| layout | title |
|---|---|
| readme | FIRE data examples |
The following are a few examples of common financial trades.
- Individual element examples
- Account examples
- Current account
- Current account with guarantee
- Savings account
- Savings account with notice
- 1-year time deposit
- 1-year time deposit with 6-month withdrawal option
- PNL interest income
- PNL salary expenses
- Overdraft account
- Vostro account
- Regular time deposit
- Transactional time deposit
- ISA time deposit
- Retail bonds
- Fees income received
- Expense account
- Firm operating expenses
- Other expense
- Recurring non-ordinary expenses
- Unknown expenses
- Loan examples
- BBL/CBIL
- Loan with two customers
- Nostro account
- Operational nostro account
- Buy-to-let commercial loan
- High-risk buy-to-let commercial loan
- Other commercial loan
- Speculative property commercial loan
- Further advance commercial loan
- Bridging commercial property loan
- Remortgage commercial property loan
- Other remortgage commercial property loan
- Buy-to-let mortgage
- Other mortgage
- Speculative property mortgage
- Remortgage
- First-time buyer mortgage
- House purchase mortgage
- Other remortgage
- Further advance mortgage
- Construction mortgage
- Buy-to-let construction mortgage
- Personal buy-to-let loan
- Other personal loan
- Other loan
- Derivative examples
- Bermudan swaption
- Bond future
- Cross-currency swap
- Commodity option
- Credit default swap - Index
- Credit default swap - Single name
- Equity option
- Equity total return swap
- Forward rate agreement
- FX forward
- FX future
- FX option
- FX spot
- FX swap
- Interest rate cap floor
- Interest rate digital floor
- Interest rate future
- Interest rate swap
- Interest rate swap amortising
- Margined netting agreement
- Swaption
- Unmargined netting agreement
- Commodity Asian option
- Single stock forward
- Single stock forward in stocks
- Commodity forward
- Commodity forward in units
- Forward-starting interest rate swap
- Overnight index swap
- Interest rate basis swap
- Cancellable swap
- Inflation-linked swap
- Commodity swap
- Equity index option
- FX barrier option
- FX non-deliverable forward
- Forward-starting FX non-deliverable forward
- Overnight index interest rate future
- BTP future
- Equity index future
- Equity single name future
- Commodity future
- Security examples
- Bank guarantee issued
- Core equity tier-1 capital
- Cash on-hand
- Cash receivable
- Cash payable
- Collateral posted to ccp on non-derivatives
- Initial margin posted
- Independent amount received
- Reverse repo
- Repo
- Variation margin cash posted
- Variation margin cash received
- Firm capital
- ABS STS securitisation
- ABS traditional subordinated
- ABS traditional senior
- Share
- HQLA level 2B share
- Covered bond
- Regional government bond
- Guaranteed corporate bond
- Corporate bond
- Debt security issued liability
- Debt security issued capital
- Medium-term note issued
- Bankruptcy-remote bond
- Reverse repo bond
- Repo liability
- Repo asset
- Term funding scheme
- Unsettled repo
- Central bank required reserves
- Bank of England levy
- Certificate of deposit
- Account examples
Individual element examples
Account examples
Current account
A current account with funds available to the customer on demand.
{
"title": "current_account",
"comment": "A current account with funds available to the customer on demand.",
"data": {
"account": [
{
"id": "current_account",
"date": "2025-10-06T00:00:00+00:00",
"balance": 9647042,
"limit_amount": 10000000,
"arrears_balance": 0,
"guarantee_amount": 5492670,
"rate": 0,
"accrued_interest": 0,
"start_date": "1996-08-26T00:00:00+00:00",
"trade_date": "1996-08-26T00:00:00+00:00",
"on_balance_sheet": true,
"currency_code": "GBP",
"accounting_treatment": "amortised_cost",
"country_code": "GB",
"status": "active",
"guarantee_scheme": "gb_fscs",
"rate_type": "variable",
"purpose": "deposit",
"asset_liability": "liability",
"regulatory_book": "banking_book",
"minimum_balance_eur": 0,
"type": "current",
"customer_id": "asdasd"
}
],
"customer": [
{
"id": "asdasd",
"date": "2025-10-06T00:00:00+00:00",
"type": "natural_person",
"product_count": 17,
"start_date": "1996-08-26T00:00:00+00:00",
"status": "established",
"boe_sector_code": "Other UK residents; Individual and individual trusts",
"credit_impaired": false,
"intra_group": false,
"sic_code": 68320,
"country_code": "GB"
}
]
}
}
Current account with guarantee
{
"title": "current_account_with_guarantee",
"comment": "current_account_with_guarantee",
"data": {
"account": [
{
"id": "current_account_with_guarantee",
"date": "2017-06-30T14:03:12Z",
"trade_date": "2012-02-06T09:30:00Z",
"start_date": "2012-02-07T00:00:00Z",
"currency_code": "GBP",
"balance": 30000,
"accrued_interest": 2500,
"guarantee_scheme": "gb_fscs",
"guarantee_amount": 8500,
"type": "current",
"status": "active",
"on_balance_sheet": true,
"asset_liability": "liability",
"customer_id": "C123456"
}
]
}
}
Savings account
An easy-access deposit account that earns interest and has no fixed end date.
