Document ID: chunk:federal_register_of_legislation:F2023L00349:body:0:p23
Version: federal_register_of_legislation:F2023L00349
Segment Type: other
Provision Reference: 
Character Range: 69893–73436

(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 up to 3 years  >3 up to 4 years
                  (2)           (3)                (4)                (5)                 (6)               (7)               (8)

6.  Weighting

                  >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)

6.  Weighting

                                               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)

7.  Interest rate sensitivity of banking book

                                                  >4 up to 5 years  >5 up to 7 years  >7 up to 10 years  >10 up to