AccountData1 Provides information on the accounts of the securitisation. AccountIdentifier Unique identifier of the account. AccountDetails Provides information on the accounts of the transaction. ActiveCurrencyCode A code allocated to a currency by a Maintenance Agency under an international identification scheme as described in the latest edition of the international standard ISO 4217 "Codes for the representation of currencies and funds". ActiveOrHistoricCurrencyAndAmount A number of monetary units specified in an active or a historic currency where the unit of currency is explicit and compliant with ISO 4217. Currency Medium of exchange of currency. ActiveOrHistoricCurrencyCode A code allocated to a currency by a Maintenance Agency under an international identification scheme, as described in the latest edition of the international standard ISO 4217 "Codes for the representation of currencies and funds". AmountAndDirection53 Amount of money expressed with an optional currency code and debit/credit indicator. Amount Amount of money that results in an increase (positively signed) or decrease (negatively signed), with specification of the currency. Sign Indicates that the amount value is positive or negative. Usage: When absent, the amount is positive. BondIdentification1 Bond unique identifiers. OriginalIdentifier The original unique identifier assigned to this instrument. The reporting entity must not amend this unique identifier. NewIdentifier If the original identifier cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the value in field 'Original Tranche Identifier'. The reporting entity must not amend this unique identifier. Cancellation6 Identification of the report to be cancelled. ProgrammeCancellation Cancels all previous reports of the specific Programme, based on the programme's unique identifier. ReportCancellation Cancels a specific report for the ABCP programme received on a specific cut-off date. CounterpartyDetails1 Counterparty information section. Identification Counterparty description information. RatingDetails Counterparty rating information. CounterpartyRating1 Counterparty rating information. Threshold The counterparty rating threshold as at the data cut-off date (if there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation). In the event of multiple ratings, all ratings shall be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. Rating If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the counterparty rating as at the data cut-off date. In the event of multiple rating thresholds, all rating thresholds are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. SourceLEI If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the Legal Entity Identifier of the provider of the counterparty rating (as specified in the Global Legal Entity Foundation (GLEIF) database) as at the data cut-off date. In the event of multiple ratings, all rating provider Legal Entity Identifiers are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. SourceName If there is a ratings-based threshold specified for the service performed by this counterparty in the securitisation, enter the full name of the provider of the counterparty rating as at the data cut-off date. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. In the event of multiple ratings, all rating provider Legal Entity Identifiers are to be provided as per the XML schema. If there is no such ratings-based threshold, enter ND5. CounterpartyType1Code Specifies the type of the counterparty. AccountBank Counterparty is an Account Bank. AccountBankFacilitator Counterparty is an Account Bank facilitator. AccountBankGuarantor Counterparty is an Account Bank guarantor. AdministrationAgent Counterparty is an Administration agent. AdministrationSubAgent Counterparty is an Administration sub-agent. Arranger Counterparty is an arranger. Auditor Counterparty is an auditor. BackupAccountBank Counterparty is a Backup Account Bank. BackupCurrencySwapProvider Counterparty is a Backup Currency Swap Provider. BackupInterestRateSwapProvider Counterparty is a Backup Interest Rate Swap Provider. BackupLiquidityFacilityProvider Counterparty is a Backup Liquidity Facility Provider. BackupServicer Counterparty is a Backup Servicer. BackupServicerFacilitator Counterparty is a Backup Servicer facilitator. CalculationAgent Counterparty is a calculation agent. CashAdvanceProvider Counterparty is a cash adnance provider. CashManager Counterparty is a cash manager. CollateralAccountBank Counterparty is a Collateral Account Bank. CollateralAgent Counterparty is a collateral agent. CollateralisedLoanObligationManager Counterparty is a Collateralised Loan Obligation manager. CollateralProvider Counterparty is a collateral provider. CollectionAccountBank Counterparty is a Collection Account Bank. Counsel Counterparty is a Counsel. CurrencySwapProvider Counterparty is a Currency Swap provider. Dealer Counterparty is a dealer. EquityOwnerOfConduitSSPE Counterparty is an Equity Owner Of Conduit-SSPE. GuaranteedInvestmentContractProvider Counterparty is a guaranteed investment contract provider. InsurancePolicyCreditProvider Counterparty is an insurance policy credit provider. InterestRateSwapProvider Counterparty is an interest rate swap provider. Issuer Counterparty is an issuer. LetterOfCreditProvider Counterparty is a letter of credit provider. LiquidityFacilityProvider Counterparty is a liquidity facility provider. LiquidityOrLiquidationAgent Counterparty is a liquidity or liquidation agent. MultiSellerConduit Counterparty is a multi-select conduit. Manager Counterparty is a manager. Originator Counterparty is an originator. Other Any other counterparty type. PayingAgent Counterparty is a paying agent. PortfolioAdvisor Counterparty is a portfolio advisor. RepresentativeOfNoteholders Counterparty is a representative of noteholders. RepurchaseAgreementCounterparty Counterparty is a repurchase agreement counterparty. SavingsMortgageParticipant Counterparty is a savings mortgage participant. SecuritisationSpecialPurposeEntity Counterparty is a Securitisation Special Purpose Entity (SSPE). SecurityAgent Counterparty is a Security agent. Seller Counterparty is a seller. Servicer Counterparty is a servicer. SpecialServicer Counterparty is a special servicer. SponsorOfTheSecuritisationSpecialPurposeEntity Counterparty is a Sponsor of the Securitisation Special Purpose Entity (SSPE). StartUpLoanOrLeaseProvider Counterparty is a start-up loan or lease provider. SubordinatedLoanProvider Counterparty is a subordinated loan provider. Subscriber Counterparty is a subscriber. SubstitutionAgent Counterparty