{
  "url": "https://openlegislation.uk/eu-regulation-2017-2114/annex-XI",
  "json_url": "https://openlegislation.uk/eu-regulation-2017-2114/annex-XI.json",
  "legislation": "eur/2017/2114",
  "legislation_title": "Commission Implementing Regulation (EU) 2017/2114 of 9 November 2017 amending Implementing Regulation (EU) No 680/2014 as regards templates and instructions (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2017-2114",
  "path": "annex/XI",
  "kind": "annex",
  "number": "XI",
  "heading": null,
  "text": "‘ANNEX XXII\nREPORTING ON AMM MATURITY LADDER\nAMM TEMPLATES\nTemplate number\nTemplate code\nName of the template/group of templates\nMATURITY LADDER TEMPLATE\n66\nC 66.00\nMATURITY LADDER TEMPLATE\nC 66.00 - MATURITY LADDER\nTotal and significant currencies\nCode\nID\nItem\nContractual Flow Maturity\n010\n020\n030\n040\n050\n060\n070\n080\n090\n100\n110\n120\n130\n140\n150\n160\n170\n180\n190\n200\n210\n220\n010-380\n1\nOUTFLOWS\nOvernight\nGreater than overnight up to 2 days\nGreater than 2 days up to 3 days\nGreater than 3 days up to 4 days\nGreater than 4 days up to 5 days\nGreater than 5 days up to 6 days\nGreater than 6 days up to 7 days\nGreater than 7 days up to 2 weeks\nGreater than 2 weeks up to 3 weeks\nGreater than 3 weeks up to 30 days\nGreater than 30 days up to 5 weeks\nGreater than 5 weeks up to 2 months\nGreater than 2 months up to 3 months\nGreater than 3 months up to 4 months\nGreater than 4 months up to 5 months\nGreater than 5 months up to 6 months\nGreater than 6 months up to 9 months\nGreater than 9 months up to 12 months\nGreater than 12 months up to 2 years\nGreater than 2 years up to 5 years\nGreater than 5 years\n010\n1.1\nLiabilities resulting from securities issued (if not treated as retail deposits)\n020\n1.1.1\nunsecured bonds due\n030\n1.1.2\nregulated covered bonds\n040\n1.1.3\nsecuritisations due\n050\n1.1.4\nother\n060\n1.2\nLiabilities resulting from secured lending and capital market driven transactions collateralised by:\n070\n1.2.1\nLevel 1 tradable assets\n080\n1.2.1.1\nLevel 1 excluding covered bonds\n090\n1.2.1.1.1\nLevel 1 central bank\n100\n1.2.1.1.2\nLevel 1 (CQS 1)\n110\n1.2.1.1.3\nLevel 1 (CQS2, CQS3)\n120\n1.2.1.1.4\nLevel 1 (CQS4+)\n130\n1.2.1.2\nLevel 1 covered bonds (CQS1)\n140\n1.2.2\nLevel 2A tradable assets\n150\n1.2.2.1\nLevel 2A corporate bonds (CQS1)\n160\n1.2.2.2\nLevel 2A covered bonds (CQS1, CQS2)\n170\n1.2.2.3\nLevel 2A public sector (CQS1, CQS2)\n180\n1.2.3\nLevel 2B tradable assets\n190\n1.2.3.1\nLevel 2B Asset Backed Securities (ABS) (CQS1)\n200\n1.2.3.2\nLevel 2B covered bonds (CQS1-6)\n210\n1.2.3.3\nLevel 2B: corporate bonds (CQ1-3)\n220\n1.2.3.4\nLevel 2B shares\n230\n1.2.3.5\nLevel 2B public sector (CQS 3-5)\n240\n1.2.4\nother tradable assets\n250\n1.2.5\nother assets\n260\n1.3\nLiabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral)\n270\n1.3.1\nstable retail deposits\n280\n1.3.2\nother retail deposits\n290\n1.3.3\noperational deposits\n300\n1.3.4\nnon-operational deposits from credit institutions\n310\n1.3.5\nnon-operational deposits from other financial customers\n320\n1.3.6\nnon-operational deposits from central banks\n330\n1.3.7\nnon-operational deposits from non-financial corporates\n340\n1.3.8\nnon-operational deposits from other counterparties\n350\n1.4\nFX-swaps maturing\n360\n1.5\nDerivatives amount payables other than those reported in 1.4\n370\n1.6\nOther outflows\n380\n1.7\nTotal outflows\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n390-720\n2\nINFLOWS\nOvernight\nGreater than overnight