REPORTING ON AMM MATURITY LADDER
AMM TEMPLATES | ||
Template number | Template code | Name of the template /group of templates |
MATURITY LADDER TEMPLATE | ||
66 | C 66.01 | MATURITY LADDER TEMPLATE |
C 66.01 - MATURITY LADDER
Total and significant currencies
Code | ID | Item | Contractual Flow Maturity | ||||||||||||||||||||||
0010 | 0020 | 0025 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0180 | 0190 | 0200 | 0210 | 0220 | |||
0010-0380 | 1 | OUTFLOWS | Initial stock | 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 | ||
Overnight | of which: Open Maturity items | ||||||||||||||||||||||||
0010 | 1.1 | Liabilities resulting from securities issued (if not treated as retail deposits) | |||||||||||||||||||||||
0011 | 1.1.0.1 | of which: Intragroup or IPS | |||||||||||||||||||||||
0020 | 1.1.1 | unsecured bonds due | |||||||||||||||||||||||
0030 | 1.1.2 | regulated covered bonds | |||||||||||||||||||||||
0040 | 1.1.3 | securitisations due | |||||||||||||||||||||||
0050 | 1.1.4 | other | |||||||||||||||||||||||
0065 | 1.2 | Liabilities resulting from secured lending and capital market driven transactions collateralised by (Counterparty is non-Central Bank): | |||||||||||||||||||||||
0066 | 1.2.0.1 | of which: Intragroup or IPS | |||||||||||||||||||||||
0075 | 1.2.1 | Level 1 tradable assets | |||||||||||||||||||||||
0085 | 1.2.1.1 | Level 1 excluding covered bonds | |||||||||||||||||||||||
0095 | 1.2.1.1.1 | Level 1 central bank | |||||||||||||||||||||||
0105 | 1.2.1.1.2 | Level 1 (CQS 1) | |||||||||||||||||||||||
0115 | 1.2.1.1.3 | Level 1 (CQS2, CQS3) | |||||||||||||||||||||||
0125 | 1.2.1.1.4 | Level 1 (CQS4+) | |||||||||||||||||||||||
0135 | 1.2.1.2 | Level 1 covered bonds (CQS1) | |||||||||||||||||||||||
0145 | 1.2.2 | Level 2A tradable assets | |||||||||||||||||||||||
0155 | 1.2.2.1 | Level 2A corporate bonds (CQS1) | |||||||||||||||||||||||
0165 | 1.2.2.2 | Level 2A covered bonds (CQS1, CQS2) | |||||||||||||||||||||||
0175 | 1.2.2.3 | Level 2A public sector (CQS1, CQS2) | |||||||||||||||||||||||
0185 | 1.2.3 | Level 2B tradable assets | |||||||||||||||||||||||
0195 | 1.2.3.1 | Level 2B Asset Backed Securities (ABS) (CQS1) | |||||||||||||||||||||||
0205 | 1.2.3.2 | Level 2B covered bonds (CQS1-6) | |||||||||||||||||||||||
0215 | 1.2.3.3 | Level 2B: corporate bonds (CQ1-3) | |||||||||||||||||||||||
0225 | 1.2.3.4 | Level 2B shares | |||||||||||||||||||||||
0235 | 1.2.3.5 | Level 2B public sector (CQS 3-5) | |||||||||||||||||||||||
0245 | 1.2.4 | other tradable assets | |||||||||||||||||||||||
0251 | 1.2.5 | other assets | |||||||||||||||||||||||
0252 | 1.2a | Liabilities resulting from secured lending and capital market driven transactions collateralised by (Counterparty is Central Bank): | |||||||||||||||||||||||
0253 | 1.2a.1 | Level 1 tradable assets | |||||||||||||||||||||||
0254 | 1.2a.2 | Level 2A tradable assets | |||||||||||||||||||||||
0255 | 1.2a.3 | Level 2B tradable assets | |||||||||||||||||||||||
0256 | 1.2a.4 | other tradable assets | |||||||||||||||||||||||
0257 | 1.2a.5 | other assets | |||||||||||||||||||||||
0260 | 1.3 | Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral) | |||||||||||||||||||||||
0261 | 1.3.0.1 | of which: Intragroup or IPS | |||||||||||||||||||||||
0270 | 1.3.1 | stable retail deposits | |||||||||||||||||||||||
0280 | 1.3.2 | other retail deposits | |||||||||||||||||||||||
0290 | 1.3.3 | operational deposits | |||||||||||||||||||||||
0300 | 1.3.4 | non-operational deposits from credit institutions | |||||||||||||||||||||||
0310 | 1.3.5 | non-operational deposits from other financial customers | |||||||||||||||||||||||
0320 | 1.3.6 | non-operational deposits from central banks | |||||||||||||||||||||||
0330 | 1.3.7 | non-operational deposits from non-financial corporates | |||||||||||||||||||||||
