REPORTING ON AMM MATURITY LADDER
AMM TEMPLATES
Template number | Template code | Name of the template/group of templates
| | MATURITY LADDER TEMPLATE
66 | C 66.0066.01 | MATURITY LADDER TEMPLATE
C 66.0066.01 - MATURITY LADDER
Total and significant currencies
Code | ID | Item | Contractual Flow Maturity
010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220
010-380 | 1 | OUTFLOWS | | Overnight | Greater than overnight up to 2 days | Greater than 2 days up to 3 days | Greater than 3 days up to 4 days | Greater than 4 days up to 5 days | Greater than 5 days up to 6 days | Greater than 6 days up to 7 days | Greater than 7 days up to 2 weeks | Greater than 2 weeks up to 3 weeks | Greater than 3 weeks up to 30 days | Greater than 30 days up to 5 weeks | Greater than 5 weeks up to 2 months | Greater than 2 months up to 3 months | Greater than 3 months up to 4 months | Greater than 4 months up to 5 months | Greater than 5 months up to 6 months | Greater than 6 months up to 9 months | Greater than 9 months up to 12 months | Greater than 12 months up to 2 years | Greater than 2 years up to 5 years | Greater than 5 years
010 | 1.1 | Liabilities resulting from securities issued (if not treated as retail deposits) | | | | | | | | | | | | | | | | | | | | | |
020 | 1.1.1 | unsecured bonds due | | | | | | | | | | | | | | | | | | | | | |
030 | 1.1.2 | regulated covered bonds | | | | | | | | | | | | | | | | | | | | | |
040 | 1.1.3 | securitisations due | | | | | | | | | | | | | | | | | | | | | |
050 | 1.1.4 | other | | | | | | | | | | | | | | | | | | | | | |
060 | 1.2 | Liabilities resulting from secured lending and capital market driven transactions collateralised by: | | | | | | | | | | | | | | | | | | | | | |
070 | 1.2.1 | Level 1 tradable assets | | | | | | | | | | | | | | | | | | | | | |
080 | 1.2.1.1 | Level 1 excluding covered bonds | | | | | | | | | | | | | | | | | | | | | |
090 | 1.2.1.1.1 | Level 1 central bank | | | | | | | | | | | | | | | | | | | | | |
100 | 1.2.1.1.2 | Level 1 (CQS 1) | | | | | | | | | | | | | | | | | | | | | |
110 | 1.2.1.1.3 | Level 1 (CQS2, CQS3) | | | | | | | | | | | | | | | | | | | | | |
120 | 1.2.1.1.4 | Level 1 (CQS4+) | | | | | | | | | | | | | | | | | | | | | |
130 | 1.2.1.2 | Level 1 covered bonds (CQS1) | | | | | | | | | | | | | | | | | | | | | |
140 | 1.2.2 | Level 2A tradable assets | | | | | | | | | | | | | | | | | | | | | |
150 | 1.2.2.1 | Level 2A corporate bonds (CQS1) | | | | | | | | | | | | | | | | | | | | | |
160 | 1.2.2.2 | Level 2A covered bonds (CQS1, CQS2) | | | | | | | | | | | | | | | | | | | | | |
170 | 1.2.2.3 | Level 2A public sector (CQS1, CQS2) | | | | | | | | | | | | | | | | | | | | | |
180 | 1.2.3 | Level 2B tradable assets | | | | | | | | | | | | | | | | | | | | | |
190 | 1.2.3.1 | Level 2B Asset Backed Securities (ABS) (CQS1) | | | | | | | | | | | | | | | | | | | | | |
200 | 1.2.3.2 | Level 2B covered bonds (CQS1-6) | | | | | | | | | | | | | | | | | | | | | |
210 | 1.2.3.3 | Level 2B: corporate bonds (CQ1-3) | | | | | | | | | | | | | | | | | | | | | |
220 | 1.2.3.4 | Level 2B shares | | | | | | | | | | | | | | | | | | | | | |
230 | 1.2.3.5 | Level 2B public sector (CQS 3-5) | | | | | | | | | | | | | | | | | | | | | |
240 | 1.2.4 | other tradable assets | | | | | | | | | | | | | | | | | | | | | |
250 | 1.2.5 | other assets | | | | | | | | | | | | | | | | | | | | | |
260 | 1.3 | Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral) | | | | | | | | | | | | | | | | | | | | | |
270 | 1.3.1 | stable retail deposits | | | | | | | | | | | | | | | | | | | | | |
280 | 1.3.2 | other retail deposits | | | | | | | | | | | | | | | | | | | | | |
290 | 1.3.3 | operational deposits | | | | | | | | | | | | | | | | | | | | | |
300 | 1.3.4 | non-operational deposits from credit institutions | | | | | | | | | | | | | | | | | | | | | |
