Commission Implementing Regulation (EU) 2020/1225 of 29 October 2019 laying down implementing technical standards with regard to the format and standardised templates for making available the information and details of a securitisation by the originator, sponsor and SSPE (Text with EEA relevance)
Date: 2019-10-29
Institutions: Directorate-General for Financial Stability, Financial Services and Capital Markets Union, European Commission
Subjects: banking, capital market, credit, credit institution, disclosure of information, financial legislation, financial market, investment, investment company, technical standard




L_2020289EN.01021701.xml










3.9.2020   


EN


Official Journal of the European Union


L 289/217








            COMMISSION IMPLEMENTING REGULATION (EU) 2020/1225
of 29 October 2019
         
laying down implementing technical standards with regard to the format and standardised templates for making available the information and details of a securitisation by the originator, sponsor and SSPE
(Text with EEA relevance)


THE EUROPEAN COMMISSION,

Having regard to the Treaty on the Functioning of the European Union,


Having regard to Regulation (EU) 2017/2402 of the European Parliament and of the Council of 12 December 2017 laying down a general framework for securitisation and creating a specific framework for simple, transparent and standardised securitisation, and amending Directives 2009/65/EC, 2009/138/EC and 2011/61/EU and Regulations (EC) No 1060/2009 and (EU) No 648/2012 (1), and in particular Articles 7(4) and 17(3) thereof,

Whereas:







(1)


The scope of Article 7(4) of Regulation (EU) 2017/2402 refers to all securitisations, including securitisations where a prospectus has to be drawn up pursuant to Regulation (EU) 2017/1129 (2) (commonly referred to as ‘public’ securitisations) and securitisations where a prospectus does not have to be drawn up (commonly referred to as ‘private’ securitisations). Article 17(3) of Regulation (EU) 2017/2402 refers to securitisations making information available via a securitisation repository, which does not include private securitisations.












(2)


Securitisations are complex and heterogeneous. To allow for efficient data collection and assessment by investors, potential investors, competent authorities and, for public securitisations, the other entities listed in Article 17(1) of Regulation (EU) 2017/2402, the information referred to in points (a) and (e) of Article 7(1) and point (a) of Article 17(2) of Regulation (EU) 2017/2402 should be made available in a harmonised format. In addition, where the information is to be made available via a securitisation repository, a harmonised format also facilitates seamless aggregation and comparison across repositories.












(3)


Costs for market participants should be minimised. The reporting format for securitisations should therefore be similar, to the extent feasible, to the format prescribed for the reporting of derivatives contracts under Article 9 of Regulation (EU) No 648/2012 of the European Parliament and of the Council (3) and the reporting of the details of securities financing transactions (SFTs) under Article 4 of Regulation (EU) 2015/2365 of the European Parliament and of the Council (4). Furthermore, where information is made available via a securitisation repository, the reporting format should also take into account solutions developed by existing securitisation data collectors. Therefore, it is appropriate to require the use of the XML format, which is commonly employed for reporting information on loans and other similar underlying exposures, also in the context of reporting securitisations.












(4)


The provisions in this Regulation are closely linked, since they determine the format and templates whereby the originator, sponsor or SSPE of a securitisation are to make available information about that securitisation to various parties as required under Regulation (EU) 2017/2402. To ensure coherence between those provisions, which should enter into force at the same time, and to facilitate a comprehensive view and efficient access to all the relevant information of a securitisation, it is necessary to include these implementing technical standards in a single Regulation.












(5)


This Regulation is based on the draft implementing technical standards submitted by the European Securities and Markets Authority (ESMA) to the Commission.












(6)


ESMA has conducted an open public consultation on the draft implementing technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the opinion of the Securities and Markets Stakeholder Group established by Article 37 of Regulation (EU) No 1095/2010 of the European Parliament and of the Council (5),





HAS ADOPTED THIS REGULATION:



SECTION 1


TEMPLATES FOR ALL SECURITISATIONS



Article 1

Underlying exposures templates


1.   The information referred to in paragraphs 1 and 2 of Article 2 of Commission Delegated Regulation (EU) 2020/1224 (6) shall be made available using the following templates:






(a)


the template set out in Annex II to this Regulation for loans to private households secured by residential real estate, regardless of the purpose of those loans;










(b)


the template set out in Annex III to this Regulation for loans for the purposes of acquiring commercial real estate or secured by commercial real estate;










(c)


the template set out in Annex IV to this Regulation for corporate underlying exposures, including underlying exposures to micro, small- and medium-sized enterprises;










(d)


the template set out in Annex V to this Regulation for automobile underlying exposures, including loans and leases to legal or natural persons that are backed by automobiles;










(e)


the template set out in Annex VI to this Regulation for consumer underlying exposures;










(f)


the template set out in Annex VII to this Regulation for credit card underlying exposures;










(g)


the template set out in Annex VIII to this Regulation for leasing underlying exposures;










(h)


the template set out in Annex IX to this Regulation for underlying exposures that do not fall within any of the categories set out in points (a) to (g).






2.   The information referred to in Article 2(3) of Delegated Regulation (EU) 2020/1224 shall be made available using the following templates:






(a)


the templates set out in paragraph 1 of this Article, as relevant to the underlying exposure type;










(b)


the template set out in Annex X for non-performing exposure securitisations as referred to in the second subparagraph of Article 2(3) of Delegated Regulation (EU) 2020/1224.






3.   The information referred to in Article 2(4) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XI.



Article 2

Investor report templates


1.   The information referred to in Article 3(1) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XII.


2.   The information referred to in Article 3(2) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XIII.




SECTION 2


TEMPLATES FOR SECURITISATIONS FOR WHICH A PROSPECTUS HAS TO BE DRAWN UP (PUBLIC SECURITISATIONS)



Article 3

Inside information templates


1.   The information referred to in Article 6(1) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XIV.


2.   The information referred to in Article 6(2) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XV.



Article 4

Significant event templates


1.   The information referred to in Article 7(1) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XIV.


2.   The information referred to in Article 7(2) of Delegated Regulation (EU) 2020/1224 shall be made available using the template set out in Annex XV.




SECTION 3


COMMON PROVISIONS



Article 5

Format of information


1.   The format of the information provided in the templates set out in Annexes I to XV shall conform to the corresponding format set out in Table 1 of Annex I


2.   The information shall be made available in an electronic and machine-readable form via common XML templates.



Article 6

Entry into force

This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union.





This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 29 October 2019.


For the Commission


The President

Jean-Claude JUNCKER
            





(1)  
            OJ L 347, 28.12.2017, p. 35.

(2)  Regulation (EU) 2017/1129 of the European Parliament and of the Council of 14 June 2017 on the prospectus to be published when securities are offered to the public or admitted to trading on a regulated market, and repealing Directive 2003/71/EC (OJ L 168, 30.6.2017, p. 12).

(3)  Regulation (EU) No 648/2012 of the European Parliament and of the Council of 4 July 2012 on OTC derivatives, central counterparties and trade repositories (OJ L 201, 27.7.2012, p. 1).

(4)  Regulation (EU) 2015/2365 of the European Parliament and of the Council of 25 November 2015 on transparency of securities financing transactions and of reuse and amending Regulation (EU) No 648/2012 (OJ L 337, 23.12.2015, p. 1).

(5)  Regulation (EU) No 1095/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Securities and Markets Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/77/EC (OJ L 331, 15.12.2010, p. 84).

(6)  Commission Delegated Regulation (EU) 2020/1224 of 16 October 2019 supplementing Regulation (EU) 2017/2402 of the European Parliament and of the Council with regard to regulatory technical standards specifying the information and the details of a securitisation to be made available by the originator, sponsor and SSPE (See page 1 of this Official Journal).




ANNEX I
Field formats








SYMBOL




DATA TYPE




DEFINITION





{ALPHANUM-n}


Up to n alphanumeric characters


Free text field. To be entered in ASCII format in capital letters (no accented characters).




{COUNTRYCODE_2}


2 alphanumeric characters


2 letter country code, as defined by ISO 3166-1 alpha-2 country code. To be entered in ASCII format (no accented characters).




{CURRENCYCODE_3}


3 alphanumeric characters


3 letter currency code, as defined by ISO 4217 currency codes. To be entered in ASCII format (no accented characters).




{YEAR}


ISO 8601 year format


Years to be formatted as follows: YYYY




{DATEFORMAT}


ISO 8601 date format


Dates to be formatted as follows: YYYY-MM-DD




{MONETARY}


0-18 digits, of which up to 5 may be fractional digits


A number of monetary units specified in a currency, where the unit of currency is explicit and compliant with ISO 4217.




{NUMERIC}


0-18 digits, of which up to 5 may be fractional digits


Up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it is to be represented by a dot.




{INTEGER-n}


Integer number of up to n


Numerical field for both positive and negative integer values.




{Y/N}


1 alphanumeric character


‘true’- Y
‘false’ - N




{ISIN}


12 alphanumeric characters


ISIN code, as defined in ISO 6166




{LEI}


20 alphanumeric characters


Legal entity identifier, as specified in ISO 17442




{LIST}


 


As set out in the specific field description




{NUTS}


5 alphanumeric characters


Refers to the Nomenclature of Territorial Units for Statistics maintained by Eurostat. Information must be made available at the NUTS3 level. http://ec.europa.eu/eurostat/web/nuts/




{NACE}


7 alphanumeric characters


Refers to the statistical classification of economic activities in the European Union, maintained on the website cited in this definition box and as set out in Regulation (EC) No 1893/2006 of the European Parliament and of the Council (1).
The most detailed level of classification must be made available for each economic activity (i.e. the full code – 6 or 7 character level, including decimals). http://ec.europa.eu/competition/mergers/cases/index/nace_all.html




{PERCENTAGE}


0-11 digits, of which up to 10 may be fractional digits.


Rate expressed as a percentage, i.e., in hundredths, e.g. 0.7 is 7/10 of a percent, and 7.0 is 7%.




{TELEPHONE}


A "+" followed by the country code (from 1 to 3 characters) then a "-" and finally, any combination of numbers, "(",")", "+" and "-" (up to 30 characters).


The collection of information which identifies a specific phone number as defined by telecom services.




{ESA}


7 alphanumeric characters


The European System of Accounts (2010) sector, using the codes set out in Table 1 of Annex I to Commission Delegated Regulation (EU) 2020/1224 (2). http://ec.europa.eu/eurostat/cache/metadata/Annexes/nasa_10_f_esms_an1.pdf




{WATCHLIST}


2 alphanumeric characters


The servicer watchlist code as set out in Table 2 of Annex I to Delegated Regulation (EU) 2020/1224






(1)  Regulation (EC) No 1893/2006 of the European Parliament and of the Council of 20 December 2006 establishing the statistical classification of economic activities NACE Revision 2 and amending Council Regulation (EEC) No 3037/90 as well as certain EC Regulations on specific statistical domains (OJ L 393, 30.12.2006, p. 1).

(2)  Commission Delegated Regulation (EU) 2020/1224 of 16 October 2019 supplementing Regulation (EU) 2017/2402 of the European Parliament and of the Council with regard to regulatory technical standards specifying the information and the details of a securitisation to be made available by the originator, sponsor and SSPE (See page 1 of this Official Journal).