{
"title": "savings_account",
"comment": "An easy-access deposit account that earns interest and has no fixed end date.",
"data": {
"account": [
{
"id": "savings_account",
"date": "2025-10-06T00:00:00+00:00",
"balance": 21700,
"limit_amount": 0,
"arrears_balance": 0,
"guarantee_amount": 21700,
"rate": 2.65,
"accrued_interest": 351,
"start_date": "2021-04-28T00:00:00+00:00",
"trade_date": "2021-04-28T00:00:00+00:00",
"prev_payment_date": "2025-03-08T00:00:00+00:00",
"first_payment_date": "2026-03-08T00:00:00+00:00",
"next_payment_date": "2026-03-08T00:00:00+00:00",
"on_balance_sheet": true,
"reporting_entity_name": "ABC",
"encumbrance_amount": 0,
"base_rate": "UKBRBASE",
"currency_code": "GBP",
"accounting_treatment": "amortised_cost",
"country_code": "GB",
"status": "active",
"guarantee_scheme": "gb_fscs",
"rate_type": "variable",
"purpose": "deposit",
"encumbrance_type": "none",
"asset_liability": "liability",
"risk_country_code": "GB",
"regulatory_book": "banking_book",
"count": 1,
"rollover_date": "2025-10-05T00:00:00+00:00",
"type": "savings",
"customer_id": "qwd3452"
}
],
"customer": [
{
"id": "qwd3452",
"date": "2025-10-06T00:00:00+00:00",
"type": "sme",
"product_count": 1,
"start_date": "2021-04-11T00:00:00+00:00",
"status": "established",
"count": 1,
"credit_impaired": false,
"intra_group": false,
"legal_entity_name": "ABC",
"name": "veggies",
"country_code": "GB",
"risk_country_code": "GB",
"address_city": "LONDON"
}
]
}
}
Savings account with notice
{
"title": "savings_account_with_30days_notice",
"comment": "savings_account_with_30days_notice",
"data": {
"account": [
{
"id": "savings_account_with_30days_notice",
"date": "2017-06-30T14:03:12Z",
"trade_date": "2012-02-06T09:30:00Z",
"start_date": "2012-02-07T00:00:00Z",
"next_withdrawal_date": "2017-07-30T00:00:00Z",
"currency_code": "GBP",
"balance": 30000,
"accrued_interest": 2500,
"type": "savings",
"status": "active",
"on_balance_sheet": true,
"asset_liability": "liability",
"customer_id": "C123456"
}
]
}
}
1-year time deposit
{
"title": "time_deposit_1year",
"comment": "time_deposit_1year",
"data": {
"account": [
{
"id": "time_deposit_1year",
"date": "2017-06-30T14:03:12Z",
"trade_date": "2012-02-06T09:30:00Z",
"start_date": "2012-02-07T00:00:00Z",
"end_date": "2018-06-30T00:00:00Z",
"currency_code": "GBP",
"balance": 30000,
"accrued_interest": 2500,
"type": "time_deposit",
"status": "active",
"on_balance_sheet": true,
"asset_liability": "liability",
"customer_id": "C123456"
}
]
}
}
1-year time deposit with 6-month withdrawal option
{
"title": "time_deposit_1year_with_6_month_withdrawal_option",
"comment": "time_deposit_1year_with_6_month_withdrawal_option",
"data": {
"account": [
{
"id": "time_deposit_1year_with_6_month_withdrawal_option",
"date": "2017-06-30T14:03:12Z",
"trade_date": "2012-02-06T09:30:00Z",
"start_date": "2012-02-07T00:00:00Z",
"next_withdrawal_date": "2017-12-31T00:00:00Z",
"end_date": "2018-06-30T00:00:00Z",
"currency_code": "GBP",
"balance": 30000,
"accrued_interest": 2500,
"type": "time_deposit",
"status": "active",
"on_balance_sheet": true,
"asset_liability": "liability",
"customer_id": "C123456"
}
]
}
}
PNL interest income
{
"title": "pnl_interest_income",
"comment": "interest_income",
"data": {
"account": [
{
"id": "interest_income",
"date": "2017-06-30T14:03:12Z",
"currency_code": "GBP",
"balance": 30000,
"type": "income",
"asset_liability": "pnl",
"purpose": "interest",
"customer_id": "C123456"
}
]
}
}
PNL salary expenses
{
"title": "pnl_salary_expenses",
"comment": "salary_expenses",
"data": {
"account": [
{
"id": "salary_expenses",
"date": "2017-06-30T14:03:12Z",
"currency_code": "GBP",
"balance": 30000,
"type": "expense",
"asset_liability": "pnl",
"purpose": "regular_wages"
}
]
}
}
Overdraft account
A current account in overdraft.
{
"title": "overdraft_account",
"comment": "A current account in overdraft.",
"data": {
"account": [
{
"id": "drawn_overdraft",
"date": "2025-10-06T00:00:00+00:00",
"ccf": 0,
"balance": -201419911,
"limit_amount": -900000000,
"guarantee_amount": 0,
"rate": 8.75,
"start_date": "1996-12-26T00:00:00+00:00",
"trade_date": "2025-10-06T00:00:00+00:00",
"on_balance_sheet": true,
"ledger_code": "A234234",
"currency_code": "GBP",
"accounting_treatment": "loans_and_recs",
"country_code": "GB",
"status": "transactional",
"guarantee_scheme": "gb_fscs",
"purpose": "deposit",
"asset_liability": "asset",
"regulatory_book": "banking_book",
"type": "current",
"customer_id": "rqew123"
}
],
"customer": [
{
"id": "rqew123",
"date": "2025-10-06T00:00:00+00:00",
"type": "corporate",
"legal_entity_name": "mangoes",
"name": "kiwis",
"parent_id": "CU6789",
"sic_code": 68100,
"country_code": "GB",
"national_reporting_code": "FREEAM"
}
]
}
}
Vostro account
An account held at the firm by a foreign bank to conduct transactions in the firm’s domestic currency.
{
"title": "vostro_account",
"comment": "An account held at the firm by a foreign bank to conduct transactions in the firm's domestic currency.",
"data": {
"account": [
{
"id": "vostro",
"date": "2025-10-06T00:00:00+00:00",
"balance": 7235235,
"start_date": "2025-09-01T00:00:00+00:00",
"trade_date": "2025-10-06T00:00:00+00:00",
"on_balance_sheet": true,
"ledger_code": "A23424",
"currency_code": "GBP",
"accounting_treatment": "amortised_cost",
"country_code": "GR",
"status": "transactional",
"guarantee_scheme": "gb_fscs",
"purpose": "deposit",
"asset_liability": "liability",
"regulatory_book": "banking_book",
"type": "vostro",
"customer_id": "CU12452"
}
],
"customer": [
{
"id": "CU12452",
"date": "2025-10-06T00:00:00+00:00",
"type": "credit_institution",
"intra_group": true,
"lei_code": "TYRUIE12312OWE546372",
"legal_entity_name": "cherries",
"name": "pineapples",
"sic_code": 64191,
"country_code": "GR",
"reporting_relationship": "parent",
"moodys_st": "np",
"moodys_lt": "ba2"
}
]
}
}
Regular time deposit
A fixed-term deposit with an end date and a maturity of at least 7 days.
{
"title": "regular_time_deposit",
"comment": "A fixed-term deposit with an end date and a maturity of at least 7 days.",
"data": {
"account": [
{
"id": "regular_time_deposit",
"date": "2025-10-06T00:00:00+00:00",
"balance": 15073290,
"limit_amount": 0,
"arrears_balance": 0,
"guarantee_amount": 0,
"rate": 4.82,
"accrued_interest": 73290,
"start_date": "2021-08-31T00:00:00+00:00",
"end_date": "2027-09-01T00:00:00+00:00",
"trade_date": "2021-08-31T00:00:00+00:00",
"on_balance_sheet": true,
"currency_code": "GBP",
"accounting_treatment": "amortised_cost",
"country_code": "GB",
"status": "active",
"rate_type": "fixed",
"purpose": "deposit",
"asset_liability": "liability",
"regulatory_book": "banking_book",
"minimum_balance_eur": 0,
"type": "time_deposit",
"customer_id": "qwd123"
}
],
"customer": [
{
"id": "qwd123",
"date": "2025-10-06T00:00:00+00:00",
"type": "natural_person",
"product_count": 2,
"start_date": "2021-08-16T00:00:00+00:00",
"status": "established",
"boe_sector_code": "Other UK residents; Individual and individual trusts",
"credit_impaired": false,
"intra_group": false,
"sic_code": 0,
"country_code": "GB"
}
]
}
}
Transactional time deposit
A fixed-term deposit held in a transactional account, where salaries, income or payments are regularly credited and debited.
