF! #REF!

#REF! #REF! #REF! #REF!

Day 15 Day 16 Day 17 Day 18 Day 19 Day 20

Day 15 Day 16 Day 17 Day 18 Day 19 Day 20

- - #REF! #REF! #REF! -

- - #REF! #REF! #REF! -

Day 15 Day 16 Day 17 Day 18 Day 19 Day 20

0 0 #REF! #REF! #REF! #REF!

#REF! #REF! #REF! #REF!

Day 15 Day 16 Day 17 Day 18 Day 19 Day 20

Day 21 Day 22 Day 23 Day 24 Day 25 Day 26

Day 21 Day 22 Day 23 Day 24 Day 25 Day 26

Day 21 Day 22 Day 23 Day 24 Day 25 Day 26

#REF! 0 0 #REF! #REF! #REF!

#REF! 0 0 #REF! #REF! 0

Day 21 Day 22 Day 23 Day 24 Day 25 Day 26

#REF! #REF! - - #REF! -

#REF! #REF! #REF!

#REF! #REF! - #REF! #REF! -

Day 27 Day 28 Day 29 Day 30 Day 31 Day 32