ANNEX II
Underlying exposures template — Residential real estate (RRE)








FIELD CODE




FIELD NAME




FORMAT






Underlying exposures information section






RREL1



Unique Identifier


{ALPHANUM-28}





RREL2



Original Underlying Exposure Identifier


{ALPHANUM-1000}





RREL3



New Underlying Exposure Identifier


{ALPHANUM-1000}





RREL4



Original Obligor Identifier


{ALPHANUM-1000}





RREL5



New Obligor Identifier


{ALPHANUM-1000}





RREL6



Data Cut-Off Date


{DATEFORMAT}





RREL7



Pool Addition Date


{DATEFORMAT}





RREL8



Date Of Repurchase


{DATEFORMAT}





RREL9



Redemption Date


{DATEFORMAT}





RREL10



Resident


{Y/N}





RREL11



Geographic Region — Obligor


{NUTS}





RREL12



Geographic Region Classification


{YEAR}





RREL13



Employment Status


{LIST}





RREL14



Credit Impaired Obligor


{Y/N}





RREL15



Customer Type


{LIST}





RREL16



Primary Income


{MONETARY}





RREL17



Primary Income Type


{LIST}





RREL18



Primary Income Currency


{CURRENCYCODE_3}





RREL19



Primary Income Verification


{LIST}





RREL20



Secondary Income


{MONETARY}





RREL21



Secondary Income Verification


{LIST}





RREL22



Special Scheme


{ALPHANUM-10000}





RREL23



Origination Date


{DATEFORMAT}





RREL24



Maturity Date


{DATEFORMAT}





RREL25



Original Term


{INTEGER-9999}





RREL26



Origination Channel


{LIST}





RREL27



Purpose


{LIST}





RREL28



Currency Denomination


{CURRENCYCODE_3}





RREL29



Original Principal Balance


{MONETARY}





RREL30



Current Principal Balance


{MONETARY}





RREL31



Prior Principal Balances


{MONETARY}





RREL32



Pari Passu Underlying Exposures


{MONETARY}





RREL33



Total Credit Limit


{MONETARY}





RREL34



Purchase Price


{PERCENTAGE}





RREL35



Amortisation Type


{LIST}





RREL36



Principal Grace Period End Date


{DATEFORMAT}





RREL37



Scheduled Principal Payment Frequency


{LIST}





RREL38



Scheduled Interest Payment Frequency


{LIST}





RREL39



Payment Due


{MONETARY}





RREL40



Debt To Income Ratio


{PERCENTAGE}





RREL41



Balloon Amount


{MONETARY}





RREL42



Interest Rate Type


{LIST}





RREL43



Current Interest Rate


{PERCENTAGE}





RREL44



Current Interest Rate Index


{LIST}





RREL45



Current Interest Rate Index Tenor


{LIST}





RREL46



Current Interest Rate Margin


{PERCENTAGE}





RREL47



Interest Rate Reset Interval


{INTEGER-9999}





RREL48



Interest Rate Cap


{PERCENTAGE}





RREL49



Interest Rate Floor


{PERCENTAGE}





RREL50



Revision Margin 1


{PERCENTAGE}





RREL51



Interest Revision Date 1


{DATEFORMAT}





RREL52



Revision Margin 2


{PERCENTAGE}





RREL53



Interest Revision Date 2


{DATEFORMAT}





RREL54



Revision Margin 3


{PERCENTAGE}





RREL55



Interest Revision Date 3


{DATEFORMAT}





RREL56



Revised Interest Rate Index


{LIST}





RREL57



Revised Interest Rate Index Tenor


{LIST}





RREL58



Number Of Payments Before Securitisation


{INTEGER-9999}





RREL59



Percentage Of Prepayments Allowed Per Year


{PERCENTAGE}





RREL60



Prepayment Lock-Out End Date


{DATEFORMAT}





RREL61



Prepayment Fee


{MONETARY}





RREL62



Prepayment Fee End Date


{DATEFORMAT}





RREL63



Prepayment Date


{DATEFORMAT}





RREL64



Cumulative Prepayments


{MONETARY}





RREL65



Date Of Restructuring


{DATEFORMAT}





RREL66



Date Last In Arrears


{DATEFORMAT}





RREL67



Arrears Balance


{MONETARY}





RREL68



Number Of Days In Arrears


{INTEGER-9999}





RREL69



Account Status


{LIST}





RREL70



Reason for Default or Foreclosure


{LIST}





RREL71



Default Amount


{MONETARY}





RREL72



Default Date


{DATEFORMAT}





RREL73



Allocated Losses


{MONETARY}





RREL74



Cumulative Recoveries


{MONETARY}





RREL75



Litigation


{Y/N}





RREL76



Recourse


{Y/N}





RREL77



Deposit Amount


{MONETARY}





RREL78



Insurance Or Investment Provider


{ALPHANUM-1000}





RREL79



Original Lender Name


{ALPHANUM-100}





RREL80



Original Lender Legal Entity Identifier


{LEI}





RREL81



Original Lender Establishment Country


{COUNTRYCODE_2}





RREL82



Originator Name


{ALPHANUM-100}





RREL83



Originator Legal Entity Identifier


{LEI}





RREL84



Originator Establishment Country


{COUNTRYCODE_2}





Collateral-level information section






RREC1



Unique Identifier


{ALPHANUM-28}





RREC2



Underlying Exposure Identifier


{ALPHANUM-1000}





RREC3



Original Collateral Identifier


{ALPHANUM-1000}





RREC4



New Collateral Identifier


{ALPHANUM-1000}





RREC5



Collateral Type


{LIST}





RREC6



Geographic Region — Collateral


{NUTS}





RREC7



Occupancy Type


{LIST}





RREC8



Lien


{INTEGER-9999}





RREC9



Property Type


{LIST}





RREC10



Energy Performance Certificate Value


{LIST}





RREC11



Energy Performance Certificate Provider Name


{ALPHANUM-100}





RREC12



Current Loan-To-Value


{PERCENTAGE}





RREC13



Current Valuation Amount


{MONETARY}





RREC14



Current Valuation Method


{LIST}





RREC15



Current Valuation Date


{DATEFORMAT}





RREC16



Original Loan-To-Value


{PERCENTAGE}





RREC17



Original Valuation Amount


{MONETARY}





RREC18



Original Valuation Method


{LIST}





RREC19



Original Valuation Date


{DATEFORMAT}





RREC20



Date Of Sale


{DATEFORMAT}





RREC21



Sale Price


{MONETARY}





RREC22



Collateral Currency


{CURRENCYCODE_3}





RREC23



Guarantor Type


{LIST}









ANNEX III
Underlying exposures template — Commercial real estate (CRE)








FIELD CODE




FIELD NAME




FORMAT






Underlying exposures information section






CREL1



Unique Identifier


{ALPHANUM-28}





CREL2



Original Obligor Identifier


{ALPHANUM-1000}





CREL3



New Obligor Identifier


{ALPHANUM-1000}





CREL4



Original Underlying Exposure Identifier


{ALPHANUM-1000}





CREL5



New Underlying Exposure Identifier


{ALPHANUM-1000}





CREL6



Data Cut-Off Date


{DATEFORMAT}





CREL7



Pool Addition Date


{DATEFORMAT}





CREL8



Date Of Restructuring


{DATEFORMAT}





CREL9



Date Of Repurchase


{DATEFORMAT}





CREL10



Date Of Substitution


{DATEFORMAT}





CREL11



Redemption Date


{DATEFORMAT}





CREL12



Geographic Region — Obligor


{NUTS}





CREL13



Geographic Region Classification


{YEAR}





CREL14



Special Scheme


{ALPHANUM-10000}





CREL15



Origination Date


{DATEFORMAT}





CREL16



Start Date Of Amortisation


{DATEFORMAT}





CREL17



Maturity Date At Securitisation Date


{DATEFORMAT}





CREL18



Maturity Date


{DATEFORMAT}





CREL19



Original Term


{INTEGER-9999}





CREL20



Duration Of Extension Option


{INTEGER-9999}





CREL21



Nature Of Extension Option


{LIST}





CREL22



Currency Denomination


{CURRENCYCODE_3}





CREL23



Current Principal Balance


{MONETARY}





CREL24



Original Principal Balance


{MONETARY}





CREL25



Original Principal Balance At Securitisation Date


{MONETARY}





CREL26



Committed Undrawn Facility Underlying Exposure Balance


{MONETARY}





CREL27



Total Other Amounts Outstanding


{MONETARY}





CREL28



Purchase Price


{PERCENTAGE}





CREL29



Latest Utilisation Date


{DATEFORMAT}





CREL30



Purpose


{LIST}





CREL31



Structure


{LIST}





CREL32



Waterfall A-B Pre Enforcement Scheduled Interest Payments


{LIST}





CREL33



Waterfall A-B Pre Enforcement Scheduled Principal Payments


{LIST}





CREL34



Principal Payment Allocation To Senior Loan


{PERCENTAGE}





CREL35



Waterfall Type


{LIST}





CREL36



Defaulted Underlying Exposure Purchase Price


{PERCENTAGE}





CREL37



Cure Payments Possible?


{LIST}





CREL38



Restrictions On Sale Of Subordinated Loan?


{Y/N}





CREL39



Subordinated Loan Holder Affiliated To Obligor?


{Y/N}





CREL40



Subordinated Loan Holder Control Of Workout Process


{Y/N}





CREL41



Do Non-Payments On Prior Ranking Claims Constitute A Default Of The Underlying Exposure?


{Y/N}





CREL42



Do Non-Payments On Equal Ranking Underlying Exposures Constitute Default Of Property?