{
"title": "time_deposit_transactional",
"comment": "A fixed-term deposit held in a transactional account, where salaries, income or payments are regularly credited and debited.",
"data": {
"account": [
{
"id": "time_deposit_transactional",
"date": "2025-10-06T00:00:00+00:00",
"balance": 20285863,
"guarantee_amount": 2193334,
"rate": 4.7,
"accrued_interest": 285863,
"start_date": "2025-06-18T00:00:00+00:00",
"end_date": "2025-12-16T00:00:00+00:00",
"trade_date": "2025-06-18T00:00:00+00:00",
"on_balance_sheet": true,
"ledger_code": "A423423",
"currency_code": "GBP",
"accounting_treatment": "amortised_cost",
"country_code": "GR",
"status": "transactional",
"guarantee_scheme": "gb_fscs",
"rate_type": "fixed",
"purpose": "deposit",
"asset_liability": "liability",
"regulatory_book": "banking_book",
"type": "time_deposit",
"customer_id": "qwd234"
}
],
"customer": [
{
"id": "qwd234",
"date": "2025-10-06T00:00:00+00:00",
"type": "corporate",
"legal_entity_name": "apples",
"name": "carrots",
"country_code": "GR",
"national_reporting_code": "TREEAS"
}
]
}
}
ISA time deposit
A fixed-term individual savings account (ISA) satisfying the conditions of the UK ISA Regulations. The end date allows future cash flows to be projected.
{
"title": "isa_time_deposit",
"comment": "A fixed-term individual savings account (ISA) satisfying the conditions of the UK ISA Regulations. The end date allows future cash flows to be projected.",
"data": {
"account": [
{
"id": "isa_time_deposit",
"date": "2025-10-06T00:00:00+00:00",
"balance": 2943348,
"limit_amount": 0,
"arrears_balance": 0,
"guarantee_amount": 2920877,
"rate": 4.32,
"accrued_interest": 22471,
"start_date": "2025-08-17T00:00:00+00:00",
"end_date": "2026-08-03T00:00:00+00:00",
"trade_date": "2025-08-17T00:00:00+00:00",
"next_withdrawal_date": "2025-10-21T00:00:00+00:00",
"on_balance_sheet": true,
"currency_code": "GBP",
"accounting_treatment": "amortised_cost",
"country_code": "GB",
"status": "active",
"guarantee_scheme": "gb_fscs",
"rate_type": "variable",
"purpose": "deposit",
"asset_liability": "liability",
"regulatory_book": "banking_book",
"minimum_balance_eur": 0,
"type": "isa",
"customer_id": "qwd324"
}
],
"customer": [
{
"id": "qwd324",
"date": "2025-10-06T00:00:00+00:00",
"type": "natural_person",
"product_count": 1,
"start_date": "2025-08-03T00:00:00+00:00",
"boe_sector_code": "Other UK residents; Individual and individual trusts",
"credit_impaired": false,
"intra_group": false,
"sic_code": 0,
"country_code": "GB"
}
]
}
}
Retail bonds
An account holding notes, bonds or other securities issued exclusively to the retail market and held in a retail account.
{
"title": "retail_bonds",
"comment": "An account holding notes, bonds or other securities issued exclusively to the retail market and held in a retail account.",
"data": {
"account": [
{
"id": "retail_bonds",
"date": "2025-10-06T00:00:00+00:00",
"balance": 87764,
"limit_amount": 0,
"arrears_balance": 0,
"guarantee_amount": 79402,
"rate": 5.6,
"accrued_interest": 3154,
"start_date": "2024-01-27T00:00:00+00:00",
"end_date": "2026-02-05T00:00:00+00:00",
"trade_date": "2024-01-27T00:00:00+00:00",
"prev_payment_date": "2025-03-08T00:00:00+00:00",
"first_payment_date": "2026-03-08T00:00:00+00:00",
"next_payment_date": "2026-03-08T00:00:00+00:00",
"next_withdrawal_date": "2026-02-05T00:00:00+00:00",
"on_balance_sheet": true,
"reporting_entity_name": "ABC",
"encumbrance_amount": 0,
"base_rate": "UKBRBASE",
"currency_code": "GBP",
"accounting_treatment": "amortised_cost",
"country_code": "GB",
"status": "active",
"guarantee_scheme": "gb_fscs",
"rate_type": "fixed",
"purpose": "deposit",
"encumbrance_type": "none",
"asset_liability": "liability",
"risk_country_code": "GB",
"regulatory_book": "banking_book",
"count": 1,
"type": "retail_bonds",
"customer_id": "r3123rq"
}
],
"customer": [
{
"id": "r3123rq",
"date": "2025-10-06T00:00:00+00:00",
"type": "natural_person",
"product_count": 6,
"start_date": "2020-07-01T00:00:00+00:00",
"status": "established",
"count": 2,
"credit_impaired": false,
"intra_group": false,
"legal_entity_name": "ABC",
"name": "bananas",
"country_code": "GB",
"risk_country_code": "GB",
"address_city": "LONDON"
}
]
}
}
Fees income received
Fee income generated by the institution through its products and services.
{
"title": "fees_income_received",
"comment": "Fee income generated by the institution through its products and services.",
"data": {
"account": [
{
"id": "fees_income_received",
"date": "2025-10-06T00:00:00+00:00",
"balance": 5300000,
"start_date": "2025-10-06T00:00:00+00:00",
"end_date": "2025-10-07T00:00:00+00:00",
"trade_date": "2025-10-06T00:00:00+00:00",
"on_balance_sheet": true,
"ledger_code": "A12312412",
"currency_code": "GBP",
"accounting_treatment": "loans_and_recs",
"country_code": "GB",
"status": "active",
"purpose": "fees",
"asset_liability": "pnl",
"regulatory_book": "banking_book",
"type": "income"
}
]
}
}
Expense account
An expense incurred by the institution during the reporting period, such as wages, administration charges or property, plant and equipment.
{
"title": "expense_account",
"comment": "An expense incurred by the institution during the reporting period, such as wages, administration charges or property, plant and equipment.",
"data": {
"account": [
{
"id": "expense_account",
"date": "2025-10-06T00:00:00+00:00",
"balance": 20198,
"start_date": "2025-10-06T00:00:00+00:00",
"on_balance_sheet": true,
"reporting_id": "ASD8802",
"ledger_code": "A423423",
"currency_code": "GBP",
"asset_liability": "pnl",
"regulatory_book": "banking_book",
"type": "expense"
}
]
}
}
Firm operating expenses
Normal operating expenses incurred by the institution.
{
"title": "firm_operating_expenses",
"comment": "Normal operating expenses incurred by the institution.",
"data": {
"account": [
{
"id": "firm_operating_expenses",
"date": "2025-10-06T00:00:00+00:00",
"balance": 199556693,
"start_date": "2025-10-06T00:00:00+00:00",
"end_date": "2027-10-06T00:00:00+00:00",
"trade_date": "2025-10-06T00:00:00+00:00",
"on_balance_sheet": true,
"ledger_code": "A53434",
"currency_code": "GBP",
"accounting_treatment": "amortised_cost",
"country_code": "GB",
"status": "active",
"purpose": "firm_operating_expenses",
"asset_liability": "pnl",
"regulatory_book": "banking_book",
"type": "expense"
}
]
}
}
Other expense
Expenses whose purpose differs from those already specified.