310 | 1.3.5 | non-operational deposits from other financial customers | | | | | | | | | | | | | | | | | | | | | |
320 | 1.3.6 | non-operational deposits from central banks | | | | | | | | | | | | | | | | | | | | | |
330 | 1.3.7 | non-operational deposits from non-financial corporates | | | | | | | | | | | | | | | | | | | | | |
340 | 1.3.8 | non-operational deposits from other counterparties | | | | | | | | | | | | | | | | | | | | | |
350 | 1.4 | FX-swaps maturing | | | | | | | | | | | | | | | | | | | | | |
360 | 1.5 | Derivatives amount payables other than those reported in 1.4 | | | | | | | | | | | | | | | | | | | | | |
370 | 1.6 | Other outflows | | | | | | | | | | | | | | | | | | | | | |
380 | 1.7 | Total outflows | | 0 | | | | | | | | | | | | | | | | | | | | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
390-720 | 2 | INFLOWS | | Overnight | Greater than overnight up to 2 days | Greater than 2 days up to 3 days | Greater than 3 days up to 4 days | Greater than 4 days up to 5 days | Greater than 5 days up to 6 days | Greater than 6 days up to 7 days | Greater than 7 days up to 2 weeks | Greater than 2 weeks up to 3 weeks | Greater than 3 weeks up to 30 days | Greater than 30 days up to 5 weeks | Greater than 5 weeks up to 2 months | Greater than 2 months up to 3 months | Greater than 3 months up to 4 months | Greater than 4 months up to 5 months | Greater than 5 months up to 6 months | Greater than 6 months up to 9 months | Greater than 9 months up to 12 months | Greater than 12 months up to 2 years | Greater than 2 years up to 5 years | Greater than 5 years
390 | 2.1 | Monies due from secured lending and capital market driven transactions collateralised by: | | | | | | | | | | | | | | | | | | | | | |
400 | 2.1.1 | Level 1 tradable assets | | | | | | | | | | | | | | | | | | | | | |
410 | 2.1.1.1 | Level 1 excluding covered bonds | | | | | | | | | | | | | | | | | | | | | |
420 | 2.1.1.1.1 | Level 1 central bank | | | | | | | | | | | | | | | | | | | | | |
430 | 2.1.1.1.2 | Level 1 (CQS 1) | | | | | | | | | | | | | | | | | | | | | |
440 | 2.1.1.1.3 | Level 1 (CQS2, CQS3) | | | | | | | | | | | | | | | | | | | | | |
450 | 2.1.1.1.4 | Level 1 (CQS4+) | | | | | | | | | | | | | | | | | | | | | |
460 | 2.1.1.2 | Level 1 covered bonds (CQS1) | | | | | | | | | | | | | | | | | | | | | |
470 | 2.1.2 | Level 2A tradable assets | | | | | | | | | | | | | | | | | | | | | |
480 | 2.1.2.1 | Level 2A corporate bonds (CQS1) | | | | | | | | | | | | | | | | | | | | | |
490 | 2.1.2.2 | Level 2A covered bonds (CQS1, CQS2) | | | | | | | | | | | | | | | | | | | | | |
500 | 2.1.2.3 | Level 2A public sector (CQS1, CQS2) | | | | | | | | | | | | | | | | | | | | | |
510 | 2.1.3 | Level 2B tradable assets | | | | | | | | | | | | | | | | | | | | | |
520 | 2.1.3.1 | Level 2B ABS (CQS1) | | | | | | | | | | | | | | | | | | | | | |
530 | 2.1.3.2 | Level 2B covered bonds (CQS1-6) | | | | | | | | | | | | | | | | | | | | | |
540 | 2.1.3.3 | Level 2B: corporate bonds (CQ1-3) | | | | | | | | | | | | | | | | | | | | | |
550 | 2.1.3.4 | Level 2B shares | | | | | | | | | | | | | | | | | | | | | |
560 | 2.1.3.5 | Level 2B public sector (CQS 3-5) | | | | | | | | | | | | | | | | | | | | | |
570 | 2.1.4 | other tradable assets | | | | | | | | | | | | | | | | | | | | | |
580 | 2.1.5 | other assets | | | | | | | | | | | | | | | | | | | | | |
590 | 2.2 | Monies due not reported in 2.1 resulting from loans and advances granted to: | | | | | | | | | | | | | | | | | | | | | |
600 | 2.2.1 | retail customers | | | | | | | | | | | | | | | | | | | | | |
610 | 2.2.2 | non-financial corporates | | | | | | | | | | | | | | | | | | | | | |
620 | 2.2.3 | credit institutions | | | | | | | | | | | | | | | | | | | | | |
630 | 2.2.4 | other financial customers | | | | | | | | | | | | | | | | | | | | | |