{Y/N}





CREL43



Noteholder Consent


{Y/N}





CREL44



Noteholder Meeting Scheduled


{DATEFORMAT}





CREL45



Syndicated


{Y/N}





CREL46



Participation Of SSPE


{LIST}





CREL47



Consequence For Breach Of Financial Covenant


{LIST}





CREL48



Financial Information Non-Submission Penalties


{Y/N}





CREL49



Recourse


{Y/N}





CREL50



Recourse - 3rd Party


{Y/N}





CREL51



Servicing Standard


{Y/N}





CREL52



Amounts Held In Escrow


{MONETARY}





CREL53



Collection Of Escrows


{Y/N}





CREL54



Collection Of Other Reserves


{Y/N}





CREL55



Trigger For Escrow To Be Held


{LIST}





CREL56



Target Escrow Amounts/Reserves


{MONETARY}





CREL57



Escrow Account Release Conditions


{ALPHANUM-1000}





CREL58



Conditions Of Drawing Cash Reserve


{LIST}





CREL59



Escrow Account Currency


{CURRENCYCODE_3}





CREL60



Escrow Payments Currency


{CURRENCYCODE_3}





CREL61



Total Reserve Balance


{MONETARY}





CREL62



Reserve Balance Currency


{CURRENCYCODE_3}





CREL63



Escrow Trigger Event Occurred


{Y/N}





CREL64



Amounts Added To Escrows In Current Period


{MONETARY}





CREL65



Revenue


{MONETARY}





CREL66



Operating Expenses At Securitisation Date


{MONETARY}





CREL67



Capital Expenditures At Securitisation Date


{MONETARY}





CREL68



Financial Statement Currency


{CURRENCYCODE_3}





CREL69



Obligor Reporting Breach


{Y/N}





CREL70



Debt Service Coverage Ratio Method


{LIST}





CREL71



Debt Service Coverage Ratio Indicator At Securitisation Date


{LIST}





CREL72



Most Recent Debt Service Coverage Ratio Indicator


{LIST}





CREL73



Debt Service Coverage Ratio At The Securitisation Date


{PERCENTAGE}





CREL74



Current Debt Service Coverage Ratio


{PERCENTAGE}





CREL75



Original Loan-To-Value


{PERCENTAGE}





CREL76



Current Loan-To-Value


{PERCENTAGE}





CREL77



Interest Coverage Ratio At The Securitisation Date


{PERCENTAGE}





CREL78



Current Interest Coverage Ratio


{PERCENTAGE}





CREL79



Interest Coverage Ratio Method


{LIST}





CREL80



Number Of Properties At Securitisation Date


{INTEGER-9999}





CREL81



Number Of Properties At Data Cut-Off Date


{INTEGER-9999}





CREL82



Properties Collateralised To The Underlying Exposure


{ALPHANUM-1000}





CREL83



Property Portfolio Value At Securitisation Date


{MONETARY}





CREL84



Property Portfolio Valuation Currency At Securitisation Date


{CURRENCYCODE_3}





CREL85



Status Of Properties


{LIST}





CREL86



Valuation Date At Securitisation Date


{DATEFORMAT}





CREL87



Amortisation Type


{LIST}





CREL88



Principal Grace Period End Date


{DATEFORMAT}





CREL89



Grace Days Allowed


{INTEGER-9999}





CREL90



Scheduled Principal Payment Frequency


{LIST}





CREL91



Scheduled Interest Payment Frequency


{LIST}





CREL92



Number Of Payments Before Securitisation


{INTEGER-9999}





CREL93



Prepayment Terms Description


{ALPHANUM-100}





CREL94



Prepayment Lock-Out End Date


{DATEFORMAT}





CREL95



Yield Maintenance End Date


{DATEFORMAT}





CREL96



Prepayment Fee


{MONETARY}





CREL97



Prepayment Fee End Date


{DATEFORMAT}





CREL98



Unscheduled Principal Collections


{MONETARY}





CREL99



Liquidation/Prepayment Date


{DATEFORMAT}





CREL100



Liquidation/Prepayment Code


{LIST}





CREL101



Prepayment Interest Excess/Shortfall


{MONETARY}





CREL102



Payment Date


{DATEFORMAT}





CREL103



Next Payment Adjustment Date


{DATEFORMAT}





CREL104



Next Payment Date


{DATEFORMAT}





CREL105



Payment Due


{MONETARY}





CREL106



Original Interest Rate


{PERCENTAGE}





CREL107



Interest Rate At The Securitisation Date


{PERCENTAGE}





CREL108



First Payment Adjustment Date


{DATEFORMAT}





CREL109



Interest Rate Type


{LIST}





CREL110



Current Interest Rate


{PERCENTAGE}





CREL111



Current Interest Rate Index


{LIST}





CREL112



Current Interest Rate Index Tenor


{LIST}





CREL113



Current Interest Rate Margin


{PERCENTAGE}





CREL114



Interest Rate Reset Interval


{INTEGER-9999}





CREL115



Current Index Rate


{PERCENTAGE}





CREL116



Index Determination Date


{DATEFORMAT}





CREL117



Rounding Increment


{PERCENTAGE}





CREL118



Interest Rate Cap


{PERCENTAGE}





CREL119



Interest Rate Floor


{PERCENTAGE}





CREL120



Current Default Interest Rate


{PERCENTAGE}





CREL121



Accrual Of Interest Allowed


{Y/N}





CREL122



Day Count Convention


{LIST}





CREL123



Total Scheduled Principal & Interest Due


{MONETARY}





CREL124



Total Scheduled Principal & Interest Paid


{MONETARY}





CREL125



Negative Amortisation


{MONETARY}





CREL126



Deferred Interest


{MONETARY}





CREL127



Total Shortfalls In Principal & Interest Outstanding


{MONETARY}





CREL128



Date Last In Arrears


{DATEFORMAT}





CREL129



Arrears Balance


{MONETARY}





CREL130



Number Of Days In Arrears


{INTEGER-9999}





CREL131



Reason for Default or Foreclosure


{LIST}





CREL132



Default Amount


{MONETARY}





CREL133



Default Date


{DATEFORMAT}





CREL134



Interest In Arrears


{Y/N}





CREL135



Actual Default Interest


{MONETARY}





CREL136



Account Status


{LIST}





CREL137



Allocated Losses


{MONETARY}





CREL138



Net Proceeds Received On Liquidation


{MONETARY}





CREL139



Liquidation Expense


{MONETARY}





CREL140



Expected Timing Of Recoveries


{INTEGER-9999}





CREL141



Cumulative Recoveries


{MONETARY}





CREL142



Enforcement Start Date


{DATEFORMAT}





CREL143



Workout Strategy Code


{LIST}





CREL144



Modification


{LIST}





CREL145



Special Servicing Status


{Y/N}





CREL146



Most Recent Special Servicer Transfer Date


{DATEFORMAT}





CREL147



Most Recent Primary Servicer Return Date


{DATEFORMAT}





CREL148



Non Recoverability Determined


{Y/N}





CREL149



Covenant Breach/Trigger


{LIST}





CREL150



Date Of Breach


{DATEFORMAT}





CREL151



Date Of Breach Cure


{DATEFORMAT}





CREL152



Servicer Watchlist Code


{WATCHLIST}





CREL153



Servicer Watchlist Date


{DATEFORMAT}





CREL154



Interest Rate Swap Provider


{ALPHANUM-1000}





CREL155



Interest Rate Swap Provider Legal Entity Identifier


{LEI}





CREL156



Interest Rate Swap Maturity Date


{DATEFORMAT}





CREL157



Interest Rate Swap Notional


{MONETARY}





CREL158



Currency Swap Provider


{ALPHANUM-1000}





CREL159



Currency Swap Provider Legal Entity Identifier


{LEI}





CREL160



Currency Swap Maturity Date


{DATEFORMAT}





CREL161



Currency Swap Notional


{MONETARY}





CREL162



Exchange Rate For Swap


{PERCENTAGE}





CREL163



Other Swap Provider


{ALPHANUM-1000}





CREL164



Other Swap Provider Legal Entity Identifier


{LEI}





CREL165



Obligor Must Pay Breakage On Swap


{LIST}





CREL166



Full Or Partial Termination Event Of Swap For Current Period


{LIST}





CREL167



Net Periodic Payment Made By Swap Provider


{MONETARY}





CREL168



Breakage Costs Due To Underlying Exposure Swap Provider


{MONETARY}





CREL169



Shortfall In Payment Of Breakage Costs On Swap


{MONETARY}





CREL170



Breakage Costs Due From Swap Counterparty


{MONETARY}





CREL171



Next Swap Reset Date


{DATEFORMAT}





CREL172



Sponsor


{ALPHANUM-100}





CREL173



Agent Bank Of Syndication Legal Entity Identifier


{LEI}





CREL174



Servicer Legal Entity Identifier


{LEI}





CREL175



Servicer Name


{ALPHANUM-100}





CREL176



Originator Name


{ALPHANUM-100}





CREL177



Originator Legal Entity Identifier


{LEI}





CREL178



Originator Establishment Country


{COUNTRYCODE_2}





CREL179



Original Lender Name


{ALPHANUM-100}





CREL180



Original Lender Legal Entity Identifier


{LEI}





CREL181



Original Lender Establishment Country


{COUNTRYCODE_2}





Collateral-level information section






CREC1



Unique Identifier


{ALPHANUM-28}





CREC2



Underlying Exposure Identifier


{ALPHANUM-1000}





CREC3



Original Collateral Identifier


{ALPHANUM-1000}





CREC4



New Collateral Identifier


{ALPHANUM-1000}





CREC5



Collateral Type


{LIST}





CREC6



Property Name


{ALPHANUM-100}





CREC7



Property Address


{ALPHANUM-1000}





CREC8



Geographic Region — Collateral


{NUTS}





CREC9



Property Post Code


{ALPHANUM-100}





CREC10



Lien


{INTEGER-9999}





CREC11



Property Status


{LIST}





CREC12



Property Type


{LIST}





CREC13



Property Form Of Title


{LIST}





CREC14



Current Valuation Date


{DATEFORMAT}





CREC15



Current Valuation Amount


{MONETARY}





CREC16



Current Valuation Method


{LIST}





CREC17



Current Valuation Basis


{LIST}





CREC18



Original Valuation Method


{LIST}





CREC19



Collateral Securitisation Date


{DATEFORMAT}





CREC20



Allocated Percentage Of Underlying Exposure At Securitisation Date


{PERCENTAGE}





CREC21



Current Allocated Underlying Exposure Percentage


{PERCENTAGE}





CREC22



Valuation At Securitisation


{MONETARY}





CREC23



Name Of Valuer At Securitisation


{ALPHANUM-100}





CREC24



Date Of Valuation At Securitisation


{DATEFORMAT}





CREC25



Year Built


{YEAR}





CREC26



Year Last Renovated


{YEAR}





CREC27



Number Of Units


{INTEGER-999999999}





CREC28



Net Square Metres


{INTEGER-999999999}





CREC29



Commercial Area


{INTEGER-999999999}





CREC30



Residential Area


{INTEGER-999999999}





CREC31



Net Internal Floor Area Validated


{Y/N}





CREC32



Occupancy As Of Date


{DATEFORMAT}





CREC33



Economic Occupancy At Securitisation


{PERCENTAGE}





CREC34



Physical Occupancy At Securitisation


{PERCENTAGE}





CREC35



Vacant Possession Value At Securitisation Date


{MONETARY}





CREC36



Date Of Financials At Securitisation


{DATEFORMAT}





CREC37



Net Operating Income At Securitisation


{MONETARY}





CREC38



Most Recent Financials As Of Start Date


{DATEFORMAT}





CREC39



Most Recent Financials As Of End Date


{DATEFORMAT}





CREC40



Most Recent Revenue


{MONETARY}





CREC41



Most Recent Operating Expenses


{MONETARY}





CREC42



Most Recent Capital Expenditure


{MONETARY}





CREC43



Ground Rent Payable


{MONETARY}





CREC44



Weighted Average Lease Terms


{INTEGER-9999}





CREC45



Property Leasehold Expiry


{DATEFORMAT}





CREC46



Contractual Annual Rental Income


{MONETARY}





CREC47



Income Expiring 1-12 Months


{PERCENTAGE}





CREC48



Income Expiring 13-24 Months


{PERCENTAGE}





CREC49



Income Expiring 25-36 Months


{PERCENTAGE}





CREC50



Income Expiring 37-48 Months


{PERCENTAGE}





CREC51



Income Expiring 49+ Months


{PERCENTAGE}





Tenant-level information section






CRET1



Unique Identifier


{ALPHANUM-28}





CRET2



Underlying Exposure Identifier


{ALPHANUM-1000}





CRET3



Collateral Identifier


{ALPHANUM-1000}





CRET4



Tenant Identifier


{ALPHANUM-1000}





CRET5



Tenant Name


{ALPHANUM-100}





CRET6



NACE Industry Code


{NACE}





CRET7



Date Of Lease Expiration


{DATEFORMAT}





CRET8



Rent Payable


{MONETARY}





CRET9



Rent Currency


{CURRENCYCODE_3}









ANNEX IV
Underlying exposures template — Corporate








FIELD CODE




FIELD NAME




FORMAT






Underlying exposures information section






CRPL1



Unique Identifier


{ALPHANUM-28}





CRPL2



Original Underlying Exposure Identifier


{ALPHANUM-1000}





CRPL3



New Underlying Exposure Identifier


{ALPHANUM-1000}