{
"title": "other_expense",
"comment": "Expenses whose purpose differs from those already specified.",
"data": {
"account": [
{
"id": "other_expense",
"date": "2025-10-06T00:00:00+00:00",
"balance": 141550566,
"start_date": "2025-10-06T00:00:00+00:00",
"end_date": "2025-10-07T00:00:00+00:00",
"trade_date": "2025-10-06T00:00:00+00:00",
"on_balance_sheet": true,
"ledger_code": "A4234234",
"currency_code": "GBP",
"accounting_treatment": "amortised_cost",
"country_code": "GB",
"status": "active",
"purpose": "other",
"asset_liability": "pnl",
"regulatory_book": "banking_book",
"type": "expense"
}
]
}
}
Recurring non-ordinary expenses
Recurring expenses arising outside the institution’s ordinary business activities.
{
"title": "recurring_expenses_non_ordinary",
"comment": "Recurring expenses arising outside the institution's ordinary business activities.",
"data": {
"account": [
{
"id": "recurring_expenses_non_ordinary",
"date": "2025-10-06T00:00:00+00:00",
"balance": 292991,
"start_date": "2025-09-07T00:00:00+00:00",
"end_date": "2025-10-08T00:00:00+00:00",
"interest_repayment_frequency": "at_maturity",
"trade_date": "2025-09-07T00:00:00+00:00",
"on_balance_sheet": false,
"reporting_entity_name": "ABC",
"currency_code": "GBP",
"country_code": "GB",
"purpose": "admin",
"asset_liability": "pnl",
"risk_country_code": "GB",
"count": 1,
"type": "expense"
}
]
}
}
Unknown expenses
Expenses whose purpose has not yet been determined.
{
"title": "unknown_expenses",
"comment": "Expenses whose purpose has not yet been determined.",
"data": {
"account": [
{
"id": "unknown_expenses",
"date": "2025-10-06T00:00:00+00:00",
"balance": 2277526,
"start_date": "2025-10-06T00:00:00+00:00",
"end_date": "2025-10-07T00:00:00+00:00",
"trade_date": "2025-10-06T00:00:00+00:00",
"on_balance_sheet": true,
"reporting_entity_name": "QWE17491",
"reporting_id": "FI6C7E5PBUB3F9K43B44",
"currency_code": "CAD",
"country_code": "CA",
"asset_liability": "pnl",
"regulatory_book": "banking_book",
"type": "expense"
}
]
}
}
Loan examples
BBL/CBIL
These loans can be represented as a combination of two independent loans.
The first loan is a 25K GBP payable quarterly during 1 year (From Aug 1st, 2020 to Aug 1st, 2021).
{
"id": "BBL1",
"date": "2020-08-08T00:00:00+00:00",
"balance": 2500000,
"currency_code": "GBP",
"end_date": "2021-08-01T00:00:00+00:00",
"interest_repayment_frequency": "quarterly",
"repayment_frequency": "at_maturity",
"repayment_type": "interest_only",
"start_date": "2020-08-01T00:00:00+00:00",
"trade_date": "2020-05-11T00:00:00+00:00"
}
The second loan is a 25K GBP payable monthly during 5 years (From Aug 1st, 2021 to Aug 1st, 2026).
{
"id": "BBL2",
"date": "2020-08-08T00:00:00+00:00",
"balance": 2500000,
"currency_code": "GBP",
"end_date": "2026-08-01T00:00:00+00:00",
"repayment_frequency": "monthly",
"repayment_type": "repayment",
"start_date": "2021-08-01T00:00:00+00:00",
"trade_date": "2020-05-11T00:00:00+00:00"
}
BBL_1 will create an inflow of 25K GBP, and BBL_2 will create an outflow of 25K GBP on Aug 1st, 2021.
If you are working with reports that separates inflows from outflows, you will get an excess on the inflow and an excess of the outflow.
To eliminate this excess, we can introduce a third loan.
{
"id": "BBL_netting",
"date": "2020-08-08T00:00:00+00:00",
"balance": -2500000,
"currency_code": "GBP",
"end_date": "2021-08-01T00:00:00+00:00",
"repayment_frequency": "at_maturity",
"repayment_type": "repayment",
"start_date": "2021-08-01T00:00:00+00:00"
}
Please download the complete examples
Loan with two customers
A loan example showing what the json looks like for loans with two customers
{
"title": "loan_with_2_customers",
"comment": "loan_with_2_customers",
"data": {
"loan": [
{
"id": "loan_with_2_customers",
"date": "2021-09-30",
"balance": 10000,
"customers": [
{
"id": "CUST123",
"income_amount": 5000000
},
{
"id": "CUST234",
"income_amount": 5000000
}
],
"repayment_frequency": "monthly"
}
]
}
}
Nostro account
The firm’s account at another financial institution, in effect a loan to that institution, with no specific purpose.
{
"title": "nostro_account",
"comment": "The firm's account at another financial institution, in effect a loan to that institution, with no specific purpose.",
"data": {
"loan": [
{
"id": "nostro_account",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"asset_liability": "asset",
"balance": 2644333,
"count": 1,
"currency_code": "GBP",
"customer_id": "CU141",
"customers": [
{
"id": "CU141",
"income_amount": 0
}
],
"end_date": "2025-08-27T00:00:00+00:00",
"on_balance_sheet": true,
"product_name": "non_trade",
"reporting_id": "FI6C7E5PBUB3F9K43B44",
"reporting_entity_name": "17491",
"start_date": "2025-08-26T00:00:00+00:00",
"trade_date": "2025-08-26T00:00:00+00:00",
"type": "nostro",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "CU141",
"date": "2025-08-26T00:00:00+00:00",
"country_code": "GB",
"intra_group": false,
"moodys_lt": "a1",
"sic_code": 64999,
"type": "credit_institution",
"legal_entity_name": "Legal Name 000003",
"lei_code": "3129009N55YRQC69CN08",
"name": "Customer Name 000003",
"snp_lt": "a_plus",
"fitch_lt": "a_plus"
}
]
}
}
Operational nostro account
The firm’s account at another financial institution, held for operational purposes such as meeting the institution’s expenses.
{
"title": "operational_nostro_account",
"comment": "The firm's account at another financial institution, held for operational purposes such as meeting the institution's expenses.",
"data": {
"loan": [
{
"id": "operational_nostro_account",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "cb_or_demand",
"accrued_interest_balance": 0,
"asset_liability": "asset",
"balance": 5022196,
"count": 5,
"country_code": "GR",
"currency_code": "CHF",
"customer_id": "CU1522",
"customers": [
{
"id": "CU1522",
"income_amount": 0
}
],
"end_date": "2025-08-27T00:00:00+00:00",
"impairment_status": "stage_1",
"ledger_code": "85302062",
"next_payment_date": "2025-08-27T00:00:00+00:00",
"on_balance_sheet": true,
"product_name": "BC",
"purpose": "operational",
"repayment_frequency": "at_maturity",
"start_date": "2025-08-26T00:00:00+00:00",
"trade_date": "2025-08-26T00:00:00+00:00",
"type": "nostro",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "CU1522",
"date": "2025-08-26T00:00:00+00:00",
"country_code": "GR",
"intra_group": true,
"moodys_lt": "ba2",
"sic_code": 64191,
"type": "credit_institution",
"legal_entity_name": "C BANK",
"lei_code": "1239009N55YRQC69CN08",
"name": "CBANK",
"reporting_relationship": "parent",
"moodys_st": "np"
}
]
}
}
Buy-to-let commercial loan
A commercial real estate loan where the borrower is purchasing the property to rent it out on a commercial basis to an unrelated third party. Includes the actual loan and its committed record.