is a substitution agent. SwinglineFacilityProvider Counterparty is a swingline facility provider. TransferAgent Counterparty is a transfer agent. Trustee Counterparty is a trustee. VerificationAgent Counterparty is a verification agent. Underwriter Counterparty is an underwriter. CountryCode Code to identify a country, a dependency, or another area of particular geopolitical interest, on the basis of country names obtained from the United Nations (ISO 3166, Alpha-2 code). CurrencyCode1Choice Choice between a currency code or no data option. Code Code of the currency in which a transaction is made. NoDataOption Reason for not providing currency code. CurrencySwap1 Currency swap information. PayerCurrency Enter the currency that the payer leg of the swap is paying. ReceiverCurrency Enter the currency that the receiver leg of the swap is paying. ExchangeRate The exchange rate that has been set for a currency swap. MaturityDate Date of maturity of the interest rate or currency swap. Notional Interest rate or currency swap notional amount as at the data cut-off date. EconomicActivityCode1Choice Choice between industry NACE code or no data option. Code Industry NACE Code, as set out in Regulation (EC) No 1893/2006 (or as otherwise amended). NoDataOption Reason for not providing a NACE code. EntityNameAndContactDetails1 Information of the reporting entity and it's contact details. Name The full legal name of the entity designated as per Article 7(2) of Regulation (EU) 2017/2402; that name must match the name entered in for that entity in field SESP3 in the counterparty information section. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. ContactPerson First and Last name of the contact person(s) responsible for preparing this securitisation comprehensive report and to whom questions on this comprehensive report must be addressed. ContactTelephone Direct telephone number(s) of the contact person(s) responsible for preparing this securitisation comprehensive report and to whom questions on this comprehensive report must be addressed. ContactEmail Direct email address(es) of the contact person(s) responsible for preparing this securitisation comprehensive report and to whom questions on this comprehensive report must be addressed. EventFrequency11Code Specifies the regularity of an event. Monthly Event takes place every month or once a month. Quarterly Event takes place every three months or four times a year. SemiAnnual Event takes place every six months or two times a year. Annual Event takes place every year or once a year. Other Unspecified frequency of event. FinancialBreachConsequence2Code Specifies the consequence, as per the securitisation documentation, for this test/event/trigger not being satisfied (being breached). ChangeInPriorityOfPayments Consequence for the breach is change in the priority of payments. ReplacementOfACounterparty Consequence for the breach is the replacement of a counterparty. BothChangeInPriorityOfPaymentsAndReplacementOfCounterparty Consequence for the breach is both change in the priority of payments and replacement of a counterparty. Other Any other consequence for the breach. GuaranteeDetails2 Guarantee information. GuarantorName Full legal name of the guarantor. This includes arrangements whereby an institution commits to buy defaulted receivables from the seller. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. GuarantorLEI Provides the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the guarantor. This includes arrangements whereby an institution commits to buy defaulted receivables from the seller. MaximumCoverage Maximum amount of coverage under the guarantee/purchasing agreement. MaturityDate Date at which the guarantee will expire. ISINIdentifier1Choice Choice between International Securities Identification Number (ISIN) or no data option. ISIN International Securities Identification Number (ISIN) code. NoDataOption Reason for not providing ISIN code. ISINOct2015Identifier International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. ISODate A particular point in the progression of time in a calendar year expressed in the YYYY-MM-DD format. This representation is defined in "XML Schema Part 2: Datatypes Second Edition - W3C Recommendation 28 October 2004" which is aligned with ISO 8601. ISODate2Choice Choice between a date or no data option. Date Date of the event. NoDataOption Reason for not providing date. InterestRateIndex1Code Specifies the base reference interest index currently applicable (the reference rate off which the interest rate is set). EuropeanCentralBankBaseRate European Central Bank Base Rate (ECBR). EuroSwiss Swiss Franc LIBOR rate. FutureSWAP Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures strip component with the Swaps filling in the points to 10 years and beyond. GCFRepo GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral finance repurchase agreements index. ISDAFIX Worldwide common reference rate value for fixed interest rate swap rates, as defined by the International Swaps and Derivatives Association (ISDA). JIBAR Johannesburg Interbank Agreed Rate. LenderOwnRate Lender Own Rate (LDOR). LIBID Rate at which major international banks are willing to take deposits from one another, is normally 1/8 percent below LIBOR. London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international rate that banks lend to other banks. LIBOR London Interbank Offered Rate, the interest rate that major international banks in London charge each other for borrowing. MOSPRIM Moscow Prime Offered Rate. MuniAAA Benchmark curve used for municipals based on the best credit rating for municipal market debt. OTHER Any other rate. NIBOR Norwegian Interbank Offered Rate. Pfandbriefe Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities in significant ways. The most important difference is that Pfandbriefe carry no pre-payment risk since they remain on the balance sheet of the issuing institution. Therefore, their spreads over sovereign bonds are attributable to liquidity and credit quality alone. New indices have been created and existing indices have been modified in response to the growing importance of the Pfandbriefe market. The Deutsche Borse has three synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference for credit as well as mortgage market. PRIBOR Czech Fixing of Interest Rates on Interbank Deposits. STIBOR Stockholm Interbank Offered Rate. SWAP In curve construction, Swap is the long portion of the curve constituting about 3 years to 30 years term. The exchange of one security, currency or interest rate for another to change the maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives have changed. TELBOR Tel Aviv Interbank Offered Rate. Treasury Treasury benchmark that comes in three types: the yield curve, the par curve, and the spot curve. All curves also have a constituent time series. WIBOR Warsaw Interbank Offered Rate. TIBOR Tokyo Interbank Offered Rate. BankOfEnglandBaseRate Bank of England base rate (BOER). BBSW Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). BUBOR Budapest Interbank Offered Rate. CDOR Canadian Dollar Offered Rate. CIBOR Copenhagen Interbank Offered Rate. EONIA Euro OverNight Index Average rate. EONIASwaps Euro OverNight Index Average swap rate. Euribor Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within the Euro zone are offered by one prime bank to another prime bank. EURODOLLAR Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside the United States, and thus are not under the jurisdiction of the Federal Reserve. InterestRateIndex2Choice Choice of interest rate index. Code Specifies the base reference interest index currently applicable (the reference rate off which the interest rate is set. NoDataOption Reason for not providing data for the current interest rate index. InterestRateIndex2Code Specifies interest rate swap benchmark on the payer leg of the swap is fixed to. BUBOR Budapest Interbank Offered Rate. BBSW Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). CDOR Canadian Dollar Offered Rate. CIBOR Copenhagen Interbank Offered Rate. EONIA Euro OverNight Index Average rate. EONIASwaps Euro OverNight Index Average swap rate. Euribor Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within the Euro zone are offered by one prime bank to another prime bank. EURODOLLAR Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside the United States, and thus are not under the jurisdiction of the Federal Reserve. EuroSwiss Swiss Franc LIBOR rate. FutureSWAP Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures strip component with the Swaps filling in the points to 10 years and beyond. GCFRepo GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral finance repurchase agreements index. ISDAFIX Worldwide common reference rate value for fixed interest rate swap rates, as defined by the International Swaps and Derivatives Association (ISDA). JIBAR Johannesburg Interbank Agreed Rate. LIBID Rate at which major international banks are willing to take deposits from one another, is normally 1/8 percent below LIBOR. London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international rate that banks lend to other banks. LIBOR London Interbank Offered Rate, the interest rate that major international banks in London charge each other for borrowing. MOSPRIM Moscow Prime Offered Rate. MuniAAA Benchmark curve used for municipals based on the best credit rating for municipal market debt. NIBOR Norwegian Interbank Offered Rate. OTHER Any other rate. Pfandbriefe Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities in significant ways. The most important difference is that Pfandbriefe carry no pre-payment risk since they remain on the balance sheet of the issuing institution. Therefore, their spreads over sovereign bonds are attributable to liquidity and credit quality alone. New indices have been created and existing indices have been modified in response to the growing importance of the Pfandbriefe market. The Deutsche Borse has three synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference for credit as well as mortgage market. PRIBOR Czech Fixing of Interest Rates on Interbank Deposits. STIBOR Stockholm Interbank Offered Rate. SWAP In curve construction, Swap is the long portion of the curve constituting about 3 years to 30 years term. The exchange of one security, currency or interest rate for another to change the maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives have changed. TELBOR Tel Aviv Interbank Offered Rate. TIBOR Tokyo Interbank Offered Rate. Treasury Treasury benchmark that comes in three types: the yield curve, the par curve, and the spot curve. All curves also have a constituent time series. WIBOR Warsaw Interbank Offered Rate. InterestRateIndexTenor1Code Specifies the tenor of the interest rate index. Day1 Tenor is 1 day. IntraDay Tenor is IntraDay. Month1 Tenor is 1 month. Month12 Tenor is 12 months. Month2 Tenor is 2 months. Month3 Tenor is 3 months. Month6 Tenor is 6 months. OnDemand Tenor is on demand. Overnight Tenor is overnght. Week1 Tenor is 1 week. Week2 Tenor is 2 weeks. Other Tenor is other unspecified time unit. Month4 Tenor is 4 months. InterestRateIndexTenor2Choice Choice of tenor for the interest rate index. Code Specifies the tenor for the interest rate index. NoDataOption Reason for not providing data for the interest rate index. InterestRateSwap1 Interest rate swap information. Benchmark Type of interest rate swap benchmark on the payer leg of the swap is fixed to. MaturityDate Maturity date of the interest rate or currency swap. Notional Interest rate or currency swap notional amount as at the data cut-off date. InterestRateSwapBenchmark1Choice Choice of interest rate swap benchmark. Code Describe the type of interest rate swap benchmark on the payer leg of the swap is fixed to. NoDataOption Reason for not providing data for interest rate swap benchmark. JurisdictionAndIssuance1 Programme information about governing law and issuance. GoverningLaw Specifies the jurisdiction governing the programme. TotalIssuanceAmount Total programme issuance outstanding, converted into GBP. MaximumIssuanceAmount Limit to the amount of issuance of the ABCP programme at any time (if any limit is defined). LEIIdentifier Legal Entity Identifier is a code allocated to a party as described in ISO 17442 "Financial Services - Legal Entity Identifier (LEI)". LEIIdentifier1Choice Choice between LEI identifier or no data option. LEI Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database). Where no Legal Entity Identifier is available, enter ND5. NoDataOption Reason for not providing LEI. LetterOfCreditData1 Letter of credit information. ProviderName Full legal name of the letter of credit provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. ProviderLEI Provides the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the letter of credit provider for the transaction. MaximumCoverage Maximum amount of coverage, in percentage of the transaction underlying exposures, under the letter of credit protection agreement. Currency Letter of credit currency denomination. LiquidityFacility1 Liquidity facility information. Length Period during which the transaction-level liquidity facility provides coverage to the transaction (in days). DrawnAmount Amount drawn on the liquidity agreement between the previous data cut-off date and the data cut-off date of the present data submission. Coverage Maximum funding amount (in percentage of the transaction underlying exposures) covered by the respective transaction-level liquidity facility. CoverageInterval The maximum number of days interval before the liquidity facility begins to fund the transaction, following any trigger breach generating liquidity facility payouts. Type Type of transaction-level liquidity facility. RepurchaseAgreementMaturityDate Date at which the repurchase agreement will expire (If the transaction-level liquidity facility uses repurchase agreements). MaturityDate Date at which the transaction-level liquidity facility will expire. ProviderName Full legal name of the transaction-level liquidity facility provider. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. ProviderLEI Provides the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the transaction-level liquidity facility provider. LiquidityFacility2 Liquidity facility information. Length Period during which the programme-level liquidity facility provides coverage to the programme (in days). Coverage Maximum funding amount (in percentage of the programme underlying exposures) covered by the respective programme-level liquidity facility. CoverageInterval The maximum number of days' interval before the programme-level liquidity facility begins to fund the transaction, following any trigger breach generating liquidity facility payouts. MaturityDate Date at which the programme-level liquidity facility will expire. DrawingUnderLiquidityFacility If the securitisation has a programme-level liquidity facility , indicates whether there has been a drawing under the liquidity facility in the period ending on the last interest payment date. LiquidityFacilityType1Choice Choice of liquidity facility transaction level. Code Type of transaction-level liquidity facility. NoDataOption Reason for not providing data for transaction-level liquidity facility. LiquidityFacilityType1Code Specifies the type of transaction-level liquidity facility. AssetPurchase Liquidity facility type is asset purchase. LoanFacility Liquidity facility type is loan facility. Other Any other type of liquidity facility type. ParticipationAgreement Liquidity facility type is participation agreement. RepurchaseAgreement Liquidity facility type is repurchase agreement. MaterialAmendment1Choice Choice between material amendments made, or no data option. Description Any material amendments made to transaction documents, including the name and item code (pursuant to Table 4 in Annex 1) of the document as well as a detailed description of the amendments. NoDataOption Reason for not providing data for material amendments. SecuritisationItem1Choice Choice between material amendments made, or no data option. Code The item code related to any material amendments made to transaction documents. NoDataOption Reason for not providing data for item code related to material amendments. Max10000Text Specifies a character string with a maximum length of 10000 characters. Max10000Text2Choice Choice between a value of max 10000 characters or no data option. Value A text with up to 100 characters. NoDataOption Reason for not providing data. Max1000Text Specifies a character string with a maximum length of 1000 characters. Max1000Text2Choice Choice between a value of max 1000 characters or no data option. Value A text with up to 1000 characters. NoDataOption Reason for not providing data. Max100Text Specifies a character string with a maximum length of 100 characters. Max100Text3Choice Choice between a value of max 100 characters or no data option. Value A text with up to 100 characters. NoDataOption Reason for not providing data. Max256Text Specifies a character string with a maximum length of 256 characters. Max4Number Number (max 9999) of objects represented as an integer. Max4Number1Choice Choice between integer number or no data option. Number Integer number. NoDataOption Reason for not providing data for weighted average life. Max4PositiveNumber Number (max 9999) of objects represented as a positive integer. Monetary2Choice Choice between a currency and amount or no data option. Value Value and currency of amount. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NoDataOption Reason for not providing data for amount and currency. Monetary3Choice Choice between a currency and amount or no data option. Value Value and currency of amount. NoDataOption Reason for not providing data for amount and currency. NACESubDomainIdentifier Sub domain identifier for NACE (Nomenclature of Economic Activities which is the European statistical classification of economic activities). NewCorrectionSignificantEventInvestorReport2 Creates a new ABCP significant event and an investor report or updates an existing one. ProgrammeIdentifier The unique identifier assigned by the reporting entity to this ABCP programme in accordance with Article 11(1) of Delegated Regulation (EU) …/… [include number of the disclosure RTS]. CutOffDate The data cut-off date for this data submission. When submitted alongside an underlying exposures and investor report data submission, this must match the data cut-off date in the applicable underlying exposure and investor report templates submitted. Securitisation ABCP Securitisation Significant event and investor report. NoDataAllowedJustification1Code Specifies the reason for not providing data for a specific field. NoData1 Data not collected as not required by the lending or underwriting criteria. NoData2 Data collected on underlying exposure application but not loaded into the originator’s reporting system. NoData3 Data collected on underlying exposure application but loaded onto a separate system from the originator’s reporting system. NoData5 Not applicable. NoDataAllowedJustification3Code Specifies the reason for not providing data for a specific field. NoData5 Not applicable. NoDataAllowedJustification4Code Specifies the reason for not providing data for a specific field. NoData4 Data collected but will only be available from reported date. NoDataFour1 Option for field values when data is not available at the momment of reporting but will be in the future. Date Data collected but will only be available from reported date. NoData Data collected but will only be available from reported date. NoDataJustification1Choice Options for field values when data is not available. NoData Options for field values when data is not available. NoData4 Option for field values when data is