CRPL4



Original Obligor Identifier


{ALPHANUM-1000}





CRPL5



New Obligor Identifier


{ALPHANUM-1000}





CRPL6



Data Cut-Off Date


{DATEFORMAT}





CRPL7



Pool Addition Date


{DATEFORMAT}





CRPL8



Date Of Repurchase


{DATEFORMAT}





CRPL9



Redemption Date


{DATEFORMAT}





CRPL10



Geographic Region — Obligor


{NUTS}





CRPL11



Geographic Region Classification


{YEAR}





CRPL12



Credit Impaired Obligor


{Y/N}





CRPL13



Customer Type


{LIST}





CRPL14



NACE Industry Code


{NACE}





CRPL15



Obligor Basel III Segment


{LIST}





CRPL16



Enterprise Size


{LIST}





CRPL17



Revenue


{MONETARY}





CRPL18



Total Debt


{MONETARY}





CRPL19



EBITDA


{MONETARY}





CRPL20



Enterprise Value


{MONETARY}





CRPL21



Free Cashflow


{MONETARY}





CRPL22



Date Of Financials


{DATEFORMAT}





CRPL23



Financial Statement Currency


{CURRENCYCODE_3}





CRPL24



Debt Type


{LIST}





CRPL25



Securitised Receivables


{LIST}





CRPL26



International Securities Identification Number


{ISIN}





CRPL27



Seniority


{LIST}





CRPL28



Syndicated


{Y/N}





CRPL29



Leveraged Transaction


{Y/N}





CRPL30



Managed by CLO


{Y/N}





CRPL31



Payment in Kind


{Y/N}





CRPL32



Special Scheme


{ALPHANUM-10000}





CRPL33



Origination Date


{DATEFORMAT}





CRPL34



Maturity Date


{DATEFORMAT}





CRPL35



Origination Channel


{LIST}





CRPL36



Purpose


{LIST}





CRPL37



Currency Denomination


{CURRENCYCODE_3}





CRPL38



Original Principal Balance


{MONETARY}





CRPL39



Current Principal Balance


{MONETARY}





CRPL40



Prior Principal Balances


{MONETARY}





CRPL41



Market Value


{MONETARY}





CRPL42



Total Credit Limit


{MONETARY}





CRPL43



Purchase Price


{PERCENTAGE}





CRPL44



Put Date


{DATEFORMAT}





CRPL45



Put Strike


{MONETARY}





CRPL46



Amortisation Type


{LIST}





CRPL47



Principal Grace Period End Date


{DATEFORMAT}





CRPL48



Scheduled Principal Payment Frequency


{LIST}





CRPL49



Scheduled Interest Payment Frequency


{LIST}





CRPL50



Payment Due


{MONETARY}





CRPL51



Balloon Amount


{MONETARY}





CRPL52



Interest Rate Type


{LIST}





CRPL53



Current Interest Rate


{PERCENTAGE}





CRPL54



Current Interest Rate Index


{LIST}





CRPL55



Current Interest Rate Index Tenor


{LIST}





CRPL56



Current Interest Rate Margin


{PERCENTAGE}





CRPL57



Interest Rate Reset Interval


{INTEGER-9999}





CRPL58



Interest Rate Cap


{PERCENTAGE}





CRPL59



Interest Rate Floor


{PERCENTAGE}





CRPL60



Revision Margin 1


{PERCENTAGE}





CRPL61



Interest Revision Date 1


{DATEFORMAT}





CRPL62



Revision Margin 2


{PERCENTAGE}





CRPL63



Interest Revision Date 2


{DATEFORMAT}





CRPL64



Revision Margin 3


{PERCENTAGE}





CRPL65



Interest Revision Date 3


{DATEFORMAT}





CRPL66



Revised Interest Rate Index


{LIST}





CRPL67



Revised Interest Rate Index Tenor


{LIST}





CRPL68



Number Of Payments Before Securitisation


{INTEGER-9999}





CRPL69



Percentage Of Prepayments Allowed Per Year


{PERCENTAGE}





CRPL70



Prepayment Lock-Out End Date


{DATEFORMAT}





CRPL71



Prepayment Fee


{MONETARY}





CRPL72



Prepayment Fee End Date


{DATEFORMAT}





CRPL73



Prepayment Date


{DATEFORMAT}





CRPL74



Cumulative Prepayments


{MONETARY}





CRPL75



Date Of Restructuring


{DATEFORMAT}





CRPL76



Date Last In Arrears


{DATEFORMAT}





CRPL77



Arrears Balance


{MONETARY}





CRPL78



Number Of Days In Arrears


{INTEGER-9999}





CRPL79



Account Status


{LIST}





CRPL80



Reason for Default or Foreclosure


{LIST}





CRPL81



Default Amount


{MONETARY}





CRPL82



Default Date


{DATEFORMAT}





CRPL83



Allocated Losses


{MONETARY}





CRPL84



Cumulative Recoveries


{MONETARY}





CRPL85



Recovery Source


{LIST}





CRPL86



Recourse


{Y/N}





CRPL87



Deposit Amount


{MONETARY}





CRPL88



Interest Rate Swap Notional


{MONETARY}





CRPL89



Interest Rate Swap Provider Legal Entity Identifier


{LEI}





CRPL90



Interest Rate Swap Provider


{ALPHANUM-1000}





CRPL91



Interest Rate Swap Maturity Date


{DATEFORMAT}





CRPL92



Currency Swap Notional


{MONETARY}





CRPL93



Currency Swap Provider Legal Entity Identifier


{LEI}





CRPL94



Currency Swap Provider


{ALPHANUM-1000}





CRPL95



Currency Swap Maturity Date


{DATEFORMAT}





CRPL96



Original Lender Name


{ALPHANUM-100}





CRPL97



Original Lender Legal Entity Identifier


{LEI}





CRPL98



Original Lender Establishment Country


{COUNTRYCODE_2}





CRPL99



Originator Name


{ALPHANUM-100}





CRPL100



Originator Legal Entity Identifier


{LEI}





CRPL101



Originator Establishment Country


{COUNTRYCODE_2}





Collateral-level information section






CRPC1



Unique Identifier


{ALPHANUM-28}





CRPC2



Underlying Exposure Identifier


{ALPHANUM-1000}





CRPC3



Original Collateral Identifier


{ALPHANUM-1000}





CRPC4



New Collateral Identifier


{ALPHANUM-1000}





CRPC5



Geographic Region — Collateral


{NUTS}





CRPC6



Security Type


{LIST}





CRPC7



Charge Type


{LIST}





CRPC8



Lien


{INTEGER-9999}





CRPC9



Collateral Type


{LIST}





CRPC10



Current Valuation Amount


{MONETARY}





CRPC11



Current Valuation Method


{LIST}





CRPC12



Current Valuation Date


{DATEFORMAT}





CRPC13



Original Valuation Amount


{MONETARY}





CRPC14



Original Valuation Method


{LIST}





CRPC15



Original Valuation Date


{DATEFORMAT}





CRPC16



Date Of Sale


{DATEFORMAT}





CRPC17



Sale Price


{MONETARY}





CRPC18



Collateral Currency


{CURRENCYCODE_3}





CRPC19



Guarantor Country


{COUNTRYCODE_2}





CRPC20



Guarantor ESA Subsector


{ESA}









ANNEX V
Underlying exposures template — Automobile








FIELD CODE




FIELD NAME




FORMAT






Underlying exposures information section






AUTL1



Unique Identifier


{ALPHANUM-28}





AUTL2



Original Underlying Exposure Identifier


{ALPHANUM-1000}





AUTL3



New Underlying Exposure Identifier


{ALPHANUM-1000}





AUTL4



Original Obligor Identifier


{ALPHANUM-1000}





AUTL5



New Obligor Identifier


{ALPHANUM-1000}





AUTL6



Data Cut-Off Date


{DATEFORMAT}





AUTL7



Pool Addition Date


{DATEFORMAT}





AUTL8



Date Of Repurchase


{DATEFORMAT}





AUTL9



Redemption Date


{DATEFORMAT}





AUTL10



Geographic Region — Obligor


{NUTS}





AUTL11



Geographic Region Classification


{YEAR}





AUTL12



Employment Status


{LIST}





AUTL13



Credit Impaired Obligor


{Y/N}





AUTL14



Obligor Legal Type


{LIST}





AUTL15



Customer Type


{LIST}





AUTL16



Primary Income


{MONETARY}





AUTL17



Primary Income Type


{LIST}





AUTL18



Primary Income Currency


{CURRENCYCODE_3}





AUTL19



Primary Income Verification


{LIST}





AUTL20



Revenue


{MONETARY}





AUTL21



Financial Statement Currency


{CURRENCYCODE_3}





AUTL22



Special Scheme


{ALPHANUM-10000}





AUTL23



Product Type


{LIST}





AUTL24



Origination Date


{DATEFORMAT}





AUTL25



Maturity Date


{DATEFORMAT}





AUTL26



Original Term


{INTEGER-9999}





AUTL27



Origination Channel


{LIST}





AUTL28



Currency Denomination


{CURRENCYCODE_3}





AUTL29



Original Principal Balance


{MONETARY}





AUTL30



Current Principal Balance


{MONETARY}





AUTL31



Purchase Price


{PERCENTAGE}





AUTL32



Amortisation Type


{LIST}





AUTL33



Principal Grace Period End Date


{DATEFORMAT}





AUTL34



Scheduled Principal Payment Frequency


{LIST}





AUTL35



Scheduled Interest Payment Frequency


{LIST}





AUTL36



Payment Method


{LIST}





AUTL37



Payment Due


{MONETARY}





AUTL38



Balloon Amount


{MONETARY}





AUTL39



Down Payment Amount


{MONETARY}





AUTL40



Current Interest Rate


{PERCENTAGE}





AUTL41



Current Interest Rate Index


{LIST}





AUTL42



Current Interest Rate Index Tenor


{LIST}





AUTL43



Current Interest Rate Margin


{PERCENTAGE}





AUTL44



Interest Rate Reset Interval


{INTEGER-9999}





AUTL45



Interest Rate Cap


{PERCENTAGE}





AUTL46



Interest Rate Floor


{PERCENTAGE}





AUTL47



Number Of Payments Before Securitisation


{INTEGER-9999}





AUTL48



Percentage Of Prepayments Allowed Per Year


{PERCENTAGE}





AUTL49



Prepayment Fee


{MONETARY}





AUTL50



Prepayment Fee End Date


{DATEFORMAT}





AUTL51



Prepayment Date


{DATEFORMAT}





AUTL52



Cumulative Prepayments


{MONETARY}





AUTL53



Manufacturer


{ALPHANUM-100}





AUTL54



Model


{ALPHANUM-100}





AUTL55



Year Of Registration


{YEAR}





AUTL56



New Or Used


{LIST}





AUTL57



Energy Performance Certificate Value


{LIST}





AUTL58



Energy Performance Certificate Provider Name


{ALPHANUM-100}





AUTL59



Original Loan-To-Value


{PERCENTAGE}





AUTL60



Original Valuation Amount


{MONETARY}





AUTL61



Original Residual Value Of Vehicle


{MONETARY}





AUTL62



Option To Buy Price


{MONETARY}





AUTL63



Securitised Residual Value


{MONETARY}





AUTL64



Updated Residual Value Of Vehicle


{MONETARY}





AUTL65



Date Of Updated Residual Valuation Of Vehicle


{DATEFORMAT}





AUTL66



Date Of Restructuring


{DATEFORMAT}





AUTL67



Date Last In Arrears


{DATEFORMAT}





AUTL68



Arrears Balance


{MONETARY}





AUTL69



Number Of Days In Arrears


{INTEGER-9999}





AUTL70



Account Status


{LIST}





AUTL71



Reason for Default or Foreclosure


{LIST}





AUTL72



Default Amount


{MONETARY}





AUTL73



Default Date


{DATEFORMAT}





AUTL74



Allocated Losses


{MONETARY}





AUTL75



Residual Value Losses


{MONETARY}





AUTL76



Cumulative Recoveries


{MONETARY}





AUTL77



Sale Price


{MONETARY}





AUTL78



Deposit Amount


{MONETARY}





AUTL79



Original Lender Name


{ALPHANUM-100}





AUTL80



Original Lender Legal Entity Identifier


{LEI}





AUTL81



Original Lender Establishment Country


{COUNTRYCODE_2}





AUTL82



Originator Name


{ALPHANUM-100}





AUTL83



Originator Legal Entity Identifier


{LEI}





AUTL84



Originator Establishment Country


{COUNTRYCODE_2}









ANNEX VI
Underlying exposures template — Consumer








FIELD CODE




FIELD NAME




FORMAT






Underlying exposures information section






CMRL1



Unique Identifier


{ALPHANUM-28}





CMRL2



Original Underlying Exposure Identifier


{ALPHANUM-1000}





CMRL3



New Underlying Exposure Identifier


{ALPHANUM-1000}





CMRL4



Original Obligor Identifier


{ALPHANUM-1000}





CMRL5



New Obligor Identifier


{ALPHANUM-1000}





CMRL6



Data Cut-Off Date


{DATEFORMAT}





CMRL7



Pool Addition Date


{DATEFORMAT}





CMRL8



Date Of Repurchase


{DATEFORMAT}





CMRL9



Redemption Date


{DATEFORMAT}





CMRL10



Geographic Region — Obligor


{NUTS}





CMRL11



Geographic Region Classification


{YEAR}





CMRL12



Employment Status


{LIST}





CMRL13



Credit Impaired Obligor


{Y/N}





CMRL14



Customer Type


{LIST}





CMRL15



Primary Income


{MONETARY}





CMRL16



Primary Income Type


{LIST}





CMRL17



Primary Income Currency


{CURRENCYCODE_3}





CMRL18



Primary Income Verification


{LIST}





CMRL19



Secured By Salary/Pension Assignment


{Y/N}





CMRL20



Special Scheme


{ALPHANUM-10000}





CMRL21



Origination Date


{DATEFORMAT}





CMRL22



Maturity Date


{DATEFORMAT}





CMRL23



Original Term


{INTEGER-9999}





CMRL24



Origination Channel


{LIST}





CMRL25



