| Column | Legal references and instructions |
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| 010 | Counterparty Name The name of each counterparty from which funding obtained exceeds 1 % of total liabilities shall be recorded in column 010 in descending order, that is, in order of size of funding obtained.
The counterparty name recorded shall be the legal entity title of the company from which the funding is derived including any company type references such as SA ( Société anonyme in France), Plc. (public limited company in the UK), or AG ( Aktiengesellschaft in Germany).
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| 020 | LEI Code The legal entity identifier code of the counterparty.
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| 030 | Counterparty Sector One sector shall be allocated to every counterparty on the basis of FINREP economic sector classes:
(i) Central Banks; (ii) General Governments; (iii) Credit institutions; (iv) Other financial corporations; (v) Non-financial corporations; (vi) households.
For groups of connected clients, no sector shall be reported.
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| 040 | Residence of Counterparty ISO code 3166-1-alpha-2 of the country of incorporation of the counterparty shall be used (including pseudo-ISO codes for international organisations, available in the last edition of the Eurostat's ‘ Balance of Payments Vademecum ’ ).
For groups of connected clients, no country shall be reported.
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| 050 | Product Type Counterparties reported in column 010 shall be assigned a product type, corresponding to the product issued in which the funding was received (or in which the largest proportion of funding was received for mixed product types) using the following codes indicated in bold:
UWF (unsecured wholesale funding obtained from financial customers including interbank money)
UWNF (unsecured wholesale funding obtained from non-financial customers)
REPO (funding obtained from repurchase agreements as defined in Article 4(1) (82) of CRR)
CB (funding obtained from covered bond issuance as defined in Article 129(4) or (5) of CRR OR Article 52(4) of Directive 2009/65/EC)
ABS (funding obtained from asset backed security issuance including asset backed commercial paper)
IGCP (funding obtained from intragroup counterparties)
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| 060 | Amount Received The total amount of funding received from counterparties reported in column 010 shall be recorded in column 060.
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| 070 | Weighted average initial maturity For the amount of funding received reported in column 060, from the counterparty reported in column 010, a weighted average initial maturity (in days) for that funding shall be recorded in column 070.
Weighted average initial maturity is the average initial maturity (in days) of the funding received from that counterparty based on the size of different amounts of funding received to total funding received.
For example:
1. EUR 1 billion received from counterparty A with an initial maturity of 180 days.
2. EUR 0,5 billion received from counterparty A with an initial maturity of 360 days.
Weighted average initial maturity = (EUR 1 billion/EUR 1,5 billion) * 180 days + (EUR 0,5 billion/EUR 1,5 billion) * 360 days
Weighted average initial maturity = 240 days
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| 080 | Weighted average residual maturity For the amount of funding received reported in column 060, from the counterparty reported in column 010, a weighted average residual maturity (in days) for that funding shall be recorded in column 080.
Weighted average residual maturity is the average maturity (in days) of the funding received from that counterparty left based on the size of different amounts of funding received to total funding received.
For example:
1. EUR 1 billion received from counterparty A with 60 days residual maturity left.
2. EUR 0.5 billion received from counterparty A with 180 days residual maturity left.
Weighted average residual maturity = (EUR 1 billion/EUR 1,5 billion) * 60 days + (EUR 0,5 billion/EUR 1,5 billion) * 180 days
Weighted average residual maturity = 100 days]
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