up to 2 days\nGreater than 2 days up to 3 days\nGreater than 3 days up to 4 days\nGreater than 4 days up to 5 days\nGreater than 5 days up to 6 days\nGreater than 6 days up to 7 days\nGreater than 7 days up to 2 weeks\nGreater than 2 weeks up to 3 weeks\nGreater than 3 weeks up to 30 days\nGreater than 30 days up to 5 weeks\nGreater than 5 weeks up to 2 months\nGreater than 2 months up to 3 months\nGreater than 3 months up to 4 months\nGreater than 4 months up to 5 months\nGreater than 5 months up to 6 months\nGreater than 6 months up to 9 months\nGreater than 9 months up to 12 months\nGreater than 12 months up to 2 years\nGreater than 2 years up to 5 years\nGreater than 5 years\n390\n2.1\nMonies due from secured lending and capital market driven transactions collateralised by:\n400\n2.1.1\nLevel 1 tradable assets\n410\n2.1.1.1\nLevel 1 excluding covered bonds\n420\n2.1.1.1.1\nLevel 1 central bank\n430\n2.1.1.1.2\nLevel 1 (CQS 1)\n440\n2.1.1.1.3\nLevel 1 (CQS2, CQS3)\n450\n2.1.1.1.4\nLevel 1 (CQS4+)\n460\n2.1.1.2\nLevel 1 covered bonds (CQS1)\n470\n2.1.2\nLevel 2A tradable assets\n480\n2.1.2.1\nLevel 2A corporate bonds (CQS1)\n490\n2.1.2.2\nLevel 2A covered bonds (CQS1, CQS2)\n500\n2.1.2.3\nLevel 2A public sector (CQS1, CQS2)\n510\n2.1.3\nLevel 2B tradable assets\n520\n2.1.3.1\nLevel 2B ABS (CQS1)\n530\n2.1.3.2\nLevel 2B covered bonds (CQS1-6)\n540\n2.1.3.3\nLevel 2B: corporate bonds (CQ1-3)\n550\n2.1.3.4\nLevel 2B shares\n560\n2.1.3.5\nLevel 2B public sector (CQS 3-5)\n570\n2.1.4\nother tradable assets\n580\n2.1.5\nother assets\n590\n2.2\nMonies due not reported in 2.1 resulting from loans and advances granted to:\n600\n2.2.1\nretail customers\n610\n2.2.2\nnon-financial corporates\n620\n2.2.3\ncredit institutions\n630\n2.2.4\nother financial customers\n640\n2.2.5\ncentral banks\n650\n2.2.6\nother counterparties\n660\n2.3\nFX-swaps maturing\n670\n2.4\nDerivatives amount receivables other than those reported in 2.3\n680\n2.5\nPaper in own portfolio maturing\n690\n2.6\nOther inflows\n700\n2.7\nTotal inflows\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n710\n2.8\nNet contractual gap\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n720\n2.9\nCumulated net contractual gap\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n730-1080\n3\nCOUNTERBALANCING CAPACITY\nInitial stock\nOvernight\nGreater than overnight up to 2 days\nGreater than 2 days up to 3 days\nGreater than 3 days up to 4 days\nGreater than 4 days up to 5 days\nGreater than 5 days up to 6 days\nGreater than 6 days up to 7 days\nGreater than 7 days up to 2 weeks\nGreater than 2 weeks up to 3 weeks\nGreater than 3 weeks up to 30 days\nGreater than 30 days up to 5 weeks\nGreater than 5 weeks up to 2 months\nGreater than 2 months up to 3 months\nGreater than 3 months up to 4 months\nGreater than 4 months up to 5 months\nGreater than 5 months up to 6 months\nGreater than 6 months up to 9 months\nGreater than 9 months up to 12 months\nGreater than 12 months up to 2 years\nGreater than 2 years up to 5 years\nGreater than 5 years\n730\n3.1\ncoins and bank notes\n740\n3.2\nWithdrawable central bank reserves\n750\n3.3\nLevel 1 tradable assets\n760\n3.3.1\nLevel 1 excluding covered bonds\n770\n3.3.1.1\nLevel 1 central bank\n780\n3.3.1.2\nLevel 1 (CQS 1)\n790\n3.3.1.3\nLevel 1 (CQS2, CQS3)\n800\n3.3.1.4\nLevel 1 (CQS4+)\n810\n3.3.2\nLevel 1 covered bonds (CQS1)\n820\n3.4\nLevel 2A tradable assets\n830\n3.4.1\nLevel 2A corporate bonds (CQS1)\n840\n3.4.3\nLevel 2A covered bonds (CQS1, CQS2)\n850\n3.4.4\nLevel 2A public sector (CQS1, CQS2)\n860\n3.5\nLevel 2B tradable assets\n870\n3.5.1\nLevel 2B ABS (CQS1)\n880\n3.5.2\nLevel 2B covered bonds (CQS1-6)\n890\n3.5.3\nLevel 2B corporate bonds (CQ1-3)\n900\n3.5.4\nLevel 2B shares\n910\n3.5.5\nLevel 2B public sector (CQS 3-5)\n920\n3.6\nother tradable assets\n930\n3.6.1\ncentral government (CQS1)\n940\n3.6.2\ncentral government (CQS 2 & 3)\n950\n3.6.3\nshares\n960\n3.6.4\ncovered bonds\n970\n3.6.5\nABS\n980\n3.6.6\nother tradable assets\n990\n3.7\nnon tradable assets eligible for central banks\n1000\n3.8\nundrawn committed facilities received\n1010\n3.8.1\nLevel 1 facilities\n1020\n3.8.2\nLevel 2B restricted use facilities\n1030\n3.8.3\nLevel 2B IPS facilities\n1040\n3.8.4\nother facilities\n1050\n3.8.4.1\nfrom intragroup counterparties\n1060\n3.8.4.2\nfrom other counterparties\n1070\n3.9\nNet change of Counterbalancing Capacity\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n1080\n3.10\nCumulated Counterbalancing Capacity\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n0\n1090-1130\n4\nCONTINGENCIES\nOvernight\nGreater than overnight up to 2 days\nGreater than 2 days up to 3 days\nGreater than 3 days up to 4 days\nGreater than 4 days up to 5 days\nGreater than 5 days up to 6 days\nGreater than 6 days up to 7 days\nGreater than 7 days up to 2 weeks\nGreater than 2 weeks up to 3 weeks\nGreater than 3 weeks up to 30 days\nGreater than 30 days up to 5 weeks\nGreater than 5 weeks up to 2 months\nGreater than 2 months up to 3 months\nGreater than 3 months up to 4 months\nGreater than 4 months up to 5 months\nGreater than 5 months up to 6 months\nGreater than 6 months up to 9 months\nGreater than 9 months up to 12 months\nGreater than 12 months up to 2 years\nGreater than 2 years up to 5 years\nGreater than 5 years\n1090\n4.1\nOutflows from committed facilities\n1100\n4.1.1\nCommitted credit facilities\n1110\n4.1.1.1\nconsidered as Level 2B by the receiver\n1120\n4.1.1.2\nother\n1130\n4.1.2\nLiquidity facilities\n1140\n4.2\nOutflows due to downgrade triggers\n1150-1290\nMEMORANDUM ITEMS\nInitial stock\nOvernight\nGreater than overnight up to 2 days\nGreater than 2 days up to 3 days\nGreater than 3 days up to 4 days\nGreater than 4 days up to 5 days\nGreater than 5 days up to 6 days\nGreater than 6 days up to 7 days\nGreater than 7 days up to 2 weeks\nGreater than 2 weeks up to 3 weeks\nGreater than 3 weeks up to 30 days\nGreater than 30 days up to 5 weeks\nGreater than 5 weeks up to 2 months\nGreater than 2 months up to 3 months\nGreater than 3 months up to 4 months\nGreater than 4 months up to 5 months\nGreater than 5 months up to 6 months\nGreater than 6 months up to 9 months\nGreater than 9 months up to 12 months\nGreater than 12 months up to 2 years\nGreater than 2 years up to 5 years\nGreater than 5 years\n1200\n10\nIntragroup or IPS outflows (excluding FX)\n1210\n11\nIntragroup or IPS inflows (excluding FX and maturing securities)\n1220\n12\nIntragroup or IPS inflows from maturing securities\n1230\n13\nHQLA central bank eligible\n1240\n14\nnon-HQLA central bank eligible\n1270\n17\nBehavioural outflows from deposits\n1280\n18\nBehavioural inflows from loans and advances\n1290\n19\nBehavioural draw-downs of committed facilities\n’",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2017/2114/annex/XI",
    "retrieved_at": "2026-11-01T14:44:26.934549+00:00"
  },
  "licence": "Open Government Licence v3.0",
  "licence_url": "https://www.nationalarchives.gov.uk/doc/open-government-licence/version/3/",
  "attribution": "Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives."
}