not available at the moment but will be in future. NoDataJustification3Choice Options for field values when data is not available. NoData Options for field values when data is not available. NumberOfDays1Choice Choice between number of days or no data option. NumberOfDays Number of days. NoDataOption Reason for not providing number of days. OriginatorData1 Originator information. OriginatorClientOfProgrammeSponsor Indicates whether the originator and programme sponsor have been, at the time of the transfer of assets, in a client relationship. SecurityInterestGranted Indicates whether the relevant SSPE/bankruptcy-remote subsidiary of the originator have granted security interest over its assets to the purchaser (SSPE). Revenue Total originator revenues for the period covered by the most recent financial operating statement (i.e. year to date or trailing 12 months). OperatingExpense Total originator operating expenses provided by the most recent financial operating statement (i.e. year to date or trailing 12 months). CurrentAsset Originator current assets (maturing within the next 12 months or as per the applicable accounting standard), as of the most recent financial operating statement. Cash Originator cash holdings, as of the most recent financial operating statement. MarketableSecurity Originator marketable securities, as of the most recent financial operating statement. AccountReceivable Originator accounts receivable, as of the most recent financial operating statement. CurrentLiability Originator current liabilities (due within the next 12 months or as per the applicable accounting standard), as of the most recent financial operating statement. TotalDebt Originator total debt, as of the most recent financial operating statement. TotalEquity Originator total equity, as of the most recent financial operating statement. PercentageRate Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of a percent, and 7.0 is 7%. PercentageRate2Choice Choice between percentage value or no data option. Rate Give the percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). NoDataOption Reason for not providing percentage. PhoneNumber The collection of information which identifies a specific phone or FAX number as defined by telecom services. It consists of a "+" followed by the country code (from 1 to 3 characters) then a "-" and finally, any combination of numbers, "(", ")", "+" and "-" (up to 30 characters). PlusOrMinusIndicator Indicates a positive or negative value. ProgrammeDetails1 Programme information section. ReportingEntityDetails Reporting entity information. ProgrammeRiskPerformanceDetails Underlying exposure risk and performance information. ProgrammeWeightedAverageLife Enter the remaining weighted average life of the pool of exposures underlying this ABCP programme, expressed in years. ProgrammeRiskRetentionDetails Risk retention information. TransactionData Information related to the transaction. ProgrammeDetails2 Programme information section. RegulatoryData Provides information on the regulatory data. JurisdictionAndIssuance Provides information on the juridiction and issuance of the programme. ProgrammeLiquidityFacilityData Provides information on the liquidity facility of the programme. TransactionData Provides information on the transactions. TrancheBond Provides information on the tranches or bonds of the securitisation transaction. AdditionalInformation Any other information section. ProgrammeIdentifier Unique identifier for securitisations, assigned by the reporting entity according to the Regulation. ReceivableTransferType1Code Specifies the way that the underlying exposures have been transfered to the purchaser. SecuredLoan Transfer achieved by secured loan. TrueSale Transfer achieved by true sale. Other Transfer achieved by other mean. RegulatoryData2 Regulatory information in case of ABCP inside information or significant event report. NoLongerSTS Indicates whether the ABCP programme ceased to meet STS requirements. If the ABCP programme has never had STS status, ND5 should be reported. RemedialAction Has the competent authority taken any remedial actions relating to this securitisation. If the securitisation is not an STS securitisation, ND5 should be reported. AdministrativeAction Has the competent authority taken any administrative actions relating to this securitisation. If the securitisation is not an STS securitisation, ND5 should be reported. MaterialAmendmentToTransactionDocument Provides the description of any material amendments made to transaction documents, including the name and item code (pursuant to Table 4 in Annex I) of the document as well as a detailed description of the amendments. ItemCode Provides the item code(s) (pursuant to Table 3 in Annex I) corresponding to the amendments. ReportCancellation1 Cancels a specific report of the Securitisation, based on the securitisation identifier and the submission date of the report. ProgrammeIdentifier The unique identifier assigned by the reporting entity to this ABCP programme CutOffDate The data cut-off date for this data submission. ReportType Specifies whether the securitisation report to be cancelled is the Investor report or the Inside information and significant event report. RiskAndPerformanceDetails2 Underlying exposures risk and performance information. TriggerMeasurementRatio Indicates whether any underlying exposure-related trigger event occurred. These include any delinquency, dilution, default, loss, stop-substitution, stop-revolving, or similar exposure-related events which impact the securitisation, as at the data cut-off date. This also includes if there is a debit balance on any Principal Deficiency Ledger or an asset deficiency. NonCompliantExposure Pursuant to Article 26(1) of Regulation (EU) 2017/2402, enter the total value of exposures, using the current balance as at the data cut-off date, not compliant with Article 24(9), 24(10), and 24(11) of Regulation (EU) 2017/2402. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. RiskRetention2 Risk retention information. Method Method for complying with risk retention requirements in the EU (e.g. Article 6 of Regulation (EU) 2017/2402, or until entry into force, Article 405 of Regulation (EU) 575/2013). Holder Which entity is retaining the material net economic interest, as specified in Article 6 of Regulation (EU) 2017/2402, or until its entry into force, Article 405 of Regulation (EU) 575/2013). RiskRetentionHolder1Choice Choice of risk retention holder. Code Entity that is retaining the material net economic interest, as specified in Article 6 of the Regulation (EU) 2017/2402, or until its entry into force, Article 405 of Regulation (EU) 575/2013). NoDataOption Reason for not providing data for risk retention holder. RiskRetentionHolder2Code Specifies the entity that is retaining the material net economic interest, as specified in Article 6 of the Regulation (EU) 2017/2402, or until its entry into force, Article 405 of Regulation (EU) 575/2013). NoComplianceWithRiskRetentionRequirement No Compliance with Risk Retention Requirement. OriginalLender Risk retention holder is original lender. Originator Risk retention holder is originator. Other Any other type of risk retention holder. Seller Risk retention holder is seller. Sponsor Risk retention holder is sponsor. RiskRetentionMethod1Choice Choice of risk retention method. Code Method for complying with risk retention requirements in the EU (e.g. Article 6 of the Regulation (EU) 2017/2402, or until entry into force, Article 405 of Regulation (EU) 575/2013). NoDataOption Reason for not providing data for risk retention method. RiskRetentionMethod1Code Specifies the method for complying with risk retention requirements in the EU (for example. Article 6 of the Regulation (EU) 2017/2402, or until entry into force, Article 405 of Regulation (EU) 575/2013). FirstLossExposureInEachAsset Risk retention method is first loss exposure in each asset, that is Article 6(3)(e). FirstLossTranche Risk retention method is First loss tranche, that is Article 6(3)(d). NoComplianceWithRiskRetentionRequirements No compliance with risk retention requirements. Other Any other risk retention method used. RandomlySelectedExposuresKeptOnBalanceSheet Risk retention method is randomly-selected exposures kept on balance sheet, that is Article 6(3)(c). SellerShare Risk retention method is seller's share, that is Article 6(3)(b). VerticalSlice Risk retention method is vertical slice, that is Article 6(3)(a). Securitisation2 ABCP Securitisation report. InsideInformationOrSignificantEvent Inside Information or Significant Event. InvestorReport Investor report. SecuritisationAccountDetails1 Account information. AccountType Type of the account. TargetBalance The amount of funds that would be on deposit in the account in question when it is fully funded pursuant to the securitisation documentation. ActualBalance The balance of funds on deposit in the account at the Accrual End Date. AmortisingAccount Indicates whether the account is amortising over the lifetime of the securitisation. SecuritisationAccountIdentifier1 Unique identifier of the account. OriginalIdentifier The original unique account identifier. The reporting entity must not amend this unique identifier. NewIdentifier If the original identifier cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in 'Original Account Identifier'. The reporting entity must not amend this unique identifier. SecuritisationAccountType1Code Specifies the type of the account. CashReserveAccount Account type is cash reserve account. ComminglingReserveAccount Account type is commingling reserve account. LiquidityFacility Account type is liquidity facility. MarginAccount Account type is margin account. OtherAccount Any other account type used. SetOffReserveAccount Account type is set-off reserve account. SecuritisationAdditionalInformation1 Additional information text provided line by line. LineNumber Enter the line number of the other information InformationValue The other information, line by line. SecuritisationAssetBackedCommercialPaperSignificantEventInvestorReportV01 The SecuritisationAssetBackedCommercialPaperSignificantEventInvestorReport message is sent by the reporting agent to the securitisation repositories, to report significant events and information to investor in relation with the securitisation. NewCorrection For significant event, stores a new report. For investor report, either it stores a new report or if the identification and the data cut off date already exist, it replaces the old report with the new one. Cancellation Deletes a securitisation or a specific report. SecuritisationCounterparty1 Counterparty description information. LEI Provide the Legal Entity Identifier (as specified in the Global Legal Entity Foundation (GLEIF) database) of the counterparty. Name Give the full legal name of the counterparty. The name entered must match the name associated with the LEI in the Global Legal Entity Foundation (GLEIF) database. Type Type of counterparty. CountryOfDomicile Country where the underlying exposure originator is established. SecuritisationIdentifier Unique identifier for Non-ABCP securitisations, assigned by the reporting entity according to Article 11(1) of the Commission Delegated Regulation (EU) …/… [include full reference to the disclosure RTS]. SecuritisationItem1Code UnderlyingExposuresOrUnderlyingReceivablesOrCreditClaims Underlying exposures or underlying receivables or credit claims TrustDeedOrOtherAgreement Trust deed; security deed; agency agreement; account bank agreement; guaranteed investment contract; incorporated terms or master trust framework or master definitions agreement or such legal documentation with equivalent legal value AssetSaleAgreement Asset sale agreement; assignment; novation or transfer agreement; any relevant declaration of trust DerivativeOrGuaranteesAgreement Derivatives and guarantees agreements; any relevant documents on collateralisation arrangements where the exposures being securitised remain exposures of the originator FinalOfferingDocumentOrProspectusClosingTransactionDocuments Final offering document; prospectus; closing transaction documents, excluding legal opinions InsideInformation Inside information relating to the securitisation that the originator, sponsor or SSPE is obliged to make public in accordance with the Regulation. InterCreditorAgreements Inter-creditor agreements; derivatives documentation; subordinated loan agreements; start-up loan agreements and liquidity facility agreements InvestorReport Investor report OtherUnderlyingDocumentation Any other underlying documentation that is essential for the understanding of the transaction ServicingAgreement Servicing; back-up servicing; administration and cash management agreements SignificantEvent A significant event, such as: (i) a material breach of the obligations provided for in the documents made available in accordance with Article 7(1)(b) of Regulation (EU) 2017/2402, including any remedy, waiver or consent subsequently provided in relation to such a breach; (ii) a change in the structural features that can materially impact the performance of the securitisation; (iii) a change in the risk characteristics of the securitisation or of the