Purpose


{LIST}





CMRL26



Currency Denomination


{CURRENCYCODE_3}





CMRL27



Original Principal Balance


{MONETARY}





CMRL28



Current Principal Balance


{MONETARY}





CMRL29



Total Credit Limit


{MONETARY}





CMRL30



Revolving End Date


{DATEFORMAT}





CMRL31



Purchase Price


{PERCENTAGE}





CMRL32



Amortisation Type


{LIST}





CMRL33



Principal Grace Period End Date


{DATEFORMAT}





CMRL34



Scheduled Principal Payment Frequency


{LIST}





CMRL35



Scheduled Interest Payment Frequency


{LIST}





CMRL36



Payment Due


{MONETARY}





CMRL37



Current Interest Rate


{PERCENTAGE}





CMRL38



Current Interest Rate Index


{LIST}





CMRL39



Current Interest Rate Index Tenor


{LIST}





CMRL40



Current Interest Rate Margin


{PERCENTAGE}





CMRL41



Interest Rate Reset Interval


{INTEGER-9999}





CMRL42



Interest Rate Cap


{PERCENTAGE}





CMRL43



Interest Rate Floor


{PERCENTAGE}





CMRL44



Number Of Payments Before Securitisation


{INTEGER-9999}





CMRL45



Percentage Of Prepayments Allowed Per Year


{PERCENTAGE}





CMRL46



Prepayment Lock-Out End Date


{DATEFORMAT}





CMRL47



Prepayment Fee


{MONETARY}





CMRL48



Prepayment Fee End Date


{DATEFORMAT}





CMRL49



Prepayment Date


{DATEFORMAT}





CMRL50



Cumulative Prepayments


{MONETARY}





CMRL51



Date Of Restructuring


{DATEFORMAT}





CMRL52



Date Last In Arrears


{DATEFORMAT}





CMRL53



Arrears Balance


{MONETARY}





CMRL54



Number Of Days In Arrears


{INTEGER-9999}





CMRL55



Account Status


{LIST}





CMRL56



Reason for Default or Foreclosure


{LIST}





CMRL57



Default Amount


{MONETARY}





CMRL58



Default Date


{DATEFORMAT}





CMRL59



Allocated Losses


{MONETARY}





CMRL60



Cumulative Recoveries


{MONETARY}





CMRL61



Deposit Amount


{MONETARY}





CMRL62



Original Lender Name


{ALPHANUM-100}





CMRL63



Original Lender Legal Entity Identifier


{LEI}





CMRL64



Original Lender Establishment Country


{COUNTRYCODE_2}





CMRL65



Originator Name


{ALPHANUM-100}





CMRL66



Originator Legal Entity Identifier


{LEI}





CMRL67



Originator Establishment Country


{COUNTRYCODE_2}





CMRL68



Energy Performance Certificate Value


{LIST}





CMRL69



Energy Performance Certificate Provider Name


{ALPHANUM-100}









ANNEX VII
Underlying exposures template — Credit card








FIELD CODE




FIELD NAME




FORMAT






Underlying exposures information section






CCDL1



Unique Identifier


{ALPHANUM-28}





CCDL2



Original Underlying Exposure Identifier


{ALPHANUM-1000}





CCDL3



New Underlying Exposure Identifier


{ALPHANUM-1000}





CCDL4



Original Obligor Identifier


{ALPHANUM-1000}





CCDL5



New Obligor Identifier


{ALPHANUM-1000}





CCDL6



Data Cut-Off Date


{DATEFORMAT}





CCDL7



Pool Addition Date


{DATEFORMAT}





CCDL8



Date Of Repurchase


{DATEFORMAT}





CCDL9



Geographic Region — Obligor


{NUTS}





CCDL10



Geographic Region Classification


{YEAR}





CCDL11



Employment Status


{LIST}





CCDL12



Credit Impaired Obligor


{Y/N}





CCDL13



Customer Type


{LIST}





CCDL14



Primary Income


{MONETARY}





CCDL15



Primary Income Type


{LIST}





CCDL16



Primary Income Currency


{CURRENCYCODE_3}





CCDL17



Primary Income Verification


{LIST}





CCDL18



Special Scheme


{ALPHANUM-10000}





CCDL19



Origination Date


{DATEFORMAT}





CCDL20



Origination Channel


{LIST}





CCDL21



Currency Denomination


{CURRENCYCODE_3}





CCDL22



Current Principal Balance


{MONETARY}





CCDL23



Total Credit Limit


{MONETARY}





CCDL24



Purchase Price


{PERCENTAGE}





CCDL25



Principal Grace Period End Date


{DATEFORMAT}





CCDL26



Scheduled Principal Payment Frequency


{LIST}





CCDL27



Scheduled Interest Payment Frequency


{LIST}





CCDL28



Payment Due


{MONETARY}





CCDL29



Current Interest Rate


{PERCENTAGE}





CCDL30



Current Interest Rate Index


{LIST}





CCDL31



Current Interest Rate Index Tenor


{LIST}





CCDL32



Number Of Payments Before Securitisation


{INTEGER-9999}





CCDL33



Date Of Restructuring


{DATEFORMAT}





CCDL34



Date Last In Arrears


{DATEFORMAT}





CCDL35



Number Of Days In Arrears


{INTEGER-9999}





CCDL36



Arrears Balance


{MONETARY}





CCDL37



Account Status


{LIST}





CCDL38



Reason for Default or Foreclosure


{LIST}





CCDL39



Default Amount


{MONETARY}





CCDL40



Default Date


{DATEFORMAT}





CCDL41



Cumulative Recoveries


{MONETARY}





CCDL42



Original Lender Name


{ALPHANUM-100}





CCDL43



Original Lender Legal Entity Identifier


{LEI}





CCDL44



Original Lender Establishment Country


{COUNTRYCODE_2}





CCDL45



Originator Name


{ALPHANUM-100}





CCDL46



Originator Legal Entity Identifier


{LEI}





CCDL47



Originator Establishment Country


{COUNTRYCODE_2}









ANNEX VIII
Underlying exposures template — Leasing








FIELD CODE




FIELD NAME




FORMAT






Underlying exposures information section






LESL1



Unique Identifier


{ALPHANUM-28}





LESL2



Original Underlying Exposure Identifier


{ALPHANUM-1000}





LESL3



New Underlying Exposure Identifier


{ALPHANUM-1000}





LESL4



Original Obligor Identifier


{ALPHANUM-1000}





LESL5



New Obligor Identifier


{ALPHANUM-1000}





LESL6



Data Cut-Off Date


{DATEFORMAT}





LESL7



Pool Addition Date


{DATEFORMAT}





LESL8



Date Of Repurchase


{DATEFORMAT}





LESL9



Redemption Date


{DATEFORMAT}





LESL10



Geographic Region — Obligor


{NUTS}





LESL11



Geographic Region Classification


{YEAR}





LESL12



Credit Impaired Obligor


{Y/N}





LESL13



Obligor Basel III Segment


{LIST}





LESL14



Customer Type


{LIST}





LESL15



NACE Industry Code


{NACE}





LESL16



Enterprise Size


{LIST}





LESL17



Revenue


{MONETARY}





LESL18



Financial Statement Currency


{CURRENCYCODE_3}





LESL19



Product Type


{LIST}





LESL20



Syndicated


{Y/N}





LESL21



Special Scheme


{ALPHANUM-10000}





LESL22



Origination Date


{DATEFORMAT}





LESL23



Maturity Date


{DATEFORMAT}





LESL24



Original Term


{INTEGER-9999}





LESL25



Origination Channel


{LIST}





LESL26



Currency Denomination


{CURRENCYCODE_3}





LESL27



Original Principal Balance


{MONETARY}





LESL28



Current Principal Balance


{MONETARY}





LESL29



Purchase Price


{PERCENTAGE}





LESL30



Securitised Residual Value


{MONETARY}





LESL31



Amortisation Type


{LIST}





LESL32



Principal Grace Period End Date


{DATEFORMAT}





LESL33



Scheduled Principal Payment Frequency


{LIST}





LESL34



Scheduled Interest Payment Frequency


{LIST}





LESL35



Payment Due


{MONETARY}





LESL36



Current Interest Rate


{PERCENTAGE}





LESL37



Current Interest Rate Index


{LIST}





LESL38



Current Interest Rate Index Tenor


{LIST}





LESL39



Current Interest Rate Margin


{PERCENTAGE}





LESL40



Interest Rate Reset Interval


{INTEGER-9999}





LESL41



Interest Rate Cap


{PERCENTAGE}





LESL42



Interest Rate Floor


{PERCENTAGE}





LESL43



Number Of Payments Before Securitisation


{INTEGER-9999}





LESL44



Percentage Of Prepayments Allowed Per Year


{PERCENTAGE}





LESL45



Prepayment Lock-Out End Date


{DATEFORMAT}





LESL46



Prepayment Fee


{MONETARY}





LESL47



Prepayment Fee End Date


{DATEFORMAT}





LESL48



Prepayment Date


{DATEFORMAT}





LESL49



Cumulative Prepayments


{MONETARY}





LESL50



Option To Buy Price


{MONETARY}





LESL51



Down Payment Amount


{MONETARY}





LESL52



Current Residual Value Of Asset


{MONETARY}





LESL53



Date Of Restructuring


{DATEFORMAT}





LESL54



Date Last In Arrears


{DATEFORMAT}





LESL55



Arrears Balance


{MONETARY}





LESL56



Number Of Days In Arrears


{INTEGER-9999}





LESL57



Account Status


{LIST}





LESL58



Reason for Default or Foreclosure


{LIST}





LESL59



Default Amount


{MONETARY}





LESL60



Default Date


{DATEFORMAT}





LESL61



Allocated Losses


{MONETARY}





LESL62



Cumulative Recoveries


{MONETARY}





LESL63



Recovery Source


{LIST}





LESL64



Deposit Amount


{MONETARY}





LESL65



Geographic Region — Collateral


{NUTS}





LESL66



Manufacturer


{ALPHANUM-100}





LESL67



Model


{ALPHANUM-100}





LESL68



Year Of Manufacture/Construction


{YEAR}





LESL69



New Or Used


{LIST}





LESL70



Original Residual Value Of Asset


{MONETARY}





LESL71



Collateral Type


{LIST}





LESL72



Original Valuation Amount


{MONETARY}





LESL73



Original Valuation Method


{LIST}





LESL74



Original Valuation Date


{DATEFORMAT}





LESL75



Current Valuation Amount


{MONETARY}





LESL76



Current Valuation Method


{LIST}





LESL77



Current Valuation Date


{DATEFORMAT}





LESL78



Number Of Leased Objects


{INTEGER-9999}





LESL79



Original Lender Name


{ALPHANUM-100}





LESL80



Original Lender Legal Entity Identifier


{LEI}





LESL81



Original Lender Establishment Country


{COUNTRYCODE_2}





LESL82



Originator Name


{ALPHANUM-100}





LESL83



Originator Legal Entity Identifier


{LEI}





LESL84



Originator Establishment Country


{COUNTRYCODE_2}









ANNEX IX
Underlying exposures template — Esoteric








FIELD CODE




FIELD NAME




FORMAT






Underlying exposures information section






ESTL1



Unique Identifier


{ALPHANUM-28}





ESTL2



Original Underlying Exposure Identifier


{ALPHANUM-1000}





ESTL3



New Underlying Exposure Identifier


{ALPHANUM-1000}





ESTL4



Original Obligor Identifier


{ALPHANUM-1000}





ESTL5



New Obligor Identifier


{ALPHANUM-1000}





ESTL6



Data Cut-Off Date


{DATEFORMAT}





ESTL7



Pool Addition Date


{DATEFORMAT}





ESTL8



Date Of Repurchase


{DATEFORMAT}





ESTL9



Redemption Date


{DATEFORMAT}





ESTL10



Description


{ALPHANUM-1000}





ESTL11



Geographic Region — Obligor


{NUTS}





ESTL12



Geographic Region Classification


{YEAR}





ESTL13



Employment Status


{LIST}





ESTL14



Credit Impaired Obligor


{Y/N}





ESTL15



Obligor Legal Type


{LIST}





ESTL16



NACE Industry Code


{NACE}





ESTL17



Primary Income


{MONETARY}





ESTL18



Primary Income Type


{LIST}





ESTL19



Primary Income Currency


{CURRENCYCODE_3}





ESTL20



Primary Income Verification


{LIST}





ESTL21



Revenue


{MONETARY}





ESTL22



Financial Statement Currency


{CURRENCYCODE_3}





ESTL23



International Securities Identification Number


{ISIN}





ESTL24



Origination Date


{DATEFORMAT}





ESTL25



Maturity Date


{DATEFORMAT}





ESTL26



Currency Denomination


{CURRENCYCODE_3}





ESTL27



Original Principal Balance


{MONETARY}





ESTL28



Current Principal Balance


{MONETARY}





ESTL29



Total Credit Limit


{MONETARY}





ESTL30



Purchase Price


{PERCENTAGE}





ESTL31



Amortisation Type


{LIST}





ESTL32



Principal Grace Period End Date


{DATEFORMAT}





ESTL33



Scheduled Principal Payment Frequency


{LIST}





ESTL34



Scheduled Interest Payment Frequency


{LIST}





ESTL35



Payment Due


{MONETARY}





ESTL36



Debt To Income Ratio


{PERCENTAGE}





ESTL37



Balloon Amount


{MONETARY}





ESTL38



Interest Rate Reset Interval


{INTEGER-9999}





ESTL39



Current Interest Rate


{PERCENTAGE}





ESTL40



Current Interest Rate Index


{LIST}





ESTL41



Current Interest Rate Index Tenor


{LIST}





ESTL42



Current Interest Rate Margin


{PERCENTAGE}





ESTL43