{
"title": "buy_to_let_commercial_loan",
"comment": "A commercial real estate loan where the borrower is purchasing the property to rent it out on a commercial basis to an unrelated third party. Includes the actual loan and its committed record.",
"data": {
"loan": [
{
"id": "buy_to_let_commercial_loan_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 2454795,
"asset_liability": "asset",
"balance": 802454795,
"count": 27,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "Name 12345",
"customers": [
{
"id": "Name 12345",
"income_amount": 0
}
],
"end_date": "2028-06-12T00:00:00+00:00",
"limit_amount": 800000000,
"movement": "other",
"next_payment_date": "2025-09-10T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "other",
"rate": 7,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "interest_only",
"risk_country_code": "GB",
"secured": true,
"start_date": "2025-06-10T00:00:00+00:00",
"status": "actual",
"trade_date": "2025-06-10T00:00:00+00:00",
"type": "commercial",
"regulatory_book": "banking_book"
},
{
"id": "buy_to_let_commercial_loan_committed",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 2454795,
"asset_liability": "asset",
"balance": 802454795,
"count": 27,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "Name 12345",
"customers": [
{
"id": "Name 12345",
"income_amount": 0
}
],
"end_date": "2028-06-12T00:00:00+00:00",
"limit_amount": 800000000,
"movement": "other",
"next_payment_date": "2025-09-10T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "other",
"rate": 7,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "interest_only",
"risk_country_code": "GB",
"secured": true,
"start_date": "2025-06-10T00:00:00+00:00",
"status": "committed",
"trade_date": "2025-06-10T00:00:00+00:00",
"type": "commercial",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "Name 12345",
"date": "2025-08-26T00:00:00+00:00",
"boe_sector_code": "Non FinCorp; Non fincorp other than public corp",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 3,
"sic_code": 68320,
"source": "Equation",
"start_date": "2025-05-28T00:00:00+00:00",
"status": "established",
"type": "sme"
}
]
}
}
High-risk buy-to-let commercial loan
A high-risk commercial buy-to-let loan, secured by high-risk commercial property collateral, where the borrower rents the property out to an unrelated third party. Receives a 100% risk weight.
{
"title": "buy_to_let_commercial_loan_high_risk",
"comment": "A high-risk commercial buy-to-let loan, secured by high-risk commercial property collateral, where the borrower rents the property out to an unrelated third party. Receives a 100% risk weight.",
"data": {
"loan": [
{
"id": "buy_to_let_commercial_loan_high_risk",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 2454795,
"asset_liability": "asset",
"balance": 802454795,
"count": 27,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "Name 12345",
"customers": [
{
"id": "Name 12345",
"income_amount": 0
}
],
"end_date": "2028-06-12T00:00:00+00:00",
"limit_amount": 800000000,
"movement": "other",
"next_payment_date": "2025-09-10T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "other",
"rate": 7,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "interest_only",
"risk_country_code": "GB",
"secured": true,
"start_date": "2025-06-10T00:00:00+00:00",
"status": "actual",
"trade_date": "2025-06-10T00:00:00+00:00",
"type": "commercial",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "Name 12345",
"date": "2025-08-26T00:00:00+00:00",
"boe_sector_code": "Non FinCorp; Non fincorp other than public corp",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 3,
"sic_code": 68320,
"source": "Equation",
"start_date": "2025-05-28T00:00:00+00:00",
"status": "established",
"type": "sme"
}
],
"collateral": [
{
"id": "buy_to_let_commercial_loan_high_risk_collateral",
"date": "2024-12-31T00:00:00+00:00",
"loan_ids": [
"buy_to_let_commercial_loan_high_risk"
],
"charge": 1,
"end_date": "2025-01-01T00:00:00+00:00",
"start_date": "2024-12-31T00:00:00+00:00",
"type": "commercial_property_hr",
"value": 208333300,
"value_date": "2024-02-07T00:00:00+00:00",
"regulatory_book": "banking_book",
"currency_code": "GBP"
}
]
}
}
Other commercial loan
A commercial real estate loan whose purpose does not fit any of the defined purposes. Includes the actual loan and its committed record.
{
"title": "other_commercial_loan",
"comment": "A commercial real estate loan whose purpose does not fit any of the defined purposes. Includes the actual loan and its committed record.",
"data": {
"loan": [
{
"id": "other_commercial_loan_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 24705,
"asset_liability": "asset",
"balance": 225461644,
"count": 5,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "Name 09876",
"customers": [
{
"id": "Name 09876",
"income_amount": 0
}
],
"end_date": "2025-11-25T00:00:00+00:00",
"limit_amount": 225436939,
"movement": "other",
"next_payment_date": "2025-11-25T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "other",
"rate": 4,
"rate_type": "fixed",
"repayment_frequency": "quarterly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2022-05-25T00:00:00+00:00",
"status": "actual",
"trade_date": "2022-05-25T00:00:00+00:00",
"type": "commercial",
"regulatory_book": "banking_book"
},
{
"id": "other_commercial_loan_committed",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 24705,
"asset_liability": "asset",
"balance": 225461644,
"count": 5,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "Name 09876",
"customers": [
{
"id": "Name 09876",
"income_amount": 0
}
],
"end_date": "2025-11-25T00:00:00+00:00",
"limit_amount": 225436939,
"movement": "other",
"next_payment_date": "2025-11-25T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "other",
"rate": 4,
"rate_type": "fixed",
"repayment_frequency": "quarterly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2022-05-25T00:00:00+00:00",
"status": "committed",
"trade_date": "2022-05-25T00:00:00+00:00",
"type": "commercial",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "Name 09876",
"date": "2025-08-26T00:00:00+00:00",
"boe_sector_code": "Non FinCorp; Non fincorp other than public corp",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 1,
"sic_code": 68320,
"source": "Equation",
"start_date": "2021-12-02T00:00:00+00:00",
"status": "established",
"type": "sme"
}
]
}
}
Speculative property commercial loan
A commercial loan to acquire, develop or build on land or immovable property with the intention of reselling it for profit. Includes the actual loan and its cancelled record.