640 | 2.2.5 | central banks | | | | | | | | | | | | | | | | | | | | | |
650 | 2.2.6 | other counterparties | | | | | | | | | | | | | | | | | | | | | |
660 | 2.3 | FX-swaps maturing | | | | | | | | | | | | | | | | | | | | | |
670 | 2.4 | Derivatives amount receivables other than those reported in 2.3 | | | | | | | | | | | | | | | | | | | | | |
680 | 2.5 | Paper in own portfolio maturing | | | | | | | | | | | | | | | | | | | | | |
690 | 2.6 | Other inflows | | | | | | | | | | | | | | | | | | | | | |
700 | 2.7 | Total inflows | | 0 | | | | | | | | | | | | | | | | | | | | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
710 | 2.8 | Net contractual gap | | 0 | | | | | | | | | | | | | | | | | | | | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
720 | 2.9 | Cumulated net contractual gap | | 0 | | | | | | | | | | | | | | | | | | | | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
730-1080 | 3 | COUNTERBALANCING CAPACITY | Initial stock | Overnight | Greater than overnight up to 2 days | Greater than 2 days up to 3 days | Greater than 3 days up to 4 days | Greater than 4 days up to 5 days | Greater than 5 days up to 6 days | Greater than 6 days up to 7 days | Greater than 7 days up to 2 weeks | Greater than 2 weeks up to 3 weeks | Greater than 3 weeks up to 30 days | Greater than 30 days up to 5 weeks | Greater than 5 weeks up to 2 months | Greater than 2 months up to 3 months | Greater than 3 months up to 4 months | Greater than 4 months up to 5 months | Greater than 5 months up to 6 months | Greater than 6 months up to 9 months | Greater than 9 months up to 12 months | Greater than 12 months up to 2 years | Greater than 2 years up to 5 years | Greater than 5 years
730 | 3.1 | coins and bank notes | | | | | | | | | | | | | | | | | | | | | |
740 | 3.2 | Withdrawable central bank reserves | | | | | | | | | | | | | | | | | | | | | |
750 | 3.3 | Level 1 tradable assets | | | | | | | | | | | | | | | | | | | | | |
760 | 3.3.1 | Level 1 excluding covered bonds | | | | | | | | | | | | | | | | | | | | | |
770 | 3.3.1.1 | Level 1 central bank | | | | | | | | | | | | | | | | | | | | | |
780 | 3.3.1.2 | Level 1 (CQS 1) | | | | | | | | | | | | | | | | | | | | | |
790 | 3.3.1.3 | Level 1 (CQS2, CQS3) | | | | | | | | | | | | | | | | | | | | | |
800 | 3.3.1.4 | Level 1 (CQS4+) | | | | | | | | | | | | | | | | | | | | | |
810 | 3.3.2 | Level 1 covered bonds (CQS1) | | | | | | | | | | | | | | | | | | | | | |
820 | 3.4 | Level 2A tradable assets | | | | | | | | | | | | | | | | | | | | | |
830 | 3.4.1 | Level 2A corporate bonds (CQS1) | | | | | | | | | | | | | | | | | | | | | |
840 | 3.4.3 | Level 2A covered bonds (CQS1,(CQS 1, CQS2) | | | | | | | | | | | | | | | | | | | | | |
850 | 3.4.4 | Level 2A public sector (CQS1, CQS2) | | | | | | | | | | | | | | | | | | | | | |
860 | 3.5 | Level 2B tradable assets | | | | | | | | | | | | | | | | | | | | | |
870 | 3.5.1 | Level 2B ABS (CQS1) | | | | | | | | | | | | | | | | | | | | | |
880 | 3.5.2 | Level 2B covered bonds (CQS1-6) | | | | | | | | | | | | | | | | | | | | | |
890 | 3.5.3 | Level 2B corporate bonds (CQ1-3) | | | | | | | | | | | | | | | | | | | | | |
900 | 3.5.4 | Level 2B shares | | | | | | | | | | | | | | | | | | | | | |
910 | 3.5.5 | Level 2B public sector (CQS 3-5) | | | | | | | | | | | | | | | | | | | | | |
920 | 3.6 | other tradable assets | | | | | | | | | | | | | | | | | | | | | |
930 | 3.6.1 | central government (CQS1) | | | | | | | | | | | | | | | | | | | | | |
940 | 3.6.2 | central government (CQS 2 & 3) | | | | | | | | | | | | | | | | | | | | | |
950 | 3.6.3 | shares | | | | | | | | | | | | | | | | | | | | | |
960 | 3.6.4 | covered bonds | | | | | | | | | | | | | | | | | | | | | |
970 | 3.6.5 | ABS | | | | | | | | | | | | | | | | | | | | | |
980 | 3.6.6 | other tradable assets | | | | | | | | | | | | | | | | | | | | | |
