[X1ANNEX III U.K. Items subject to supplementary reporting of liquid assets

6. Transferable securities other than those referred to in points 3, 4 and 5 that qualify for a 20 % or better risk weight under Chapter 2, Title II of Part Three or are internally rated as having an equivalent credit quality, and fulfil any of the following conditions: U.K.

(a)

they do not represent a claim on an SSPE, an institution or any of its affiliated entities;

(b)

they are bonds eligible for the treatment set out in Article 129(4) or (5);

(c)

they are bonds as referred to in Article 52(4) of Directive 2009/65/EC other than those referred to in point (b) of this point.]