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". AmountAndDirection1Choice102 Signed amount. Amount Amount value. Sign Indicates that the amount value is positive or negative. 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. ArrearsData1 Underlying exposure arrears information. From1To29Days The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 1 and 29 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date. From30To59Days The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 30 and 59 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date. From60To89Days The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 60 and 89 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date. From90To119Days The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 90 and 119 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date. From120To149Days The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 120 and 149 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date. From150To179Days The percentage of exposures of this type in arrears on principal and/or interest payments due for a period between 150 and 179 days (inclusive) as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date. Above180Days The percentage of exposures of this type in arrears on principal and/or interest payments due for a period for 180 days or more as at the data cut-off date. The percentage is calculated as the total outstanding principal amount as at the data cut-off date of the exposures of this type and in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date. Cancellation4 Identifies the underlying exposure type record or records to be cancelled. ProgrammeCancellation Cancels all the underlying exposure type records of the specific Programme. TransactionCancellation Cancels all the underlying exposure type records for one ABCP Transaction identifier received on a specific cut-off date. CurrencyOutstandingBalance1 Total outstanding principal balance of exposures denominated in different currencies, as at the data cut-off date. EURExposure Total outstanding principal balance of exposures of this type that are denominated in EUR as at the data cut-off date. GBPExposure Total outstanding principal balance of exposures of this type that are denominated in GBP as at the data cut-off date. USDExposure Total outstanding principal balance of exposures of this type that are denominated in USD as at the data cut-off date. OtherExposure The total outstanding principal balance of exposures of this type that are denominated in currencies different to EUR, GBP, and USD as at the data cut-off date. 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. ISOYear Year represented by YYYY (ISO 8601). ISOYear1Choice Choice between year or no data option. Year Year that an event took place. NoDataOption Reason for not providing a year. ImpliedCurrencyAndAmount Number of monetary units specified in a currency where the unit of currency is implied by the context and compliant with ISO 4217. The decimal separator is a dot. Note: a zero amount is considered a positive amount. LocationData1 Information about geographic region concentration and classification of the exposures. FirstTerritorialUnit The geographic region (NUTS3 classification) where the largest amount of underlying exposures (by current value of exposures as at the data cut-off date) of this type are located, in terms of the location of the collateral (for secured underlying exposures) or obligor (for unsecured underlying exposures). Where no NUTS3 classification was produced by Eurostat prior to IP completion day (e.g. a jurisdiction not in the EU or UK), enter the two-digit country code in {COUNTRYCODE_2} format followed by 'ZZZ'. In relation to exposures acquired prior to IP completion day, please note the obligation in IVAL10 to provide the year of the NUTS3 classification used. NUTS3 2016, as it applied in the UK immediately before IP completion day, should be used for new exposures acquired after IP completion day. SecondTerritorialUnit The geographic region (NUTS3 classification) where the second-largest amount of underlying exposures (by current value of exposures as at the data cut-off date) of this type are located, in terms of the location of the collateral (for secured underlying exposures) or obligor (for unsecured underlying exposures). Where no NUTS3 classification was produced by Eurostat prior to IP completion day (e.g. a jurisdiction not in the EU or UK), enter the two-digit country code in {COUNTRYCODE_2} format followed by 'ZZZ'. In relation to exposures acquired prior to IP completion day, please note the obligation in IVAL10 to provide the year of the NUTS3 classification used. NUTS3 2016, as it applied in the UK immediately before IP completion day, should be used for new exposures acquired after IP completion day. ThirdTerritorialUnit The geographic region (NUTS3 classification) where the third-largest amount of underlying exposures (by current value of exposures as at the data cut-off date) of this type are located, in terms of the location of the collateral (for secured underlying exposures) or obligor (for unsecured underlying exposures). Where no NUTS3 classification was produced by Eurostat prior to IP completion day (e.g. a jurisdiction not in the EU or UK), enter the two-digit country code in {COUNTRYCODE_2} format followed by 'ZZZ'. In relation to exposures acquired prior to IP completion day, please note the obligation in IVAL10 to provide the year of the NUTS3 classification used. NUTS3 2016, as it applied in the UK immediately before IP completion day, should be used for new exposures acquired after IP completion day. TerritorialUnitClassificationYear Year of the NUTS3 classification used for the Geographic Region fields, e.g. 2013 for NUTS3 2013. 