Interest Rate Cap


{PERCENTAGE}





ESTL44



Interest Rate Floor


{PERCENTAGE}





ESTL45



Number Of Payments Before Securitisation


{INTEGER-9999}





ESTL46



Percentage Of Prepayments Allowed Per Year


{PERCENTAGE}





ESTL47



Prepayment Lock-Out End Date


{DATEFORMAT}





ESTL48



Prepayment Fee


{MONETARY}





ESTL49



Prepayment Fee End Date


{DATEFORMAT}





ESTL50



Prepayment Date


{DATEFORMAT}





ESTL51



Cumulative Prepayments


{MONETARY}





ESTL52



Date Last In Arrears


{DATEFORMAT}





ESTL53



Arrears Balance


{MONETARY}





ESTL54



Number Of Days In Arrears


{INTEGER-9999}





ESTL55



Account Status


{LIST}





ESTL56



Reason for Default or Foreclosure


{LIST}





ESTL57



Default Amount


{MONETARY}





ESTL58



Default Date


{DATEFORMAT}





ESTL59



Allocated Losses


{MONETARY}





ESTL60



Cumulative Recoveries


{MONETARY}





ESTL61



Originator Name


{ALPHANUM-100}





ESTL62



Originator Legal Entity Identifier


{LEI}





ESTL63



Originator Establishment Country


{COUNTRYCODE_2}





ESTL64



Original Lender Name


{ALPHANUM-100}





ESTL65



Original Lender Legal Entity Identifier


{LEI}





ESTL66



Original Lender Establishment Country


{COUNTRYCODE_2}





Collateral-level information section






ESTC1



Unique Identifier


{ALPHANUM-28}





ESTC2



Underlying Exposure Identifier


{ALPHANUM-1000}





ESTC3



Original Collateral Identifier


{ALPHANUM-1000}





ESTC4



New Collateral Identifier


{ALPHANUM-1000}





ESTC5



Geographic Region — Collateral


{NUTS}





ESTC6



Security Type


{LIST}





ESTC7



Charge Type


{LIST}





ESTC8



Lien


{INTEGER-9999}





ESTC9



Collateral Type


{LIST}





ESTC10



Current Valuation Amount


{MONETARY}





ESTC11



Current Valuation Method


{LIST}





ESTC12



Current Valuation Date


{DATEFORMAT}





ESTC13



Current Loan-To-Value


{PERCENTAGE}





ESTC14



Original Valuation Amount


{MONETARY}





ESTC15



Original Valuation Method


{LIST}





ESTC16



Original Valuation Date


{DATEFORMAT}





ESTC17



Original Loan-To-Value


{PERCENTAGE}





ESTC18



Date Of Sale


{DATEFORMAT}





ESTC19



Sale Price


{MONETARY}





ESTC20



Collateral Currency


{CURRENCYCODE_3}









ANNEX X
Underlying exposures template — Add-on for non-performing exposures








FIELD CODE




FIELD NAME




FORMAT






Underlying exposures information section






NPEL1



Unique Identifier


{ALPHANUM-28}





NPEL2



Original Underlying Exposure Identifier


{ALPHANUM-1000}





NPEL3



New Underlying Exposure Identifier


{ALPHANUM-1000}





NPEL4



Original Obligor Identifier


{ALPHANUM-1000}





NPEL5



New Obligor Identifier


{ALPHANUM-1000}





NPEL6



Data Cut-Off Date


{DATEFORMAT}





NPEL7



In Receivership


{Y/N}





NPEL8



Date of Last Contact


{DATEFORMAT}





NPEL9



Deceased


{Y/N}





NPEL10



Legal status


{LIST}





NPEL11



Legal Procedure Type


{LIST}





NPEL12



Legal Procedure Name


{ALPHANUM-1000}





NPEL13



Legal Actions Completed


{ALPHANUM-1000}





NPEL14



Date of Entering Into Current Legal Process


{DATEFORMAT}





NPEL15



Date of Insolvency Practitioner Appointment


{DATEFORMAT}





NPEL16



Number of Current Judgements


{INTEGER-9999}





NPEL17



Number of Discharged Judgements


{INTEGER-9999}





NPEL18



Date of External Demand Issuance


{DATEFORMAT}





NPEL19



Date when Reservation of Rights Letter Was Issued


{DATEFORMAT}





NPEL20



Court Jurisdiction


{COUNTRYCODE_2}





NPEL21



Date of Obtaining Order for Possession


{DATEFORMAT}





NPEL22



Comments on Other Litigation Related Process


{ALPHANUM-1000}





NPEL23



Governing Law


{COUNTRYCODE_2}





NPEL24



Bespoke Repayment Description


{ALPHANUM-1000}





NPEL25



Start Date of Interest Only Period


{DATEFORMAT}





NPEL26



End Date of Interest Only Period


{DATEFORMAT}





NPEL27



Start Date of Current Fixed Interest Period


{DATEFORMAT}





NPEL28



End Date of Current Fixed Interest Period


{DATEFORMAT}





NPEL29



Current Reversion Interest Rate


{PERCENTAGE}





NPEL30



Last Payment Date


{DATEFORMAT}





NPEL31



Syndicated Portion


{PERCENTAGE}





NPEL32



MARP Entry


{DATEFORMAT}





NPEL33



MARP Status


{LIST}





NPEL34



External Collections Level


{Y/N}





NPEL35



Repayment Plan


{Y/N}





NPEL36



Forbearance Level


{Y/N}





NPEL37



Date of First Forbearance


{DATEFORMAT}





NPEL38



Number of Historical Forbearance


{INTEGER-9999}





NPEL39



Principal Forgiveness


{MONETARY}





NPEL40



Date of Principal Forgiveness


{DATEFORMAT}





NPEL41



End Date of Forbearance


{DATEFORMAT}





NPEL42



Repayment Amount Under Forbearance


{MONETARY}





Collateral-level information section






NPEC1



Unique Identifier


{ALPHANUM-28}





NPEC2



Underlying Exposure Identifier


{ALPHANUM-1000}





NPEC3



Original Collateral Identifier


{ALPHANUM-1000}





NPEC4



New Collateral Identifier


{ALPHANUM-1000}





NPEC5



VAT Payable


{PERCENTAGE}





NPEC6



Percentage Complete


{PERCENTAGE}





NPEC7



Enforcement Status


{Y/N}





NPEC8



Enforcement Status Third Parties


{Y/N}





NPEC9



Mortgage Amount Assigned


{MONETARY}





NPEC10



Higher Ranking Underlying Exposure


{MONETARY}





NPEC11



Enforcement Description


{ALPHANUM-1000}





NPEC12



Court Appraisal Amount


{MONETARY}





NPEC13



Date of Court Appraisal


{DATEFORMAT}





NPEC14



On Market Price


{MONETARY}





NPEC15



Offer Price


{MONETARY}





NPEC16



Prepare Property for Sale Date


{DATEFORMAT}





NPEC17



Property on Market Date


{DATEFORMAT}





NPEC18



On Market Offer Date


{DATEFORMAT}





NPEC19



Sale Agreed Date


{DATEFORMAT}





NPEC20



Contracted Date


{DATEFORMAT}





NPEC21



First Auction Date


{DATEFORMAT}





NPEC22



Court Auction Reserve Price for First Auction


{MONETARY}





NPEC23



Next Auction Date


{DATEFORMAT}





NPEC24



Court Auction Reserve Price for Next Auction


{MONETARY}





NPEC25



Last Auction Date


{DATEFORMAT}





NPEC26



Court Auction Reserve Price for Last Auction


{MONETARY}





NPEC27



Number of Failed Auctions


{INTEGER-9999}





Historical collections information section






NPEH1



Unique Identifier


{ALPHANUM-28}





NPEH2



Underlying Exposure Identifier


{ALPHANUM-1000}





NPEH[3-38]



Legal Unpaid Balance at month n


{MONETARY}





NPEH[39-74]



History of Past-Due Balances at month n


{MONETARY}





NPEH[75-110]



History of Repayments — Not from collateral sales at month n


{MONETARY}





NPEH[111-146]



History of Repayments — From collateral sales at month n


{MONETARY}









ANNEX XI
Underlying exposures template — Asset-backed commercial paper








FIELD CODE




FIELD NAME




FORMAT






Underlying exposures information section






IVAL1



Unique Identifier — ABCP Programme


{ALPHANUM-28}





IVAL2



Unique Identifier — ABCP Transaction


{ALPHANUM-36}





IVAL3



Original Underlying Exposure Identifier


{ALPHANUM-1000}





IVAL4



New Underlying Exposure Identifier


{ALPHANUM-1000}





IVAL5



Underlying Exposure Type


{LIST}





IVAL6



Data Cut-Off Date


{DATEFORMAT}





IVAL7



Geographic Region — Largest Exposure Concentration 1


{NUTS}





IVAL8



Geographic Region — Largest Exposure Concentration 2


{NUTS}





IVAL9



Geographic Region — Largest Exposure Concentration 3


{NUTS}





IVAL10



Geographic Region Classification


{YEAR}





IVAL11



Current Principal Balance


{MONETARY}





IVAL12



Number Of Underlying Exposures


{INTEGER-999999999}





IVAL13



EUR Exposures


{MONETARY}





IVAL14



GBP Exposures


{MONETARY}





IVAL15



USD Exposures


{MONETARY}





IVAL16



Other Exposures


{MONETARY}





IVAL17



Maximum Residual Maturity


{INTEGER-9999}





IVAL18



Average Residual Maturity


{INTEGER-9999}





IVAL19



Current Loan-To-Value


{PERCENTAGE}





IVAL20



Debt To Income Ratio


{PERCENTAGE}





IVAL21



Amortisation Type


{MONETARY}





IVAL22



Scheduled Principal Payment Frequency Above One Month


{MONETARY}





IVAL23



Scheduled Interest Payment Frequency Above One Month


{MONETARY}





IVAL24



Floating Rate Receivables


{MONETARY}





IVAL25



Financed Amount


{MONETARY}





IVAL26



Dilutions


{MONETARY}





IVAL27



Repurchased Exposures


{MONETARY}





IVAL28



Defaulted Or Credit-Impaired Exposures At Securitisation


{MONETARY}





IVAL29



Defaulted Exposures


{MONETARY}





IVAL30



Defaulted Exposures CRR


{MONETARY}





IVAL31



Gross Charge Offs In The Period


{MONETARY}





IVAL32



Arrears 1-29 Days


{PERCENTAGE}





IVAL33



Arrears 30-59 Days


{PERCENTAGE}





IVAL34



Arrears 60-89 Days


{PERCENTAGE}





IVAL35



Arrears 90-119 Days


{PERCENTAGE}





IVAL36



Arrears 120-149 Days


{PERCENTAGE}





IVAL37



Arrears 150-179 Days


{PERCENTAGE}





IVAL38



Arrears 180+ Days


{PERCENTAGE}





IVAL39



Restructured Exposures


{PERCENTAGE}





IVAL40



Restructured Exposures (0-1 years before transfer)


{MONETARY}





IVAL41



Restructured Exposures (1-3 years before transfer)


{MONETARY}





IVAL42



Restructured Exposures (> 3 years before transfer)


{MONETARY}





IVAL43



Restructured Exposures (Interest Rate)


{MONETARY}





IVAL44



Restructured Exposures (Repayment Schedule)


{MONETARY}





IVAL45



Restructured Exposures (Maturity)


{MONETARY}





IVAL46



Restructured Exposures (0-1 years before transfer and No New Arrears)


{MONETARY}





IVAL47



Restructured Exposures (No New Arrears)


{MONETARY}





IVAL48



Restructured Exposures (New Arrears)


{MONETARY}





IVAL49



Restructured Exposures (Other)


{MONETARY}









ANNEX XII
Investor report template — Non-asset backed commercial paper securitisation








FIELD CODE




FIELD NAME




FORMAT






Securitisation information section






IVSS1



Unique Identifier


{ALPHANUM-28}





IVSS2



Data Cut-Off Date


{DATEFORMAT}





IVSS3



Securitisation Name


{ALPHANUM-100}





IVSS4



Reporting Entity Name


{ALPHANUM-100}





IVSS5



Reporting Entity Contact Person


{ALPHANUM-256}





IVSS6



Reporting Entity Contact Telephone


{TELEPHONE}





IVSS7



Reporting Entity Contact Emails


{ALPHANUM-256}





IVSS8



Risk Retention Method


{LIST}





IVSS9



Risk Retention Holder


{LIST}





IVSS10



Underlying Exposure Type


{LIST}





IVSS11



Risk Transfer Method


{Y/N}





IVSS12



Trigger Measurements/Ratios


{Y/N}





IVSS13



Revolving/Ramp-Up Period End-Date


{DATEFORMAT}





IVSS14



Principal Recoveries In The Period


{MONETARY}





IVSS15



Interest Recoveries In The Period


{MONETARY}





IVSS16



Principal Collections In The Period


{MONETARY}





IVSS17



Interest Collections In The Period


{MONETARY}





IVSS18



Drawings Under Liquidity Facility


{Y/N}





IVSS19



Securitisation Excess Spread


{MONETARY}





IVSS20



Excess Spread Trapping Mechanism


{Y/N}





IVSS21



Current Overcollateralisation


{PERCENTAGE}





IVSS22



Annualised Constant Prepayment Rate


{PERCENTAGE}





IVSS23



Dilutions


{MONETARY}





IVSS24



Gross Charge Offs In The Period


{MONETARY}





IVSS25



Repurchased Exposures


{MONETARY}





IVSS26



Restructured Exposures


{MONETARY}





IVSS27



Annualised Constant Default Rate


{PERCENTAGE}





IVSS28



Defaulted Exposures


{MONETARY}





IVSS29



Defaulted Exposures CRR


{MONETARY}





IVSS30



Risk Weight Approach


{LIST}





IVSS31



Obligor Probability Of Default in Range [0.00%,0.10%)


