## Collateral status | Defines the terms and conditions of the collateral given |

Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees |

x9 - Non collateralised (Reports:C 61.00.b; C 61.00.x; C 66.01.a; C 66.01.w; C 68.00.a; C 68.00.w; C 69.00.a; C 69.00.w; C 70.00.a; C 70.00.w; P 01.02; P 02.02; ) |

x12 - Unencumbered (Reports:C 71.00.a; C 71.00.w; ) |

x16 - Non collateralized by qualifying liquid assets under Art. 416 CRR (Reports:C 51.00.a; C 51.00.b; C 51.00.w; C 51.00.x; C 60.00.a; C 60.00.w; ) |

x17 - Non covered by a Deposit Guarantee Scheme or assimilated (Reports:C 52.00.a; C 52.00.d; C 52.00.w; C 52.00.z; C 61.00.b; C 61.00.x; P 02.01; ) |

x18 - Non collateralized and unguaranteed (Reports:C 101.00; C 51.00.a; C 51.00.w; ) |

x19 - Not collateralized but guaranteed (Reports:C 51.00.a; C 51.00.w; ) |

x20 - Guaranteed (Reports:C 51.00.a; C 51.00.w; ) |

x21 - Collateralised (Reports:C 66.01.a; C 66.01.w; C 68.00.a; C 68.00.w; C 69.00.a; C 69.00.w; C 70.00.a; C 70.00.w; P 01.02; T 01.00.a; T 01.00.b; Z 02.00; ) |

x22 - Unencumbered (if > 0) (Reports:C 66.01.a; C 66.01.b; C 66.01.w; C 66.01.x; ) |

C 101.00 | Details on exposures in Low Default Portfolios by counterparty |

C 51.00.a | LC - Assets - Liquidity Coverage. Liquid assets (I). Total |

C 51.00.b | LC - Assets - Liquidity Coverage. Liquid assets (II). Total |

C 51.00.w | LC - Assets - Liquidity Coverage. Liquid assets (I). Significant currencies |

C 51.00.x | LC - Assets - Liquidity Coverage. Liquid assets (II). Significant currencies |

C 52.00.a | LC - Outflows - Liquidity Coverage. Outflows (I). Total |

C 52.00.d | LC - Outflows - Liquidity Coverage. Outflows (IV). Total |

C 52.00.w | LC - Outflows - Liquidity Coverage. Outflows (I). Significant currencies |

C 52.00.z | LC - Outflows - Liquidity Coverage. Outflows (IV). Significant currencies |

C 60.00.a | SF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Total |

C 60.00.w | SF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Significant currencies |

C 61.00.b | SF - Items providing stable funding - Stable funding. Items providing stable funding (II). Total |

C 61.00.x | SF - Items providing stable funding - Stable funding. Items providing stable funding (II). Significant currencies |

C 66.01.a | Maturity ladder. Total. Overnight and higher maturity. |

C 66.01.b | Maturity ladder. Total. Initial stock. |

C 66.01.w | Maturity ladder. Significant currencies. Overnight and higher maturity. |

C 66.01.x | Maturity ladder. Significant currencies. Initial stock. |

C 68.00.a | Concentration of funding by product type. Total |

C 68.00.w | Concentration of funding by product type. Significant currencies |

C 69.00.a | Prices for various lengths of funding. Total |

C 69.00.w | Prices for various lengths of funding. Significant currencies |

C 70.00.a | Roll-over of funding. Total |

C 70.00.w | Roll-over of funding. Significant currencies |

C 71.00.a | Concentration of counterbalancing capacity by issuer/counterparty. Total |

C 71.00.w | Concentration of counterbalancing capacity by issuer/counterparty. Significant currencies |

P 01.02 | Liabilities |

P 02.01 | Insured and uninsured deposits and uninsured deposit-like financial instruments |

P 02.02 | Public sector sources of funding |

T 01.00.a | Liability structure - outstanding amount |

T 01.00.b | Liability structure - carrying amount |

Z 02.00 | Liability structure (R-LIAB) |