underlying exposures that can materially impact the performance of the securitisation; (iv) in the case of STS securitisations, where the securitisation ceases to meet the STS requirements or where competent authorities have taken remedial or administrative actions; (v) any material amendment to transaction documents. STSNotification Simple, transparent and standardised notification pursuant to Article 27 of Regulation (EU) 2017/2402 SecuritisationItem2Code Specifies whether the securitisation report is an Investor report or an Inside information and significant event report. InvestorReport Investor report SignificantEvent A significant event, such as: (i) a material breach of the obligations provided for in the documents made available in accordance with Article 7(1)(b) of Regulation (EU) 2017/2402, including any remedy, waiver or consent subsequently provided in relation to such a breach; (ii) a change in the structural features that can materially impact the performance of the securitisation; (iii) a change in the risk characteristics of the securitisation or of the underlying exposures that can materially impact the performance of the securitisation; (iv) in the case of STS securitisations, where the securitisation ceases to meet the STS requirements or where competent authorities have taken remedial or administrative actions; (v) any material amendment to transaction documents. SecuritisationTransactionData1 Transaction information section. TransactionIdentifier The unique identifier assigned by the reporting entity to this ABCP transaction. NoLongerSTS Indicates whether the ABCP transaction ceased to meet STS requirements. If the ABCP transaction has never had STS status, ND5 should be reported. InterestRateSwap Provides information on the interest rate swap. CurrencySwap Provides information on the currency swap. NumberOfProgrammesFundingTheTransaction Number of ABCP programmes that are funding this transaction. Originator Provides information on the originator of the transaction. Sponsor Provides information on the sponsor. TransactionLiquidityFacility Provides information on the liquidity facility of the ABCP transaction. LetterOfCredit Provides information on the letter of credit. Guarantee Provides information on the guarantee. TransactionDetails Provides information on the transaction. Account Provides information on the account level. Counterparty Provides information on the counterparties. SecuritisationTransactionDetails1 Provides detailled information on the securitisation transaction. OverCollateralisationSubordinatedInterest The percentage of subordinated interest retained in the underlying exposures sold by the seller (alternatively: the discount granted by the seller on the purchase price of the underlying exposures). Where the percentage of subordinated interest varies across the underlying exposures, the minimum OC across all of the underlying exposures are to be provided. ExcessSpread The amount of funds left over after application of all currently-applicable payments, costs, fees, etc., commonly referred to as ‘excess spread’. ReceivableTransferType Specifies how the transfer of underlying exposures to the purchaser has been achieved. RepurchaseAgreementMaturityDate Date at which any repurchase agreement governing the transfer of underlying exposures to the purchaser will expire. PurchasedAmount Amount of underlying exposures purchased from the originator in this transaction between the previous data cut-off date and the data cut-off date of the present data submission. MaximumFundingLimit Maximum funding limit that can be provided to the originator under the transaction, as at the data cut-off date. SponsorData1 Sponsor information. SupportLevel Specifies the level at which the sponsor provides support. FullSupport Indicates whether the sponsor provides full support to this transaction. SponsorSupport1Code Specifies the level of support that the sponsor is providing. Other Sponsor provides support at any other level. ProgrammeLevel Sponsor provides support at programme level. TransactionLevel Sponsor provides support at transaction level. SponsorSupportLevel1Choice Choice of sponsor support level. Code Code for the level that the sponsor is providing support. NoDataOption Reason for not providing data for level of sponsor support. TestEventTrigger2 Test/Event/Trigger information section. Identification Unique identification of the tests/events/triggers. TestEventTriggerData Test/Event/Trigger details. TestEventTriggerData2 Test/event/trigger information. Description Describe the test/event/trigger, including any formulae. This is a free text field, however the description of the test/event/trigger shall include any formulae and key definitions to allow an investor/potential investor to form a reasonable view of the test/event/trigger and any conditions and consequences attached to it. Status Has the test been met as at the data cut-off date? In the event of a trigger, is the trigger not being breached? BreachConsequence Consequence, as per the securitisation documentation, for this test/event/trigger not being satisfied (i.e. being breached). TestEventTriggerIdentification1 Test/event/trigger unique identifiers. OriginalIdentifier Original unique test/event/trigger identifier. The reporting entity must not amend this unique identifier. NewIdentifier If the original identifier in field 'Original Identifier' cannot be maintained in this field enter the new identifier here. If there has been no change in the identifier, enter the same identifier as in 'Original Identifier'. The reporting entity must not amend this unique identifier. TrancheBondData2 Provides informtion on the tranches or bonds of the ABCP transaction. BondIdentifier Unique identifier of the bond. TrancheDescription Tranche description information. PaymentData Tranche payment information. RiskData Tranche risk information. TrancheBondType1Code Specifies the repayment profile of the instrument. ControlledAmortisation Tranche/bond type is Controlled amortisation, that is repayment of principal begins at a specified period. HardBullet Tranche/bond type is hard bullet, that is fixed maturity date. Other Any other type of tranche/bond type. ScheduledAmortisation Tranche/bond type is Scheduled amortisation, that is repayment of principal on scheduled amortisation dates. SoftBullet Tranche/bond type is soft bullet, that scheduled maturity date can be extended to the legal maturity date. TrancheDetails2 Tranche description information. ISINIdentifier ISIN code assigned to this tranche, where applicable. BondType Identifies the most appropriate option to describe