{
"title": "speculative_property_commercial_loan",
"comment": "A commercial loan to acquire, develop or build on land or immovable property with the intention of reselling it for profit. Includes the actual loan and its cancelled record.",
"data": {
"loan": [
{
"id": "speculative_property_commercial_loan_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 686290,
"asset_liability": "asset",
"balance": 298363987,
"count": 3,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "Nam56789",
"customers": [
{
"id": "Nam56789",
"income_amount": 0
}
],
"end_date": "2027-01-18T00:00:00+00:00",
"limit_amount": 297677697,
"movement": "other",
"next_payment_date": "2027-01-18T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "speculative_property",
"rate": 9.35,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2025-01-16T00:00:00+00:00",
"status": "actual",
"trade_date": "2025-01-16T00:00:00+00:00",
"type": "commercial",
"regulatory_book": "banking_book"
},
{
"id": "speculative_property_commercial_loan_cancelled",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 686290,
"asset_liability": "asset",
"balance": 298363987,
"count": 3,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "Nam56789",
"customers": [
{
"id": "Nam56789",
"income_amount": 0
}
],
"end_date": "2027-01-18T00:00:00+00:00",
"limit_amount": 297677697,
"movement": "other",
"next_payment_date": "2027-01-18T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "speculative_property",
"rate": 9.35,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2025-01-16T00:00:00+00:00",
"status": "cancelled",
"trade_date": "2025-01-16T00:00:00+00:00",
"type": "commercial",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "Nam56789",
"date": "2025-08-26T00:00:00+00:00",
"boe_sector_code": "Non FinCorp; Non fincorp other than public corp",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 2,
"sic_code": 41100,
"source": "Equation",
"start_date": "2024-10-07T00:00:00+00:00",
"status": "established",
"type": "sme"
}
]
}
}
Further advance commercial loan
An additional commercial loan from the borrower’s existing lender, running alongside the original loan with its own interest rate and repayment term. Includes the actual loan and its committed record.
{
"title": "further_advance_commercial_loan",
"comment": "An additional commercial loan from the borrower's existing lender, running alongside the original loan with its own interest rate and repayment term. Includes the actual loan and its committed record.",
"data": {
"loan": [
{
"id": "further_advance_commercial_loan_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 328506,
"asset_liability": "asset",
"balance": 100249103,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "Name312312",
"customers": [
{
"id": "Name312312",
"income_amount": 0
}
],
"end_date": "2029-01-09T00:00:00+00:00",
"limit_amount": 99920597,
"movement": "other",
"next_payment_date": "2025-09-09T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "further_advance",
"rate": 7.5,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2025-07-09T00:00:00+00:00",
"status": "actual",
"trade_date": "2025-07-09T00:00:00+00:00",
"type": "commercial",
"regulatory_book": "banking_book"
},
{
"id": "further_advance_commercial_loan_committed",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 328506,
"asset_liability": "asset",
"balance": 100249103,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "Name312312",
"customers": [
{
"id": "Name312312",
"income_amount": 0
}
],
"end_date": "2029-01-09T00:00:00+00:00",
"limit_amount": 99920597,
"movement": "other",
"next_payment_date": "2025-09-09T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "further_advance",
"rate": 7.5,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2025-07-09T00:00:00+00:00",
"status": "committed",
"trade_date": "2025-07-09T00:00:00+00:00",
"type": "commercial",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "Name312312",
"date": "2025-08-26T00:00:00+00:00",
"boe_sector_code": "Non FinCorp; Non fincorp other than public corp",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 3,
"sic_code": 87900,
"source": "Equation",
"start_date": "2018-02-08T00:00:00+00:00",
"status": "established",
"type": "unincorporated_biz"
}
]
}
}
Bridging commercial property loan
A short-term commercial bridging loan secured by commercial property, used to fund a temporary gap when buying or developing a business property, for example to secure a property quickly, fund urgent refurbishment, or cover cash flow while arranging permanent financing. Includes the actual loan and its committed record.
{
"title": "bridging_commercial_property_loan",
"comment": "A short-term commercial bridging loan secured by commercial property, used to fund a temporary gap when buying or developing a business property, for example to secure a property quickly, fund urgent refurbishment, or cover cash flow while arranging permanent financing. Includes the actual loan and its committed record.",
"data": {
"loan": [
{
"id": "bridging_commercial_property_loan_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 6378145,
"asset_liability": "asset",
"balance": 957562189,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "awqe123",
"customers": [
{
"id": "awqe123",
"income_amount": 0
}
],
"end_date": "2026-04-30T00:00:00+00:00",
"limit_amount": 951184044,
"movement": "other",
"next_payment_date": "2026-04-30T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "bridging_loan",
"rate": 9,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2025-07-31T00:00:00+00:00",
"status": "actual",
"trade_date": "2025-07-31T00:00:00+00:00",
"type": "commercial_property",
"regulatory_book": "banking_book"
},
{
"id": "bridging_commercial_property_loan_committed",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 6378145,
"asset_liability": "asset",
"balance": 957562189,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "awqe123",
"customers": [
{
"id": "awqe123",
"income_amount": 0
}
],
"end_date": "2026-04-30T00:00:00+00:00",
"limit_amount": 951184044,
"movement": "other",
"next_payment_date": "2026-04-30T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "bridging_loan",
"rate": 9,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2025-07-31T00:00:00+00:00",
"status": "committed",
"trade_date": "2025-07-31T00:00:00+00:00",
"type": "commercial_property",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "awqe123",
"date": "2025-08-26T00:00:00+00:00",
"boe_sector_code": "Other UK residents; Unincorporated businesses other than unlimited liability partnerships",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 0,
"sic_code": 41100,
"source": "Equation",
"start_date": "2025-07-31T00:00:00+00:00",
"type": "unincorporated_biz"
}
]
}
}
Remortgage commercial property loan
A commercial property remortgage, replacing an existing commercial mortgage with a new loan on the same property, with the current lender or a new one. Includes the actual loan and its cancelled record.
