EN L 97/ . C — LIQUIDITY COVERAGE — COLLATERAL SWAPS Currency Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item 1 TOTAL COLLATERAL SWAPS (counterparty is central bank) Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,07 Of which collateral swapped meets operational requirements Level 2A assets 0,15 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,25 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,30 Of which collateral swapped meets operational requirementsEN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,35 Of which collateral swapped meets operational requirements Other Level 2B 0,50 Of which collateral swapped meets operational requirements Non-liquid assets 1,00 Of which collateral swapped meets operational requirements Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2A assets 0,08EN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,18 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,23 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,28 Of which collateral swapped meets operational requirements Other Level 2B 0,43 Of which collateral swapped meets operational requirements Non-liquid assets 0,93 Of which collateral swapped meets operational requirements Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00EN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2A assets 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,10 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,15 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,20 Of which collateral swapped meets operational requirementsEN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Other Level 2B 0,35 Of which collateral swapped meets operational requirements Non-liquid assets 0,85 Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (residential or auto mobile, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2A assets 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,00EN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,05 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,10 Of which collateral swapped meets operational requirements Other Level 2B 0,25 Of which collateral swapped meets operational requirements Non-liquid assets 0,75 Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirementsEN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2A assets 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,00 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,05 Of which collateral swapped meets operational requirements Other Level 2B 0,20 Of which collateral swapped meets operational requirementsEN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Non-liquid assets 0,70 Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2A assets 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,00 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,00EN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,00 Of which collateral swapped meets operational requirements Other Level 2B 0,15 Of which collateral swapped meets operational requirements Non-liquid assets 0,65 Of which collateral swapped meets operational requirements Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirementsEN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Level 2A assets 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,00 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,00 Of which collateral swapped meets operational requirements Other Level 2B 0,00 Of which collateral swapped meets operational requirements Non-liquid assets 0,50 Of which collateral swapped meets operational requirementsEN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2A assets 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,00 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,00EN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Other Level 2B 0,00 Of which collateral swapped meets operational requirements Non-liquid assets 2 TOTAL COLLATERAL SWAPS (counterparty is non-central bank) Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,07 Of which collateral swapped meets operational requirements Level 2A assets 0,15 Of which collateral swapped meets operational requirementsEN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Level 2B: asset-backed securities (residential or automobile, CQS1) 0,25 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,30 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,35 Of which collateral swapped meets operational requirements Other Level 2B 0,50 Of which collateral swapped meets operational requirements Non-liquid assets 1,00 Of which collateral swapped meets operational requirements Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,07EN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,00 Of which collateral swapped meets operational requirements Level 2A assets 0,08 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,18 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,23 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,28 Of which collateral swapped meets operational requirements Other Level 2B 0,43EN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Non-liquid assets 0,93 Of which collateral swapped meets operational requirements Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,15 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,08 Of which collateral swapped meets operational requirements Level 2A assets 0,00 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,10 Of which collateral swapped meets operational requirementsEN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Level 2B: high quality covered bonds 0,15 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,20 Of which collateral swapped meets operational requirements Other Level 2B 0,35 Of which collateral swapped meets operational requirements Non-liquid assets 0,85 Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (residential or auto mobile, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,25 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,18EN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 2A assets 0,10 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,00 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,05 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,10 Of which collateral swapped meets operational requirements Other Level 2B 0,25 Of which collateral swapped meets operational requirements Non-liquid assets 0,75EN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,30 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,23 Of which collateral swapped meets operational requirements Level 2A assets 0,15 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,05 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,00 Of which collateral swapped meets operational requirementsEN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,05 Of which collateral swapped meets operational requirements Other Level 2B 0,20 Of which collateral swapped meets operational requirements Non-liquid assets 0,70 Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 0,35 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,28 Of which collateral swapped meets operational requirements Level 2A assets 0,20EN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,10 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,05 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,00 Of which collateral swapped meets operational requirements Other Level 2B 0,15 Of which collateral swapped meets operational requirements Non-liquid assets 0,65 Of which collateral swapped meets operational requirements Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:EN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Level 1 assets (excl. EHQ covered bonds) 0,50 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,43 Of which collateral swapped meets operational requirements Level 2A assets 0,35 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,25 Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,20 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,15 Of which collateral swapped meets operational requirementsEN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Other Level 2B 0,00 Of which collateral swapped meets operational requirements Non-liquid assets 0,50 Of which collateral swapped meets operational requirements Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) 1,00 Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds 0,93 Of which collateral swapped meets operational requirements Level 2A assets 0,85 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) 0,75EN L 97/ . Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds 0,70 Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) 0,65 Of which collateral swapped meets operational requirements Other Level 2B 0,50 Of which collateral swapped meets operational requirements Non-liquid assets MEMORANDUM ITEMS 3 Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions 4 Total collateral swaps with intragroup counterparties 5 Collateral swaps waived from Article 17 (2) and (3)EN.  L 97/ Market value of collateral lent Liquidity value of collateral lent Market value of collateral borrowed Liquidity value of collateral borrowed Standard weight Row ID Item of which: collateral borrowed is L1 excl. EHQCB of which: collateral borrowed is L1 EHQCB of which: collateral borrowed is L2A of which: collateral borrowed is L2B of which: collateral lent is L1 excl. EHQCB of which: collateral lent is L1 EHQCB of which: collateral lent is L2A of which: collateral lent is L2BEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item 1 TOTAL COLLATERAL SWAPS (counterparty is central bank) Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirementsEN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assetsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds)EN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirementsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (residential or auto mobile, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1)EN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirementsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirementsEN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bondsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirementsEN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirementsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)EN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets 2 TOTAL COLLATERAL SWAPS (counterparty is non-central bank) Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirementsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds)EN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2BEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirementsEN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (residential or auto mobile, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bondsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assetsEN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirementsEN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assetsEN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:EN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1) Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirementsEN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets Of which collateral swapped meets operational requirements Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed: Level 1 assets (excl. EHQ covered bonds) Of which collateral swapped meets operational requirements Level 1: extremely high quality covered bonds Of which collateral swapped meets operational requirements Level 2A assets Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (residential or automobile, CQS1)EN L 97/ . Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item Of which collateral swapped meets operational requirements Level 2B: high quality covered bonds Of which collateral swapped meets operational requirements Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) Of which collateral swapped meets operational requirements Other Level 2B Of which collateral swapped meets operational requirements Non-liquid assets MEMORANDUM ITEMS 3 Total collateral swaps (all counterparties) where borrowed collateral has been used to cover short positions 4 Total collateral swaps with intragroup counterparties 5 Collateral swaps waived from Article 17 (2) and (3)EN.  L 97/ Applicable weight Outflows Inflows subject to the 75% cap on inflows Inflows subject to the 90% cap on inflows Inflows exempted from the cap on inflows Row ID Item of which: collateral borrowed is L1 excl. EHQCB of which: collateral borrowed is L1 EHQCB of which: collateral borrowed is L2A of which: collateral borrowed is L2B of which: collateral lent is L1 excl. EHQCB of which: collateral lent is L1 EHQCB of which: collateral lent is L2A of which: collateral lent is L2B