2016 should be entered for new exposures acquired after IP completion day. All geographic region fields must use the same classification consistently for each underlying exposure and across all underlying exposures in the data submission. For example, reporting using NUTS3 2006 for some geographic fields relating to a given underlying exposure and reporting using NUTS3 2013 for other fields relating to the same exposure is not allowed. In the same way, reporting geographic region fields using NUTS3 2006 for some underlying exposures and reporting geographic region fields using NUTS3 2013 for other underlying exposures in the same data submission is not allowed. MaturityData1 Information about residual maturity duration of all exposures of this exposure type. Maximum The longest residual maturity in months, as at the data cut-off date, of any exposure of this exposure type. Average Average residual maturity in months, as at the data cut-off date and weighted by the current balance as at the data cut-off date, of all exposures of this exposure type. Max1000Text Specifies a character string with a maximum length of 1000 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. Max9PositiveNumber Number (max 999999999)of objects represented as a positive integer. 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. Monetary3Choice Choice between a currency and amount or no data option. Value Value of amount in the specified currency. NoDataOption Reason for not providing data for amount and currency. 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. NoDataAllowedJustification2Code 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. 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. NoDataJustification4Choice 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. NumberOfUnderlyingExposures1Choice Choice between number of underlying exposures or no data option. Number Number of underlying exposures of this exposure type being securitised. NoDataOption Reason for not providing number of underlying exposures. 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%. PercentageRate3Choice 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. PerformanceData5 Underlying exposure performance information. Dilution Total reductions in principal across underlying exposures during the period. RepurchasedExposure Total outstanding principal balance of exposures of this type that have been repurchased (i.e. removed from the pool of underlying exposures by being bought back) by the originator/sponsor between the immediately previous data cut-off date and the current data cut-off date. DefaultedOrCreditImpairedExposure Pursuant to Article 24(9) of Regulation (EU) 2017/2402, enter the total outstanding principal balance of exposures of this type that, at the time of securitisation, were either defaulted exposures or exposures to a credit-impaired debtor or guarantor in the meaning set out in that same Article. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. DefaultedExposure Total outstanding principal balance of exposures of this type in default as at the cut-off date, using the definition of default specified in the securitisation documentation DefaultedExposureCapitalRequirementRegulation Total outstanding principal balance of exposures of this type in default as at the cut-off date, using the definition of default specified in Article 178 of Regulation (EU) No 575/2013. PeriodGrossChargeOff Face value of gross principal charge-offs (i.e. before recoveries) for the period. Charge-off is as per securitisation definition, or alternatively per lender's usual practice. RestructuredExposureTotalAmount Details about restructured exposures. PlusOrMinusIndicator Indicates a positive or negative value. ProgrammeIdentifier Unique identifier for securitisations, assigned by the reporting entity according to the Regulation. RepaymentProfile1 Underlying exposure repayment proflie information. AmortisationTypeTotalAmount Total outstanding principal balance of exposures of this type where the amortisation is either bullet, balloon, or some other arrangement besides French, German, or a fixed amortisation schedule. LongTermPrincipalRepaymentFrequencyTotalAmount Total outstanding principal balance of exposures of this type where the frequency of principal payments due, i.e. period between payments, is greater than one month (e.g. quarterly, semi-annual, annual, bullet, zero-coupon, other). LongTermInterestRepaymentFrequencyTotalAmount Total outstanding principal balance of exposures of this type where the frequency of interest payments due, i.e. period between payments, is greater than one month (e.g. quarterly, semi-annual, annual, bullet, zero-coupon, other). FloatingRateTotalAmount Total outstanding principal balance of exposures of this type, as at the data cut-off date, where the interest rate is generally understood as 'floating'. 'Floating' refers to a rate indexed to any of the following: SONIA (or any other Risk Free Rate), LIBOR (any currency and tenor), EURIBOR (any currency and tenor), any central bank base rate (BoE, ECB, etc.), the originator's standard variable rate, or any similar arrangement. RestructuredExposure1 Outstanding principal balance of exposures restructured by the originator/sponsor. RestructuredExposureRate Proportion of exposures of this type that have at any time been restructured by the originator/sponsor. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance. Calculate the proportion as the total current balance of these exposures divided by total current balance of exposures of this type, as at the data cut-off date. UpToOneYearBeforeTransfer Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time starting from, and less than 1 year before, the date of transfer or assignment to the SSPE, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. OneToThreeYearsBeforeTransfer Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time starting from 1 and less than 3 years before the date of transfer or assignment to the SSPE, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402 Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. MoreThanThreeYearsBeforeTransfer Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time starting from 3 years before the date of transfer or assignment to the SSPE, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. RestructuredInterestRate Enter the total outstanding principal balance of exposures of this type whose interest rate has been restructured by the originator/sponsor, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring of interest rate refers to any changes made to the interest rate-related contractual terms of the underlying exposure agreement due to forbearance, including changes of interest rate basis or margins, fees, penalties, and/or other generally-accepted measures of interest rate-related restructuring under forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. RestructuredRepaymentSchedule Enter the total outstanding principal balance of exposures of this type whose repayment schedule has been restructured by the originator/sponsor, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring of repayment schedule refers to any changes made to the repayment schedule-related contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, repayment timing, and/or other generally-accepted repayment schedule-related measures of restructuring under forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. RestructuredMaturityProfile Enter the total outstanding principal balance of exposures of this type whose maturity profile has been restructured by the originator/sponsor, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring of maturity profile refers to any changes made to the maturity-related contractual terms of the underlying exposure agreement due to forbearance, including maturity extensions and/or other generally-accepted measures of maturity-related restructuring under forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NoNewArrearsUpToOneYearBeforeTransfer Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor 1 year or earlier than the date of transfer or assignment to the SSPE AND have not at any time been in arrears (either regarding principal or interest payments) since the date of restructuring, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NoNewArrears Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time AND have not at any time been in arrears (either regarding principal or interest payments) since the date of restructuring, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. NewArrears Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor at any time AND have at any time been in arrears (either regarding principal or interest payments) since the date of restructuring, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance, including payment holidays, arrears capitalisation, change of interest rate basis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. OtherRestructuredTotalAmount Enter the total outstanding principal balance of exposures of this type that have been restructured by the originator/sponsor, excluding restructurings already captured under fields IVAL43, IVAL44, and IVAL45, as referred to in Article 24(9)(a) of Regulation (EU) 2017/2402. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. RiskData1 Underlying exposure risk information. CurrentLoanToValue Weighted average, using the current balances of all exposures of this type as at the data cut-off date, current loan to value (LTV) ratio. For non-first lien loans, this is the combined or total LTV. CurrentDebtToIncome Weighted average, using the current balances of all exposures of this type as at the data cut-off date, obligor debt to income ratio. Debt defined as the total outstanding principal balance of underlying exposure outstanding as of data cut-off date. This includes any amounts classified as principal in the securitisation. For example if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these are to be added. Excluding any interest arrears or penalty amounts. Income defined as combined income, sum of primary and (where applicable) secondary income. SecuritisationAssetBackedCommercialPaperUnderlyingExposureReportV01 The SecuritisationAssetBackedCommercialPaperUnderlyingExposureReport message is sent by the reporting agent to the securitisation repositories, to report activity details of the securitisation. NewCorrection Creates securitisations if they don’t exist, appends exposures if they don’t exist or updates exposures if they exist. Cancellation Deletes a Programme or a specific report. SecuritisationCreation1 Submit a new ABCP underlying exposures report or an update to an existing one. ProgrammeIdentifier The unique identifier assigned by the reporting entity to this ABCP programme TransactionIdentifier The unique identifier assigned by the reporting entity to this ABCP transaction. CutOffDate The data cut-off date for this data submission. UnderlyingExposureTypeReport Underlying exposure report details. 