{
"title": "remortgage_commercial_property_loan",
"comment": "A commercial property remortgage, replacing an existing commercial mortgage with a new loan on the same property, with the current lender or a new one. Includes the actual loan and its cancelled record.",
"data": {
"loan": [
{
"id": "remortgage_commercial_property_loan_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 0,
"administration": "principal",
"arrears_arrangement": "none",
"arrears_balance": 0,
"asset_liability": "asset",
"balance": 1633,
"base_rate": "UKBRBASE",
"ccf": 0,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "rqwe21e",
"customers": [
{
"id": "rqwe21e",
"income_amount": 0
}
],
"end_date": "2026-10-26T00:00:00+00:00",
"facility_currency_code": "GBP",
"first_payment_date": "2006-10-27T00:00:00+00:00",
"impairment_amount": 0,
"income_assessment": "single",
"interest_repayment_frequency": "monthly",
"last_payment_date": "2026-10-07T00:00:00+00:00",
"movement": "other",
"next_payment_date": "2025-09-23T00:00:00+00:00",
"notional_amount": 0,
"on_balance_sheet": true,
"originator_id": "SRBS",
"originator_type": "mortgage_lender",
"prev_payment_date": "2025-07-27T00:00:00+00:00",
"product_name": "ADMINSTRATION ONLY LOAN SCHEME",
"provision_amount": 0,
"provision_type": "none",
"purpose": "remortgage",
"rate": 0,
"rate_type": "variable",
"regulated": false,
"repayment_frequency": "at_maturity",
"repayment_type": "interest_only",
"reporting_entity_name": "SRBS",
"risk_country_code": "GB",
"risk_weight_std": 1,
"secured": true,
"start_date": "2018-05-10T00:00:00+00:00",
"status": "actual",
"trade_date": "2018-05-10T00:00:00+00:00",
"type": "commercial_property",
"regulatory_book": "banking_book"
},
{
"id": "remortgage_commercial_property_loan_cancelled",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 0,
"administration": "principal",
"arrears_arrangement": "none",
"arrears_balance": 0,
"asset_liability": "asset",
"balance": 1633,
"base_rate": "UKBRBASE",
"ccf": 0,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "rqwe21e",
"customers": [
{
"id": "rqwe21e",
"income_amount": 0
}
],
"end_date": "2026-10-26T00:00:00+00:00",
"facility_currency_code": "GBP",
"first_payment_date": "2006-10-27T00:00:00+00:00",
"impairment_amount": 0,
"income_assessment": "single",
"interest_repayment_frequency": "monthly",
"last_payment_date": "2026-10-07T00:00:00+00:00",
"movement": "other",
"next_payment_date": "2025-09-23T00:00:00+00:00",
"notional_amount": 0,
"on_balance_sheet": true,
"originator_id": "SRBS",
"originator_type": "mortgage_lender",
"prev_payment_date": "2025-07-27T00:00:00+00:00",
"product_name": "ADMINSTRATION ONLY LOAN SCHEME",
"provision_amount": 0,
"provision_type": "none",
"purpose": "remortgage",
"rate": 0,
"rate_type": "variable",
"regulated": false,
"repayment_frequency": "at_maturity",
"repayment_type": "interest_only",
"reporting_entity_name": "SRBS",
"risk_country_code": "GB",
"risk_weight_std": 1,
"secured": true,
"start_date": "2018-05-10T00:00:00+00:00",
"status": "cancelled",
"trade_date": "2018-05-10T00:00:00+00:00",
"type": "commercial_property",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "rqwe21e",
"date": "2025-08-26T00:00:00+00:00",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 1,
"start_date": "2006-08-25T00:00:00+00:00",
"status": "established",
"type": "natural_person",
"legal_entity_name": "CAKE",
"name": "FREE",
"address_city": "PARIS",
"count": 1,
"risk_country_code": "GB",
"currency_code": "GBP"
}
]
}
}
Other remortgage commercial property loan
A commercial property remortgage, replacing an existing commercial mortgage with a new loan on the same property, for a purpose not covered by the defined remortgage purposes. Includes the actual loan and its committed record.
{
"title": "other_remortgage_commercial_property_loan",
"comment": "A commercial property remortgage, replacing an existing commercial mortgage with a new loan on the same property, for a purpose not covered by the defined remortgage purposes. Includes the actual loan and its committed record.",
"data": {
"loan": [
{
"id": "other_remortgage_commercial_property_loan_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 0,
"administration": "principal",
"arrears_arrangement": "none",
"arrears_balance": 0,
"asset_liability": "asset",
"balance": 3887,
"base_rate": "UKBRBASE",
"ccf": 0,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "ASF211",
"customers": [
{
"id": "ASF211",
"income_amount": 0
}
],
"end_date": "2027-03-28T00:00:00+00:00",
"facility_currency_code": "GBP",
"first_payment_date": "2007-03-29T00:00:00+00:00",
"impairment_amount": 0,
"income_assessment": "single",
"interest_repayment_frequency": "monthly",
"last_payment_date": "2027-03-17T00:00:00+00:00",
"movement": "other",
"next_payment_date": "2025-09-23T00:00:00+00:00",
"next_repricing_date": "2025-10-26T00:00:00+00:00",
"notional_amount": 25001,
"on_balance_sheet": true,
"originator_id": "SRBS",
"originator_type": "mortgage_lender",
"prev_payment_date": "2025-07-27T00:00:00+00:00",
"product_name": "COMMERCIAL",
"provision_amount": 0,
"provision_type": "none",
"purpose": "remortgage_other",
"rate": 8.04,
"rate_type": "variable",
"regulated": false,
"repayment_frequency": "monthly",
"repayment_type": "interest_only",
"reporting_entity_name": "SRBS",
"risk_country_code": "GB",
"risk_weight_std": 1,
"secured": true,
"start_date": "2007-03-17T00:00:00+00:00",
"status": "actual",
"trade_date": "2007-03-17T00:00:00+00:00",
"type": "commercial_property",
"regulatory_book": "banking_book"
},
{
"id": "other_remortgage_commercial_property_loan_committed",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 0,
"administration": "principal",
"arrears_arrangement": "none",
"arrears_balance": 0,
"asset_liability": "asset",
"balance": 3887,
"base_rate": "UKBRBASE",
"ccf": 0,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "ASF211",
"customers": [
{
"id": "ASF211",
"income_amount": 0
}
],
"end_date": "2027-03-28T00:00:00+00:00",
"facility_currency_code": "GBP",
"first_payment_date": "2007-03-29T00:00:00+00:00",
"impairment_amount": 0,
"income_assessment": "single",
"interest_repayment_frequency": "monthly",
"last_payment_date": "2027-03-17T00:00:00+00:00",
"movement": "other",
"next_payment_date": "2025-09-23T00:00:00+00:00",
"next_repricing_date": "2025-10-26T00:00:00+00:00",
"notional_amount": 25001,
"on_balance_sheet": true,
"originator_id": "SRBS",
"originator_type": "mortgage_lender",
"prev_payment_date": "2025-07-27T00:00:00+00:00",
"product_name": "COMMERCIAL",
"provision_amount": 0,
"provision_type": "none",
"purpose": "remortgage_other",
"rate": 8.04,
"rate_type": "variable",
"regulated": false,
"repayment_frequency": "monthly",
"repayment_type": "interest_only",
"reporting_entity_name": "SRBS",
"risk_country_code": "GB",
"risk_weight_std": 1,
"secured": true,
"start_date": "2007-03-17T00:00:00+00:00",
"status": "committed",
"trade_date": "2007-03-17T00:00:00+00:00",
"type": "commercial_property",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "ASF211",
"date": "2025-08-26T00:00:00+00:00",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 4,
"start_date": "1900-03-29T00:00:00+00:00",
"status": "established",
"type": "natural_person",
"legal_entity_name": "CAKE",
"name": "FREE",
"address_city": "MILAN",
"count": 3,
"risk_country_code": "GB",
"currency_code": "GBP"
}
]
}
}
Buy-to-let mortgage
A mortgage for purchasing or refinancing a property intended for rental income rather than owner occupation. Includes the actual loan and its committed record.
