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[F1ANNEX X U.K. REPORTING ON LEVERAGE

C 43.00 — ALTERNATIVE BREAKDOWN OF LEVERAGE RATIO EXPOSURE MEASURE COMPONENTS (LR4)

ANNEX X Table 5: rows 1 - 40

[F1Row Off-balance sheet items, derivatives, SFTs and trading book Column
010 020
Leverage Ratio Exposure Value RWA
010 Off-balance sheet items; of which
020 Trade finance; of which
030 Under official export credit insurance scheme
040 Derivatives and SFTs subject to a cross-product netting agreement
050 Derivatives not subject to a cross-product netting agreement
060 SFTs not subject to a cross-product netting agreement
065 Exposure amounts resulting from the additional treatment for credit derivatives
070 Other assets belonging to the trading book
Row Other non-trading book exposures Column
010 020 030 040
Leverage Ratio Exposure Value RWAs
SA Exposures IRB Exposures SA Exposures IRB Exposures
080 Covered bonds
90 Exposures treated as sovereigns
100 Central governments and central banks
110 Regional governments and local authorities treated as sovereigns
120 MDBs and International organisations treated as sovereigns
130 PSEs treated as sovereigns
140 Exposures to regional governments, MDBs, international organisations and PSEs not treated as sovereigns
150 Regional governments and local authorities not treated as sovereigns
160 MDBs not treated as sovereigns
170 PSEs not treated as sovereigns
180 Institutions
190 Secured by mortgages on immovable properties; of which
200 Secured by mortgages of residential properties
210 Retail exposures; of which
220 Retail SME
230 Corporate; of which
240 Financial
250 Non-financial; of which
260 SME exposures
270 Exposures other than SME exposures
280 Exposures in default
290 Other exposures; of which
300 Securitisation exposures
310 Trade finance (memo item); of which
320 Under official export credit insurance scheme ]