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]. SummaryData1 Underlying exposure summary information. NumberOfUnderlyingExposures Number of underlying exposures of this exposure type being securitised. TotalCurrentPrincipalBalance The total outstanding principal balance as of the data cut-off date for this exposure type. This includes any amounts that are classed as principal in the securitisation. For example if fees have been added to the underlying exposure balance and are part of the principal in the securitisation these shall be added. Excluding any interest arrears or penalty amounts. TotalFinancedAmount Amount of underlying exposures purchased from the originator in this transaction that have been financed by commercial paper, between the previous data cut-off date and the data cut-off date of the present data submission. TerritorialUnit1Choice Choice of geographic region based on NUTS3 classification. Code The geographic region (NUTS3 classification) where the obligor is located. Where no NUTS3 classification was produced by Eurostat prior to IP completion day (e.g. a jurisdiction not in the EU or UK), enter the two-digit country code in {COUNTRYCODE_2} format followed by 'ZZZ'. In relation to exposures acquired prior to IP completion day, please note the obligation in ClassificationYear to provide the year of the NUTS3 classification used. NUTS3 2016, as it applied in the UK immediately before IP completion day, should be used for new exposures acquired after IP completion day. NoDataOption Reason for not providing data on obligor's geographic region. TerritorialUnitDomainIdentifier Refers to all Nomenclature of Territorial Units for Statistics versions used in the UK up to and immediately before IP completion day. Information must be made available at the NUTS3 level. 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]. TransactionRecordIdentification1 Programme and transaction identification and data cut off date. ProgrammeIdentifier The unique identifier assigned by the reporting entity to this ABCP programme TransactionIdentifier The unique identifier assigned by the reporting entity to this ABCP transaction. CutOffDate The data cut-off date for this data submission. UnderlyingExposureIdentification1 Unique identifiers for the underlying exposure. OriginalUnderlyingExposureTypeIdentifier Unique underlying exposure type identifier. The reporting entity must not amend this unique identifier. NewUnderlyingExposureTypeIdentifier If the original identifier in field 'Original Underlying Exposure 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 Underlying Exposure Identifier'. The reporting entity shall not amend this unique identifier. UnderlyingExposureReport2 ABCP securitisation report. UnderlyingExposureType Type of underlying exposure that exists in this transaction. UnderlyingExposureTypeIdentification Unique identifier for the underlying exposure type. LargestExposureConcentration Geographic region related information of the underlying exposure. SummaryData Underlying exposure summary information. TotalCurrencyOutstandingBalance Exposure's total outstanding principal balance per currency. ResidualMaturity Residual maturity information. RiskData Underlying exposure risk information. TotalOutstandingPrincipalBalance Underlying exposure repayment profile information. PerformanceData Underlying exposure performance information. ArrearsData Underlying exposure arrears information. UnderlyingExposureType1Code Specifies the type of the underlying exposure that exists in the transaction. AutomobileLoansOrLeases Underlying exposure type is automobile loans or leases. CollateralisedBondObligation Underlying exposure type is collateralised bond obligation. CollateralisedLoanObligation Underlying exposure type is collateralised loan obligation. CommercialMortgages Underlying exposure type is commercial mortgages. ConsumerLoans Underlying exposure type is consumer loans. CreditCardReceivables Underlying exposure type is credit-card receivables. EquipmentLeases Underlying exposure type is equipment leases. FloorplanFinanced Underlying exposure type is floorplan financed. FutureFlow Underlying exposure type is future flow. InsurancePremia Underlying exposure type is insurance premia. LeverageFund Underlying exposure type is leverage fund. NonSmallAndMediumEnterpriseCorporateLoans Underlying exposure type is non small and medium enterprise corporate loans. ResidentialMortgages Underlying exposure type is residential mortgages. SmallAndMediumEnterpriseLoans Underlying exposure type is small and medium enterprise loans. TradeReceivables Underlying exposure type is trade receivables. Other Any other type of underlying exposure. UnderlyingExposureTypeIdentification1 Programme and transaction identification and data cut off date. ProgrammeIdentifier The unique identifier assigned by the reporting entity to this ABCP programme TransactionIdentifier The unique identifier assigned by the reporting entity to this ABCP transaction. UnderlyingExposureType Type of underlying exposure that exists in this transaction. CutOffDate The data cut-off date for this data submission.