{PERCENTAGE}





IVSS32



Obligor Probability Of Default in Range [0.10%,0.25%)


{PERCENTAGE}





IVSS33



Obligor Probability Of Default in Range [0.25%,1.00%)


{PERCENTAGE}





IVSS34



Obligor Probability Of Default in Range [1.00%,7.50%)


{PERCENTAGE}





IVSS35



Obligor Probability Of Default in Range [7.50%,20.00%)


{PERCENTAGE}





IVSS36



Obligor Probability Of Default in Range [20.00%,100.00%]


{PERCENTAGE}





IVSS37



Bank Internal Loss Given Default Estimate


{PERCENTAGE}





IVSS38



Arrears 1-29 Days


{PERCENTAGE}





IVSS39



Arrears 30-59 Days


{PERCENTAGE}





IVSS40



Arrears 60-89 Days


{PERCENTAGE}





IVSS41



Arrears 90-119 Days


{PERCENTAGE}





IVSS42



Arrears 120-149 Days


{PERCENTAGE}





IVSS43



Arrears 150-179 Days


{PERCENTAGE}





IVSS44



Arrears 180+ Days


{PERCENTAGE}





Tests/Events/Triggers information section






IVSR1



Unique Identifier


{ALPHANUM-28}





IVSR2



Original Test/Event/Trigger Identifier


{ALPHANUM-1000}





IVSR3



New Test/Event/Trigger Identifier


{ALPHANUM-1000}





IVSR4



Description


{ALPHANUM-100000}





IVSR5



Threshold Level


{NUMERIC}





IVSR6



Actual Value


{NUMERIC}





IVSR7



Status


{Y/N}





IVSR8



Cure Period


{INTEGER-9999}





IVSR9



Calculation Frequency


{INTEGER-9999}





IVSR10



Consequence for Breach


{LIST}





Cash-flow information section






IVSF1



Unique Identifier


{ALPHANUM-28}





IVSF2



Original Cashflow Item Identifier


{ALPHANUM-1000}





IVSF3



New Cashflow Item Identifier


{ALPHANUM-1000}





IVSF4



Cashflow Item


{ALPHANUM-1000}





IVSF5



Amount Paid During Period


{MONETARY}





IVSF6



Available Funds Post


{MONETARY}









ANNEX XIII
Investor report template — Asset backed commercial paper securitisation








FIELD CODE




FIELD NAME




FORMAT






Programme information section






IVAS1



Unique Identifier — ABCP Programme


{ALPHANUM-28}





IVAS2



Data Cut-Off Date


{DATEFORMAT}





IVAS3



Reporting Entity Name


{ALPHANUM-100}





IVAS4



Reporting Entity Contact Person


{ALPHANUM-256}





IVAS5



Reporting Entity Contact Telephone


{TELEPHONE}





IVAS6



Reporting Entity Contact Emails


{ALPHANUM-256}





IVAS7



Trigger Measurements/Ratios


{Y/N}





IVAS8



Non-Compliant Exposures


{MONETARY}





IVAS9



Weighted Average Life


{INTEGER-9999}





IVAS10



Risk Retention Method


{LIST}





IVAS11



Risk Retention Holder


{LIST}





Transaction information section






IVAN1



Unique Identifier — ABCP Programme


{ALPHANUM-28}





IVAN2



Unique Identifier — ABCP Transaction


{ALPHANUM-36}





IVAN3



Data Cut-Off Date


{DATEFORMAT}





IVAN4



NACE Industry Code


{NACE}





IVAN5



Risk Retention Method


{LIST}





IVAN6



Risk Retention Holder


{LIST}





IVAN7



Weighted Average Life


{INTEGER-9999}





Tests/Events/Triggers information section






IVAR1



Unique Identifier — ABCP Transaction


{ALPHANUM-36}





IVAR2



Original Test/Event/Trigger Identifier


{ALPHANUM-1000}





IVAR3



New Test/Event/Trigger Identifier


{ALPHANUM-1000}





IVAR4



Description


{ALPHANUM-100000}





IVAR5



Status


{Y/N}





IVAR6



Consequence for Breach


{LIST}









ANNEX XIV
Inside information or significant event template — Non-asset backed commercial paper securitisation








