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[F1ANNEX XX U.K. REPORTING ON COUNTERBALANCING CAPACITY

AMM TEMPLATES
Template number Template code Name of the template/group of templates
CONCENTRATION OF COUNTERBALANCING CAPACITY TEMPLATES
71 C 71.00 CONCENTRATION OF COUNTERBALANCING CAPACITY BY ISSUER

C 71.00 — CONCENTRATION OF COUNTERBALANCING CAPACITY BY ISSUER

Total and significant currencies

ANNEX XX Table 2: rows 1 - 15

[F1Concentration of counterbalancing capacity by issuer
Issuer LEI code Issuer Sector Residence of Issuer Product Type Currency Credit quality step MtM value/nominal Collateral value CB-eligible
Row ID 010 020 030 040 050 060 070 080 090
010

1. TOP TEN ISSUERS

020 1,01
030 1,02
040 1,03
050 1,04
060 1,05
070 1,06
080 1,07
090 1,08
100 1,09
110 1,10
120

2. ALL OTHER ITEMS USED AS COUNTERBALANCING CAPACITY

]