990 | 3.7 | non tradable assets eligible for central banks | | | | | | | | | | | | | | | | | | | | | |
1000 | 3.8 | undrawn committed facilities received | | | | | | | | | | | | | | | | | | | | | |
1010 | 3.8.1 | Level 1 facilities | | | | | | | | | | | | | | | | | | | | | |
1020 | 3.8.2 | Level 2B restricted use facilities | | | | | | | | | | | | | | | | | | | | | |
1030 | 3.8.3 | Level 2B IPS facilities | | | | | | | | | | | | | | | | | | | | | |
1040 | 3.8.4 | other facilities | | | | | | | | | | | | | | | | | | | | | |
1050 | 3.8.4.1 | from intragroup counterparties | | | | | | | | | | | | | | | | | | | | | |
1060 | 3.8.4.2 | from other counterparties | | | | | | | | | | | | | | | | | | | | | |
1070 | 3.9 | Net change of Counterbalancing Capacity | | 0 | | | | | | | | | | | | | | | | | | | | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
1080 | 3.10 | Cumulated Counterbalancing Capacity | 0 | | | | | | | | | | | | | | | | | | | | | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
1090-1130 | 4 | CONTINGENCIES | | Overnight | Greater than overnight up to 2 days | Greater than 2 days up to 3 days | Greater than 3 days up to 4 days | Greater than 4 days up to 5 days | Greater than 5 days up to 6 days | Greater than 6 days up to 7 days | Greater than 7 days up to 2 weeks | Greater than 2 weeks up to 3 weeks | Greater than 3 weeks up to 30 days | Greater than 30 days up to 5 weeks | Greater than 5 weeks up to 2 months | Greater than 2 months up to 3 months | Greater than 3 months up to 4 months | Greater than 4 months up to 5 months | Greater than 5 months up to 6 months | Greater than 6 months up to 9 months | Greater than 9 months up to 12 months | Greater than 12 months up to 2 years | Greater than 2 years up to 5 years | Greater than 5 years
1090 | 4.1 | Outflows from committed facilities | | | | | | | | | | | | | | | | | | | | | |
1100 | 4.1.1 | Committed credit facilities | | | | | | | | | | | | | | | | | | | | | |
1110 | 4.1.1.1 | considered as Level 2B by the receiver | | | | | | | | | | | | | | | | | | | | | |
1120 | 4.1.1.2 | other | | | | | | | | | | | | | | | | | | | | | |
1130 | 4.1.2 | Liquidity facilities | | | | | | | | | | | | | | | | | | | | | |
1140 | 4.2 | Outflows due to downgrade triggers | | | | | | | | | | | | | | | | | | | | | |
1150-1290 | MEMORANDUM ITEMS | Initial stock | Overnight | Greater than overnight up to 2 days | Greater than 2 days up to 3 days | Greater than 3 days up to 4 days | Greater than 4 days up to 5 days | Greater than 5 days up to 6 days | Greater than 6 days up to 7 days | Greater than 7 days up to 2 weeks | Greater than 2 weeks up to 3 weeks | Greater than 3 weeks up to 30 days | Greater than 30 days up to 5 weeks | Greater than 5 weeks up to 2 months | Greater than 2 months up to 3 months | Greater than 3 months up to 4 months | Greater than 4 months up to 5 months | Greater than 5 months up to 6 months | Greater than 6 months up to 9 months | Greater than 9 months up to 12 months | Greater than 12 months up to 2 years | Greater than 2 years up to 5 years | Greater than 5 years
1200 | 10 | Intragroup or IPS outflows (excluding FX) | | | | | | | | | | | | | | | | | | | | | |
1210 | 11 | Intragroup or IPS inflows (excluding FX and maturing securities) | | | | | | | | | | | | | | | | | | | | | |
1220 | 12 | Intragroup or IPS inflows from maturing securities | | | | | | | | | | | | | | | | | | | | | |
1230 | 13 | HQLA central bank eligible | | | | | | | | | | | | | | | | | | | | | |
1240 | 14 | non-HQLA central bank eligible | | | | | | | | | | | | | | | | | | | | | |
1270 | 17 | Behavioural outflows from deposits | | | | | | | | | | | | | | | | | | | | | |
1280 | 18 | Behavioural inflows from loans and advances | | | | | | | | | | | | | | | | | | | | | |
1290 | 19 | Behavioural draw-downs of committed facilities | | | | | | | | | | | | | | | | | | | | | |