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





Overnight1 week1 month3 months6 months1 year2 years5 years10 years
SpreadVolumeSpreadVolumeSpreadVolumeSpreadVolumeSpreadVolumeSpreadVolumeSpreadVolumeSpreadVolumeSpreadVolume
CodeLabel010 020 030 040 050 060 070 080 090 100 110 120 130 140 150 160 170 180
010 1 Total Funding132470133067132471133068132472133069132465133062132464133061132468133065132466133063132467133064132469133066
020 1.1 of which: Retail deposits132434133013132435133014132436133015132429133008132428133007132432133011132430133009132431133010132433133012
030 1.2 of which: Unsecured wholesale deposits132380132964132381132965132382132966132375132959132374132958132378132962132376132960132377132961132379132963
040 1.3 of which: Secured funding132416132992132417132993132418132994132411132987132410132986132414132990132412132988132413132989132415132991
050 1.4 of which: Senior unsecured securities132398132977132399132978132400132979132393132972132392132971132396132975132394132973132395132974132397132976
060 1.5 of which: Covered bonds132461133058132462133059132463133060132456133053132455133052132459133056132457133054132458133055132460133057
070 1.6 of which: Asset backed securities including ABCP132452133049132453133050132454133051132447133044132446133043132450133047132448133045132449133046132451133048




Dimensions
MetricDetails the data type (e.g. monetary, percentage, string) of the data point. In XBRL, it is the "primary item". Generally, it indicates the "metrics" of the Main category provided (i.e. answers the question: how is measured?). It should be defined for each data point. In the case of monetary values, when the data point is referred to a (change during a) period of time, the member name shall finish in "(flow)". When the member name has other terminations, the data point is a measurement at a date (i.e. "stock").
Metric - Details the data type (e.g. monetary, percentage, string) of the data point. In XBRL, it is the "primary item". Generally, it indicates the "metrics" of the Main category provided (i.e. answers the question: how is measured?). It should be defined for each data point. In the case of monetary values, when the data point is referred to a (change during a) period of time, the member name shall finish in "(flow)". When the member name has other terminations, the data point is a measurement at a date (i.e. "stock").
BaseDefines the basic conceptual meaning of a data point. Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio. It determines whether the data point has a "debit" or a "credit" attribute.
Base items - Defines the basic conceptual meaning of a data point. Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio. It may determine whether the data point has a "debit" or a "credit" attribute.
Main categorySpecifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Counterparty sectorDefines the sector of the counterparty of financial instruments (e.g. Central banks or Credit institutions).
Counterparty - Party other than the reporting institution in a contract or transaction.
Collateral statusDefines the terms and conditions of the collateral given
Collateral/Guarantees - Defines the terms and conditions of the collateral and guarantees
Specific contract clauses or netting agreementsDefines specific contract clauses or netting agreements.
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Currency with significant liabilitiesDefines the currencies of the significant liabilities
Currency - Currency
Original maturityTime between the closing date of a transaction and its maturity date
Time interval - Time bands (e.g. > 60 days <= 90 days).
Currency conversion approachIndicates how monetary values should be reported, i.e. if they should be converted to a single reporting currency or reported as-is in the underlying currency
Currency conversion approach - Indicates how monetary values should be reported i.e. if they should be converted to a single reporting currency, or reported as-is in the underlying currency