C69.00 – Time-periods covered by column set

The maturity buckets in C 69.00 of Annex XX of final draft implementing technical standard (ITS) on additional liquidity monitoring metrics under Article 415(3)(b) of Regulation (EU) No 575/2013 (EBA/ITS/2013/11/rev1 (of 24 July 2014)) should include funding with original maturity longer than the previous time band up to the maturity indicated therein. In the 1 week bucket (columns 030 and 040 of C 69.00) institutions should report volume and prices referred to transactions with original maturity longer than overnight and up to 1 week. The same logic applies to the other time buckets.   With reference to the 10 year bucket, institutions should report data referring to transactions where the maturity is longer than 5 years up to 10 years. Transactions with maturities longer than 10 years shall not be reported.   DISCLAIMER: The present Q&A on Supervisory reporting is provisional. It will be reviewed after the Implementing Regulation is in force and published in the Official Journal, which may differ from the text of the draft ITS to which this Q&A relates.