Document ID: chunk:federal_register_of_legislation:F2023L00349:body:0:p25
Version: federal_register_of_legislation:F2023L00349
Segment Type: other
Provision Reference: 
Character Range: 76527–80030

Other liabilities
  2.12.  Total liabilities

                                            >4 up to 5 years  >5 up to 7 years  >7 up to 10 years  >10 up to 15 years  >15 up to 20 years  >20 years  Non-interest rate sensitive
                                            (9)               (10)              (11)               (12)                (13)                (14)       (15)
2.  Liabilities
  2.1.  Due to clearing houses
  2.2.  Due to financial institutions
  2.3.  Acceptances
  2.4.  Deposits
  2.5.  Other borrowings
  2.6.  Income tax liability
  2.7.  Provisions
  2.8.  Creditors and other liabilities
  2.9.  Additional Tier 1 capital items
  2.10.  Tier 2 capital items
  2.11.  Other liabilities
  2.12.  Total liabilities

                             Total  0 to 1 month  >1 up to 3 months  >3 up to 6 months  >6 up to 12 months  >1 up to 2 years  >2 up to 3 years  >3 up to 4 years
                             (1)    (2)           (3)                (4)                (5)                 (6)               (7)               (8)

3.  Assets less liabilities

                                >4 up to 5 years  >5 up to 7 years  >7 up to 10 years  >10 up to 15 years  >15 up to 20 years  >20 years  Non-interest rate sensitive
                                (9)               (10)              (11)               (12)                (13)                (14)       (15)

3.  Assets less liabilities

                                                 Total  0 to 1 month  >1 up to 3 months  >3 up to 6 months  >6 up to 12 months  >1 up to 2 years  >2 up to 3 years  >3 up to 4 years
                                                 (1)    (2)           (3)                (4)                (5)                 (6)               (7)               (8)
4.  Derivatives and other commitments
  4.1.  Other commitments (timing is known)
  4.2.  Derivatives
    4.2.1.  Interest rate - swaps
    4.2.2.  Interest rate - options
    4.2.3.  Interest rate - futures and FRAs
    4.2.4.  Foreign exchange
    4.2.5.  Other
  4.3.  Total derivatives and other commitments

                                                    >4 up to 5 years  >5 up to 7 years  >7 up to 10 years  >10 up to 15 years  >15 up to 20 years  >20 years  Non-interest rate sensitive
                                                    (9)               (10)              (11)               (12)                (13)                (14)       (15)
4.  Derivatives and other commitments
  4.1.  Other commitments (timing is known)
  4.2.  Derivatives
    4.2.1.  Interest rate - swaps
    4.2.2.  Interest rate - options
    4.2.3.  Interest rate - futures and FRAs
    4.2.4.  Foreign exchange
    4.2.5.  Other
  4.3.  Total derivatives and other commitments

                      Total  0 to 1 month  >1 up to 3 months  >3 up to 6 months  >6 up to 12 months  >1 up to 2 years  >2 up to 3 years  >3 up to 4 years
                      (1)    (2)           (3)                (4)                (5)                 (6)               (7)               (8)

5.  Net position/gap

                         >4 up to 5 years  >5 up to 7 years  >7 up to 10 years  >10 up to 15 years  >15 up to 20 years  >20 years  Non-interest rate sensitive
                         (9)               (10)              (11)               (12)                (13)                (14)       (15)

5.  Net position/gap

                  0 to 1 month  >1 up to 3 months  >3 up to 6 months  >6 up to 12 months  >1 up to 2 years  >2