0340 | 1.3.8 | non-operational deposits from other counterparties | |||||||||||||||||||||||
0350 | 1.4 | FX-swaps maturing | |||||||||||||||||||||||
0360 | 1.5 | Derivatives amount payables other than those reported in 1.4 | |||||||||||||||||||||||
0370 | 1.6 | Other outflows | |||||||||||||||||||||||
0380 | 1.7 | Total outflows | |||||||||||||||||||||||
0390-0720 | 2 | INFLOWS | Initial stock | 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 | ||
Overnight | of which: Open Maturity items | ||||||||||||||||||||||||
0390 | 2.1 | Monies due from secured lending and capital market driven transactions collateralised by: | |||||||||||||||||||||||
0391 | 2.1.0.1 | of which: Intragroup or IPS | |||||||||||||||||||||||
0400 | 2.1.1 | Level 1 tradable assets | |||||||||||||||||||||||
0410 | 2.1.1.1 | Level 1 excluding covered bonds | |||||||||||||||||||||||
0420 | 2.1.1.1.1 | Level 1 central bank | |||||||||||||||||||||||
0430 | 2.1.1.1.2 | Level 1 (CQS 1) | |||||||||||||||||||||||
0440 | 2.1.1.1.3 | Level 1 (CQS2, CQS3) | |||||||||||||||||||||||
0450 | 2.1.1.1.4 | Level 1 (CQS4+) | |||||||||||||||||||||||
0460 | 2.1.1.2 | Level 1 covered bonds (CQS1) | |||||||||||||||||||||||
0470 | 2.1.2 | Level 2A tradable assets | |||||||||||||||||||||||
0480 | 2.1.2.1 | Level 2A corporate bonds (CQS1) | |||||||||||||||||||||||
0490 | 2.1.2.2 | Level 2A covered bonds (CQS1, CQS2) | |||||||||||||||||||||||
0500 | 2.1.2.3 | Level 2A public sector (CQS1, CQS2) | |||||||||||||||||||||||
0510 | 2.1.3 | Level 2B tradable assets | |||||||||||||||||||||||
0520 | 2.1.3.1 | Level 2B ABS (CQS1) | |||||||||||||||||||||||
0530 | 2.1.3.2 | Level 2B covered bonds (CQS1-6) | |||||||||||||||||||||||
0540 | 2.1.3.3 | Level 2B: corporate bonds (CQ1-3) | |||||||||||||||||||||||
0550 | 2.1.3.4 | Level 2B shares | |||||||||||||||||||||||
0560 | 2.1.3.5 | Level 2B public sector (CQS 3-5) | |||||||||||||||||||||||
0570 | 2.1.4 | other tradable assets | |||||||||||||||||||||||
0580 | 2.1.5 | other assets | |||||||||||||||||||||||
0590 | 2.2 | Monies due not reported in 2.1 resulting from loans and advances granted to: | |||||||||||||||||||||||
0600 | 2.2.1 | retail customers | |||||||||||||||||||||||
0610 | 2.2.2 | non-financial corporates | |||||||||||||||||||||||
0620 | 2.2.3 | credit institutions | |||||||||||||||||||||||
0621 | 2.2.3.1 | of which: Intragroup or IPS | |||||||||||||||||||||||
0630 | 2.2.4 | other financial customers | |||||||||||||||||||||||
0640 | 2.2.5 | central banks | |||||||||||||||||||||||
0650 | 2.2.6 | other counterparties | |||||||||||||||||||||||
0660 | 2.3 | FX-swaps maturing | |||||||||||||||||||||||
0670 | 2.4 | Derivatives amount receivables other than those reported in 2.3 | |||||||||||||||||||||||
0680 | 2.5 | Paper in own portfolio maturing | |||||||||||||||||||||||
0690 | 2.6 | Other inflows | |||||||||||||||||||||||
0691 | 2.6.1 | of which: Intragroup or IPS | |||||||||||||||||||||||
0700 | 2.7 | Total inflows | |||||||||||||||||||||||
0710 | 2.8 | Net contractual gap | |||||||||||||||||||||||
0720 | 2.9 | Cumulated net contractual gap | |||||||||||||||||||||||
0730-1080 | 3 | COUNTERBALANCING CAPACITY | Initial stock | 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 | ||
Overnight | of which: Open Maturity items | ||||||||||||||||||||||||
0730 | 3.1 | coins and bank notes | |||||||||||||||||||||||
0740 | 3.2 | Withdrawable central bank reserves | |||||||||||||||||||||||
0750 | 3.3 | Level 1 tradable assets | |||||||||||||||||||||||
0760 | 3.3.1 | Level 1 excluding covered bonds | |||||||||||||||||||||||
0770 | 3.3.1.1 | Level 1 central bank | |||||||||||||||||||||||
0780 | 3.3.1.2 | Level 1 (CQS 1) | |||||||||||||||||||||||
0790 | 3.3.1.3 | Level 1 (CQS2, CQS3) | |||||||||||||||||||||||
0800 | 3.3.1.4 | Level 1 (CQS4+) | |||||||||||||||||||||||