FIELD CODE




FIELD NAME




FORMAT






Securitisation information section






SESS1



Unique Identifier


{ALPHANUM-28}





SESS2



Data Cut-Off Date


{DATEFORMAT}





SESS3



No Longer STS


{Y/N}





SESS4



Remedial Actions


{Y/N}





SESS5



Administrative Actions


{Y/N}





SESS6



Material Amendment to Transaction Documents


{ALPHANUM-1000000}





SESS7



Perfection Of Sale


{Y/N}





SESS8



Current Waterfall Type


{LIST}





SESS9



Master Trust Type


{LIST}





SESS10



SSPE Value


{MONETARY}





SESS11



SSPE Principal Value


{MONETARY}





SESS12



SSPE Number Of Accounts


{INTEGER-999999999}





SESS13



Note Principal Balance


{MONETARY}





SESS14



Seller Share


{PERCENTAGE}





SESS15



Funding Share


{PERCENTAGE}





SESS16



Revenue Allocated To This Series


{MONETARY}





SESS17



Interest Rate Swap Benchmark


{LIST}





SESS18



Interest Rate Swap Maturity Date


{DATEFORMAT}





SESS19



Interest Rate Swap Notional


{MONETARY}





SESS20



Currency Swap Payer Currency


{CURRENCYCODE_3}





SESS21



Currency Swap Receiver Currency


{CURRENCYCODE_3}





SESS22



Exchange Rate For Currency Swap


{PERCENTAGE}





SESS23



Currency Swap Maturity Date


{DATEFORMAT}





SESS24



Currency Swap Notional


{MONETARY}





Tranche/bond-level information section






SEST1



Unique Identifier


{ALPHANUM-28}





SEST2



Original Tranche Identifier


{ALPHANUM-1000}





SEST3



New Tranche Identifier


{ALPHANUM-1000}





SEST4



International Securities Identification Number


{ISIN}





SEST5



Tranche Name


{ALPHANUM-100}





SEST6



Tranche/Bond Type


{LIST}





SEST7



Currency


{CURRENCYCODE_3}





SEST8



Original Principal Balance


{MONETARY}





SEST9



Current Principal Balance


{MONETARY}





SEST10



Interest Payment Frequency


{LIST}





SEST11



Interest Payment Date


{DATEFORMAT}





SEST12



Principal Payment Date


{DATEFORMAT}





SEST13



Current Coupon


{PERCENTAGE}





SEST14



Current Interest Rate Margin/Spread


{PERCENTAGE}





SEST15



Coupon Floor


{PERCENTAGE}





SEST16



Coupon Cap


{PERCENTAGE}





SEST17



Step-Up/Step-Down Coupon Value


{PERCENTAGE}





SEST18



Step-Up/Step-Down Coupon Date


{DATEFORMAT}





SEST19



Business Day Convention


{LIST}





SEST20



Current Interest Rate Index


{LIST}





SEST21



Current Interest Rate Index Tenor


{LIST}





SEST22



Issue Date


{DATEFORMAT}





SEST23



Disbursement Date


{DATEFORMAT}





SEST24



Legal Maturity


{DATEFORMAT}





SEST25



Extension Clause


{LIST}





SEST26



Next Call Date


{DATEFORMAT}





SEST27



Clean-Up Call Threshold


{ALPHANUM-1000}





SEST28



Next Put date


{DATEFORMAT}





SEST29



Day Count Convention


{LIST}





SEST30



Settlement Convention


{LIST}





SEST31



Current Attachment Point


{PERCENTAGE}





SEST32



Original Attachment Point


{PERCENTAGE}





SEST33



Current Credit Enhancement


{PERCENTAGE}





SEST34



Original Credit Enhancement


{PERCENTAGE}





SEST35



Credit Enhancement Formula


{ALPHANUM-1000}





SEST36



Pari-Passu Tranches


{ISIN}





SEST37



Senior Tranches


{ISIN}





SEST38



Outstanding Principal Deficiency Ledger Balance


{MONETARY}





SEST39



Guarantor Legal Entity Identifier


{LEI}





SEST40



Guarantor Name


{ALPHANUM-1000}





SEST41



Guarantor ESA Subsector


{ESA}





SEST42



Protection Type


{LIST}





Account-level information section






SESA1



Unique Identifier


{ALPHANUM-28}





SESA2



Original Account Identifier


{ALPHANUM-1000}





SESA3



New Account Identifier


{ALPHANUM-1000}





SESA4



Account Type


{LIST}





SESA5



Account Target Balance


{MONETARY}





SESA6



Account Actual Balance


{MONETARY}





SESA7



Amortising Account


{Y/N}





Counterparty-level information section






SESP1



Unique Identifier


{ALPHANUM-28}





SESP2



Counterparty Legal Entity Identifier


{LEI}





SESP3



Counterparty Name


{ALPHANUM-100}





SESP4



Counterparty Type


{LIST}





SESP5



Counterparty Country Of Establishment


{COUNTRYCODE_2}





SESP6



Counterparty Rating Threshold


{ALPHANUM-100000}





SESP7



Counterparty Rating


{ALPHANUM-100000}





SESP8



Counterparty Rating Source Legal Entity Identifier


{LEI}





SESP9



Counterparty Rating Source Name


{ALPHANUM-100}





CLO Securitisation information section






SESC1



Unique Identifier


{ALPHANUM-28}





SESC2



Non-Call Period End-Date


{DATEFORMAT}





SESC3



CLO Type


{LIST}





SESC4



Current Period


{LIST}





SESC5



Current Period Start Date


{DATEFORMAT}





SESC6



Current Period End Date


{DATEFORMAT}





SESC7



Concentration Limit


{PERCENTAGE}





SESC8



Restrictions — Legal Maturity


{PERCENTAGE}





SESC9



Restrictions — Subordinated Exposures


{PERCENTAGE}





SESC10



Restrictions — Non-Performing Exposures


{PERCENTAGE}





SESC11



Restrictions — PIK Exposures


{PERCENTAGE}





SESC12



Restrictions — Zero-Coupon Exposures


{PERCENTAGE}





SESC13



Restrictions — Equity Exposures


{PERCENTAGE}





SESC14



Restrictions — Participation Exposures


{PERCENTAGE}





SESC15



Restrictions — Discretionary Sales


{PERCENTAGE}





SESC16



Discretionary Sales


{MONETARY}





SESC17



Reinvestments


{MONETARY}





SESC18



Restrictions — Credit Enhancement


{Y/N}





SESC19



Restrictions — Quotes


{Y/N}





SESC20



Restrictions — Trades


{Y/N}





SESC21



Restrictions — Issuances


{Y/N}





SESC22



Restrictions — Redemptions


{Y/N}





SESC23



Restrictions — Refinancing


{Y/N}





SESC24



Restrictions — Note Remuneration


{Y/N}





SESC25



Restrictions — Credit Protection


{Y/N}





SESC26



Collateral Liquidation Period


{INTEGER-9999}





SESC27



Collateral Liquidation — Waiver


{Y/N}





CLO Manager information section






SESL1



Unique Identifier


{ALPHANUM-28}





SESL2



CLO Manager Legal Entity Identifier


{LEI}





SESL3



Manager Name


{ALPHANUM-1000}





SESL4



Establishment Date


{DATEFORMAT}





SESL5



Registration Date


{DATEFORMAT}





SESL6



Employees


{INTEGER-9999}





SESL7



Employees — CLOs


{INTEGER-9999}





SESL8



Employees — Workout


{INTEGER-9999}





SESL9



AUM


{MONETARY}





SESL10



AUM — Leveraged Loans


{MONETARY}





SESL11



AUM — CLOs


{MONETARY}





SESL12



AUM — EU


{MONETARY}





SESL13



AUM — EU CLOs


{MONETARY}





SESL14



Number EU CLOs


{INTEGER-9999}





SESL15



Capital


{MONETARY}





SESL16



Capital — Risk Retention


{MONETARY}





SESL17



Settlement Time


{INTEGER-9999}





SESL18



Pricing Frequency


{INTEGER-9999}





SESL19



Default Rate - 1 year


{PERCENTAGE}





SESL20



Default Rate - 5 years


{PERCENTAGE}





SESL21



Default Rate - 10 years


{PERCENTAGE}





Synthetic coverage information section






SESV1



Unique Identifier


{ALPHANUM-28}





SESV2



Protection Instrument Identifier


{ALPHANUM-1000}





SESV3



Protection Type


{LIST}





SESV4



Protection Instrument International Securities Identification Number


{ISIN}





SESV5



Protection Provider Name


{ALPHANUM-100}





SESV6



Protection Provider Legal Entity Identifier


{LEI}





SESV7



Public Entity With Zero Risk Weight


{Y/N}





SESV8



Governing Law


{COUNTRYCODE_2}





SESV9



ISDA Master Agreement


{LIST}





SESV10



Default And Termination Events


{LIST}





SESV11



Synthetic Securitisation Type


{Y/N}





SESV12



Protection Currency


{CURRENCYCODE_3}





SESV13



Current Protection Notional


{MONETARY}





SESV14



Maximum Protection Notional


{MONETARY}





SESV15



Protection Attachment Point


{PERCENTAGE}





SESV16



Protection Detachment Point


{PERCENTAGE}





SESV17



International Securities Identification Number Of Notes Covered


{ISIN}





SESV18



Protection Coverage


{LIST}





SESV19



Protection Termination Date


{DATEFORMAT}





SESV20



Materiality Thresholds


{Y/N}





SESV21



Payment Release Conditions


{LIST}





SESV22



Adjustment Payments Possible


{Y/N}





SESV23



Length Of Workout Period


{INTEGER-9999}





SESV24



Obligation To Repay


{Y/N}





SESV25



Collateral Substitutable


{Y/N}





SESV26



Collateral Coverage Requirements


{PERCENTAGE}





SESV27



Collateral Initial Margin


{MONETARY}





SESV28



Collateral Delivery Deadline


{INTEGER-9999}





SESV29



Settlement


{LIST}





SESV30



Maximum Maturity Date Permitted


{DATEFORMAT}





SESV31



Current Index For Payments To Protection Buyer


{LIST}





SESV32



Current Index For Payments To Protection Buyer Tenor


{LIST}





SESV33



Payment Reset Frequency — To Protection Buyer


{LIST}





SESV34



Current Interest Rate Margin For Payments To Protection Buyer


{PERCENTAGE}





SESV35



Current Interest Rate For Payments To Protection Buyer


{PERCENTAGE}





SESV36



Current Index For Payments To Protection Seller


{LIST}





SESV37



Current Index For Payments To Protection Seller Tenor


{LIST}





SESV38



Payment Reset Frequency — To Protection Seller


{LIST}





SESV39



Current Interest Rate Margin For Payments To Protection Seller


{PERCENTAGE}





SESV40



Current Interest Rate For Payments To Protection Seller


{PERCENTAGE}





SESV41



Excess Spread Support


{Y/N}





SESV42



Excess Spread Definition


{Y/N}





SESV43



Current Protection Status


{LIST}





SESV44



Bankruptcy Is Credit Event


{Y/N}





SESV45



Failure To Pay Is Credit Event


{Y/N}





SESV46



Restructuring Is Credit Event


{Y/N}





SESV47



Credit Event


{Y/N}





SESV48



Cumulative Payments To Protection Buyer


{MONETARY}





SESV49



Cumulative Adjustment Payments To Protection Buyer


{MONETARY}





SESV50



Cumulative Payments To Protection Seller


{MONETARY}





SESV51



Cumulative Adjustment Payments To Protection Seller


{MONETARY}





SESV52



Synthetic Excess Spread Ledger Amount


{MONETARY}





Issuer collateral information section






SESI1



Unique Identifier


{ALPHANUM-28}





SESI2



Protection Instrument Identifier


{ALPHANUM-1000}





SESI3



Original Collateral Instrument Identifier


{ALPHANUM-1000}





SESI4



New Collateral Identifier


{ALPHANUM-1000}





SESI5



Collateral Instrument International Securities Identification Number


{ISIN}





SESI6



Collateral Instrument Type


{LIST}





SESI7



Collateral Issuer ESA Subsector


{ESA}





SESI8



Collateral Issuer Legal Entity Identifier


{LEI}





SESI9



Collateral Issuer Affiliated With Originator?


{Y/N}





SESI10



Current Outstanding Balance


{MONETARY}





SESI11



Instrument Currency


{CURRENCYCODE_3}





SESI12



Maturity Date


{DATEFORMAT}





SESI13



Haircut


{PERCENTAGE}





SESI14



Current Interest Rate Index


{LIST}





SESI15



Current Interest Rate Index Tenor


{LIST}





SESI16



Current Interest Rate on Cash Deposits


{PERCENTAGE}





SESI17



Repo Counterparty Name


{ALPHANUM-100}





SESI18



Repo Counterparty Legal Entity Identifier


{LEI}





SESI19



Repo Maturity Date


{DATEFORMAT}





Any other information section






SESO1



Unique Identifier


{ALPHANUM-28}





SESO2



Any Other Information Line Number


{INTEGER-9999}





SESO3



Any Other Information


{ALPHANUM-1000}









ANNEX XV
Inside information or significant event template — Asset backed commercial paper securitisation








FIELD CODE




FIELD NAME




FORMAT






Programme information section






SEAS1



Unique Identifier — ABCP Programme


{ALPHANUM-28}





SEAS2



Data Cut-Off Date


{DATEFORMAT}





SEAS3



No Longer STS


{Y/N}





SEAS4



Remedial Actions


{Y/N}





SEAS5



Administrative Actions


{Y/N}





SEAS6



Material Amendment to Transaction Documents


{ALPHANUM-100000}





SEAS7



Governing Law


{COUNTRYCODE_2}





SEAS8



Length Of The Liquidity Facility


{INTEGER-9999}





SEAS9



Liquidity Facility Coverage


{PERCENTAGE}





SEAS10



Liquidity Facility Coverage Interval


{INTEGER-9999}





SEAS11



Liquidity Facility Maturity Date


{DATEFORMAT}





SEAS12



Drawings Under Liquidity Facility


{Y/N}





SEAS13



Total Issuance


{MONETARY}





SEAS14



Maximum Issuance


{MONETARY}





Transaction information section






SEAR1



Unique Identifier — ABCP Programme


{ALPHANUM-28}





SEAR2



Unique Identifier — ABCP Transaction


{ALPHANUM-36}





SEAR3



Number Of Programmes Funding The Transaction


{INTEGER-9999}





SEAR4



No Longer STS


{Y/N}





SEAR5



Originator A Client Of The Programme Sponsor


{Y/N}





SEAR6



Security Interest Granted


{Y/N}





SEAR7



Revenue


{MONETARY}





SEAR8



Operating Expenses


{MONETARY}





SEAR9



Current Assets


{MONETARY}





SEAR10



Cash


{MONETARY}





SEAR11



Marketable Securities


{MONETARY}





SEAR12



Accounts Receivable


{MONETARY}





SEAR13



Current Liabilities


{MONETARY}





SEAR14



Total Debt


{MONETARY}





SEAR15



Total Equity


{MONETARY}





SEAR16



Financial Statement Currency


{CURRENCYCODE_3}





SEAR17



Sponsor Supports Transaction


{LIST}





SEAR18



Sponsor Support Type


{Y/N}





SEAR19



Length Of The Liquidity Facility


{INTEGER-9999}





SEAR20



Liquidity Facility Drawn Amount


{MONETARY}





SEAR21



Liquidity Facility Coverage


{PERCENTAGE}





SEAR22



Liquidity Facility Coverage Interval


{INTEGER-9999}





SEAR23



Liquidity Facility Type


{LIST}





SEAR24



Liquidity Facility Repurchase Agreement Maturity Date


{DATEFORMAT}





SEAR25



Liquidity Facility Currency


{CURRENCYCODE_3}





SEAR26



Liquidity Facility Maturity Date


{DATEFORMAT}





SEAR27



Liquidity Facility Provider Name


{ALPHANUM-100}





SEAR28



Liquidity Facility Provider Legal Entity Identifier


{LEI}





SEAR29



Overcollateralisation/Subordinated Interest


{PERCENTAGE}





SEAR30



Transaction Excess Spread


{MONETARY}





SEAR31



Letter Of Credit Provider Name


{ALPHANUM-100}





SEAR32



Letter Of Credit Provider Legal Entity Identifier


{LEI}





SEAR33



Letter Of Credit Currency


{CURRENCYCODE_3}





SEAR34



Maximum Letter Of Credit Protection


{PERCENTAGE}





SEAR35



Guarantor Name


{ALPHANUM-100}





SEAR36



Guarantor Legal Entity Identifier


{LEI}





SEAR37



Maximum Guarantee Coverage


{MONETARY}





SEAR38



Guarantee Currency


{CURRENCYCODE_3}





SEAR39



Guarantee Maturity Date


{DATEFORMAT}





SEAR40



Receivables Transfer Type


{LIST}





SEAR41



Repurchase Agreement Maturity Date


{DATEFORMAT}





SEAR42



Purchased Amount


{MONETARY}





SEAR43



Maximum Funding Limit


{MONETARY}





SEAR44



Interest Rate Swap Benchmark


{LIST}





SEAR45



Interest Rate Swap Maturity Date


{DATEFORMAT}





SEAR46



Interest Rate Swap Notional


{MONETARY}





SEAR47



Currency Swap Payer Currency


{CURRENCYCODE_3}





SEAR48



Currency Swap Receiver Currency


{CURRENCYCODE_3}





SEAR49



Exchange Rate For Currency Swap


{PERCENTAGE}





SEAR50



Currency Swap Maturity Date


{DATEFORMAT}





SEAR51



Currency Swap Notional


{MONETARY}





Tranche/bond-level information section






SEAT1



Unique Identifier — ABCP Programme


{ALPHANUM-28}





SEAT2



Original Bond Identifier


{ALPHANUM-1000}





SEAT3



New Bond Identifier


{ALPHANUM-1000}





SEAT4



International Securities Identification Number


{ISIN}





SEAT5



Tranche/Bond Type


{LIST}





SEAT6



Issue Date


{DATEFORMAT}





SEAT7



Legal Maturity


{DATEFORMAT}





SEAT8



Currency


{CURRENCYCODE_3}





SEAT9



Current Principal Balance


{MONETARY}





SEAT10



Current Coupon


{PERCENTAGE}





SEAT11



Current Interest Rate Index


{LIST}





SEAT12



Current Interest Rate Index Tenor


{LIST}





SEAT13



Interest Payment Frequency


{LIST}





SEAT14



Current Credit Enhancement


{PERCENTAGE}





SEAT15



Credit Enhancement Formula


{ALPHANUM-1000}





Account-level information section






SEAA1



Unique Identifier — ABCP Transaction


{ALPHANUM-36}





SEAA2



Original Account Identifier


{ALPHANUM-1000}





SEAA3



New Account Identifier


{ALPHANUM-1000}





SEAA4



Account Type


{LIST}





SEAA5



Account Target Balance


{MONETARY}





SEAA6



Account Actual Balance


{MONETARY}





SEAA7



Amortising Account


{Y/N}





Counterparty-level information section






SEAP1



Unique Identifier — ABCP Transaction


{ALPHANUM-36}





SEAP2



Counterparty Legal Entity Identifier


{LEI}





SEAP3



Counterparty Name


{ALPHANUM-100}





SEAP4



Counterparty Type


{LIST}





SEAP5



Counterparty Country Of Establishment


{COUNTRYCODE_2}





SEAP6



Counterparty Rating Threshold


{ALPHANUM-100000}





SEAP7



Counterparty Rating


{ALPHANUM-100000}





SEAP8



Counterparty Rating Source Legal Entity Identifier


{LEI}





SEAP9



Counterparty Rating Source Name


{ALPHANUM-100}





Any other information section






SEAO1



Unique Identifier


{ALPHANUM-28}





SEAO2



Any Other Information Line Number


{INTEGER-9999}





SEAO3



Any Other Information


{ALPHANUM-1000}