# Commission Implementing Regulation (EU) No 680/2014 of 16 April 2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (Text with EEA relevance), Division 1.4: Prices for Various Lengths of Funding (C 69.00)

Extent: E+W+S+N.I.

(a) overnight in columns 010 and 020;
(b) greater than overnight and less than or equal to 1 week (columns 030 and 040)
(c) greater than 1 week and less than or equal to 1 month in columns 050 and 060;
(d) greater than 1 month and less than or equal to 3 months in columns 070 and 080;
(e) greater than 3 months and less than or equal to 6 months in columns 090 and 100;
(f) greater than 6 months and less than or equal to 1 year in columns 110 and 120;
(g) greater than 1 year and less than or equal to 2 years in columns 130 and 140;
(h) greater than 2 years and less than or equal to 5 years in columns 150 and 160;
(i) greater than 5 years and less than or equal to 10 years in columns 170 and 180.
(a) the spread payable by the institution for liabilities less than or equal to one year, if they were to have been swapped to the benchmark overnight index for the appropriate currency no later than close of business on the day of the transaction;
(b) the spread payable by the firm at issuance for liabilities with an original maturity greater than one year, were they to be swapped to the relevant benchmark index for the appropriate currency which is three month EURIBOR for EUR or LIBOR for GBP and USD, no later than close of business on the day of the transaction.
Solely for the purposes of spread calculation under points a) and b) above, on the basis of historical experience, the institution may determine the original maturity with or without taking into account optionality, as appropriate.

---
Source: https://www.legislation.gov.uk/eur/2014/680/annex/XIX/division/1/division/1.4 (the official version)
Page: https://openlegislation.uk/eu-regulation-2014-680/annex-XIX/division-1/division-1.4
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.