the repayment profile of the instrument. CurrentPrincipalBalance The par, or notional, balance of this instrument after the current Principal Payment Date. Include the currency in which the amount is denominated, using CURRENCYCODE_3 format. IssueDate Date that this instrument was issued. TranchePayment2 Tranche payment information. InterestPaymentFrequency Frequency with which interest is due to be paid on this instrument. CurrentCoupon The coupon on the instrument in basis points. CurrentInterestRateIndex Base reference interest index currently applicable (the reference rate off which the interest rate is set). CurrentInterestRateIndexTenor Tenor of the current interest rate index. LegalMaturity Date before which this instrument must be repaid in order not to be in default. TrancheRisk2 Tranche risk information. CurrentCreditEnhancementRate Current instrument credit enhancement, calculated as per the originator/sponsor/SSPE's definition. CreditEnhancementFormula Describe/Enter the formula used to calculate the bond-level credit enhancement. TransactionData2 Transaction information section. TransactionIdentifier The unique identifier assigned by the reporting entity to this ABCP transaction in accordance with Article 11(2) of Delegated Regulation (EU) …/… [include number of the disclosure RTS]. RiskRetentionDetails Risk retention information. UnderlyingExposureDetails Underlying exposures description information. TestEventTrigger Test/Event/Trigger information. TransactionIdentifier Unique identifier for ABCP transactions, assigned by the reporting entity according to Article 11(1) of the Commission Delegated Regulation (EU) …/… [include full reference to the disclosure RTS]. UnderlyingExposureDetails1 Underlying exposure description information. EconomicActivity Originator industry SIC Code, as set out in the condensed SIC Code List used by UK Companies House. TransactionWeightedAverageLife The remaining weighted average life of the pool of exposures underlying this transaction, expressed in years. YesNoIndicator Indicates a "Yes" or "No" type of answer for an element. YesNoIndicator2Choice Choice between a Yes/No value or no data option. Indicator Yes/No indicator. NoDataOption Reason for not providing data. EconomicActivityCode2Choice Choice between industry SIC code or no data option. Code Industry SIC Code, as set out in the condensed SIC Code list used by UK Companies House. NoDataOption Reason for not providing a NACE code. SICSubDomainIdentifier Refers to the condensed version of Standard Industrial Classification (SIC) codes used by UK Companies House to classify business establishments and other standard units by the type of economic activity in which they are engaged, as presented in the document “Nature of business: Standard Industrial Classification (SIC) codes.”. InterestRateSwapBenchmark2Choice Choice of interest rate swap benchmark. Code Describe the type of interest rate swap benchmark on the payer leg of the swap is fixed to. NoDataOption Reason for not providing data for interest rate swap benchmark. InterestRateIndex3Choice Choice of interest rate index. Code Specifies the base reference interest index currently applicable (the reference rate off which the interest rate is set. NoDataOption Reason for not providing data for the current interest rate index. InterestRateIndex3Code Specifies the base reference interest index currently applicable (the reference rate off which the interest rate is set). EuropeanCentralBankBaseRate European Central Bank Base Rate (ECBR). EuroSwiss Swiss Franc LIBOR rate. FutureSWAP Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures strip component with the Swaps filling in the points to 10 years and beyond. GCFRepo GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral finance repurchase agreements index. ISDAFIX Worldwide common reference rate value for fixed interest rate swap rates, as defined by the International Swaps and Derivatives Association (ISDA). JIBAR Johannesburg Interbank Agreed Rate. LenderOwnRate Lender Own Rate (LDOR). LIBID Rate at which major international banks are willing to take deposits from one another, is normally 1/8 percent below LIBOR. London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international rate that banks lend to other banks. LIBOR London Interbank Offered Rate, the interest rate that major international banks in London charge each other for borrowing. MOSPRIM Moscow Prime Offered Rate. MuniAAA Benchmark curve used for municipals based on the best credit rating for municipal market debt. OTHER Any other rate. NIBOR Norwegian Interbank Offered Rate. Pfandbriefe Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities in significant ways. The most important difference is that Pfandbriefe carry no pre-payment risk since they remain on the balance sheet of the issuing institution. Therefore, their spreads over sovereign bonds are attributable to liquidity and credit quality alone. New indices have been created and existing indices have been modified in response to the growing importance of the Pfandbriefe market. The Deutsche Borse has three synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference for credit as well as mortgage market. PRIBOR Czech Fixing of Interest Rates on Interbank Deposits. STIBOR Stockholm Interbank Offered Rate. SWAP In curve construction, Swap is the long portion of the curve constituting about 3 years to 30 years term. The exchange of one security, currency or interest rate for another to change the maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives have changed. TELBOR Tel Aviv Interbank Offered Rate. Treasury Treasury benchmark that comes in three types: the yield curve, the par curve, and the spot curve. All curves also have a constituent time series. WIBOR Warsaw Interbank Offered Rate. TIBOR Tokyo Interbank Offered Rate. BankOfEnglandBaseRate Bank of England base rate (BOER). BBSW Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). BUBOR Budapest Interbank Offered Rate. CDOR Canadian Dollar Offered Rate. CIBOR Copenhagen Interbank Offered Rate. EONIA Euro OverNight Index Average rate. EONIASwaps Euro OverNight Index Average swap rate. Euribor Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within the Euro zone are offered by one prime bank to another prime bank. EURODOLLAR Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside the United States, and thus are not under the jurisdiction of the Federal Reserve. SOFR Secured Overnight Financing Rate. SONIA Sterling Overnight Index Average. SARON Swiss Average Rate Overnight. TONA Tokyo Overnight Average Rate. €STR Euro Short-Term Rate.