{
"title": "buy_to_let_mortgage",
"comment": "A mortgage for purchasing or refinancing a property intended for rental income rather than owner occupation. Includes the actual loan and its committed record.",
"data": {
"loan": [
{
"id": "buy_to_let_mortgage_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 2896,
"asset_liability": "asset",
"balance": 1124323,
"count": 19,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "PET211",
"customers": [
{
"id": "PET211",
"income_amount": 0
}
],
"end_date": "2026-11-16T00:00:00+00:00",
"limit_amount": 1121427,
"movement": "other",
"next_payment_date": "2025-09-15T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "buy_to_let",
"rate": 7.25,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2016-11-14T00:00:00+00:00",
"status": "actual",
"trade_date": "2016-11-14T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
},
{
"id": "buy_to_let_mortgage_committed",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 2896,
"asset_liability": "asset",
"balance": 1124323,
"count": 19,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "PET211",
"customers": [
{
"id": "PET211",
"income_amount": 0
}
],
"end_date": "2026-11-16T00:00:00+00:00",
"limit_amount": 1121427,
"movement": "other",
"next_payment_date": "2025-09-15T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "buy_to_let",
"rate": 7.25,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2016-11-14T00:00:00+00:00",
"status": "committed",
"trade_date": "2016-11-14T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "PET211",
"date": "2025-08-26T00:00:00+00:00",
"boe_sector_code": "Non FinCorp; Non fincorp other than public corp",
"country_code": "CY",
"credit_impaired": false,
"intra_group": false,
"product_count": 2,
"sic_code": 68320,
"source": "Equation",
"start_date": "1994-09-15T00:00:00+00:00",
"status": "established",
"type": "unincorporated_biz"
}
]
}
}
Other mortgage
A mortgage whose purpose does not fit any of the defined purposes. Includes the actual loan and its committed record.
{
"title": "other_mortgage",
"comment": "A mortgage whose purpose does not fit any of the defined purposes. Includes the actual loan and its committed record.",
"data": {
"loan": [
{
"id": "other_mortgage_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 1336713,
"asset_liability": "asset",
"balance": 310036713,
"count": 7,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "CAS211",
"customers": [
{
"id": "CAS211",
"income_amount": 0
}
],
"end_date": "2026-06-15T00:00:00+00:00",
"limit_amount": 308700000,
"movement": "other",
"next_payment_date": "2025-08-29T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "other",
"rate": 5.45,
"rate_type": "fixed",
"repayment_frequency": "monthly",
"repayment_type": "interest_only",
"risk_country_code": "GB",
"secured": true,
"start_date": "2019-08-29T00:00:00+00:00",
"status": "actual",
"trade_date": "2019-08-29T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
},
{
"id": "other_mortgage_committed",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 1336713,
"asset_liability": "asset",
"balance": 310036713,
"count": 7,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "CAS211",
"customers": [
{
"id": "CAS211",
"income_amount": 0
}
],
"end_date": "2026-06-15T00:00:00+00:00",
"limit_amount": 308700000,
"movement": "other",
"next_payment_date": "2025-08-29T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "other",
"rate": 5.45,
"rate_type": "fixed",
"repayment_frequency": "monthly",
"repayment_type": "interest_only",
"risk_country_code": "GB",
"secured": true,
"start_date": "2019-08-29T00:00:00+00:00",
"status": "committed",
"trade_date": "2019-08-29T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "CAS211",
"date": "2025-08-26T00:00:00+00:00",
"boe_sector_code": "Non FinCorp; Non fincorp other than public corp",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 4,
"sic_code": 68320,
"source": "Equation",
"start_date": "1994-10-04T00:00:00+00:00",
"status": "established",
"type": "unincorporated_biz"
}
]
}
}
Speculative property mortgage
A mortgage used when a borrower, often a property developer, acquires land or builds without pre-secured buyers or tenants, relying on anticipated demand to sell or lease at a profit. Includes the actual loan and its committed record.
{
"title": "speculative_property_mortgage",
"comment": "A mortgage used when a borrower, often a property developer, acquires land or builds without pre-secured buyers or tenants, relying on anticipated demand to sell or lease at a profit. Includes the actual loan and its committed record.",
"data": {
"loan": [
{
"id": "speculative_property_mortgage_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 5019072,
"asset_liability": "asset",
"balance": 1400267569,
"count": 4,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "zxcS211",
"customers": [
{
"id": "zxcS211",
"income_amount": 0
}
],
"end_date": "2025-12-31T00:00:00+00:00",
"limit_amount": 1395248497,
"movement": "other",
"next_payment_date": "2025-12-31T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "speculative_property",
"rate": 10.1,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2025-03-14T00:00:00+00:00",
"status": "actual",
"trade_date": "2025-03-14T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
},
{
"id": "speculative_property_mortgage_committed",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 5019072,
"asset_liability": "asset",
"balance": 1400267569,
"count": 4,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "zxcS211",
"customers": [
{
"id": "zxcS211",
"income_amount": 0
}
],
"end_date": "2025-12-31T00:00:00+00:00",
"limit_amount": 1395248497,
"movement": "other",
"next_payment_date": "2025-12-31T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "speculative_property",
"rate": 10.1,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2025-03-14T00:00:00+00:00",
"status": "committed",
"trade_date": "2025-03-14T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "zxcS211",
"date": "2025-08-26T00:00:00+00:00",
"boe_sector_code": "Non FinCorp; Non fincorp other than public corp",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 2,
"sic_code": 41100,
"source": "Equation",
"start_date": "2021-08-31T00:00:00+00:00",
"status": "established",
"type": "sme"
}
]
}
}
Remortgage
A remortgage, replacing an existing mortgage on a property with a new loan. Includes the actual loan and its committed record.
{
"title": "remortgage",
"comment": "A remortgage, replacing an existing mortgage on a property with a new loan. Includes the actual loan and its committed record.",
"data": {
"loan": [
{
"id": "remortgage_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 2672,
"asset_liability": "asset",
"balance": 1123568,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "CXZ123",
"customers": [
{
"id": "CXZ123",
"income_amount": 0
}
],
"end_date": "2026-06-15T00:00:00+00:00",
"limit_amount": 1120896,
"movement": "other",
"next_payment_date": "2025-09-15T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "remortgage",
"rate": 7.25,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2011-06-15T00:00:00+00:00",
"status": "actual",
"trade_date": "2011-06-15T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
},
{
"id": "remortgage_committed",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 2672,
"asset_liability": "asset",
"balance": 1123568,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "CXZ123",
"customers": [
{
"id": "CXZ123",
"income_amount": 0
}
],
"end_date": "2026-06-15T00:00:00+00:00",
"limit_amount": 1120896,
"movement": "other",
"next_payment_date": "2025-09-15T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "remortgage",
"rate": 7.25,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2011-06-15T00:00:00+00:00",
"status": "committed",
"trade_date": "2011-06-15T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "CXZ123",
"date": "2025-08-26T00:00:00+00:00",
"boe_sector_code": "Other UK residents; Individual and individual trusts",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 5,
"sic_code": 0,
"source": "Equation",
"start_date": "2005-05-17T00:00:00+00:00",
"status": "established",
"type": "natural_person"
}
]
}
}
First-time buyer mortgage
A mortgage for borrowers with no previous history of property ownership. Includes the actual loan and its committed record.
{
"title": "first_time_buyer_mortgage",
"comment": "A mortgage for borrowers with no previous history of property ownership. Includes the actual loan and its committed record.",
"data": {
"loan": [
{
"id": "first_time_buyer_mortgage_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 14516,
"asset_liability": "asset",
"balance": 4138427,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "BFD123",
"customers": [
{
"id": "BFD123",
"income_amount": 0
}
],
"end_date": "2031-06-07T00:00:00+00:00",
"limit_amount": 4123911,
"movement": "other",
"next_payment_date": "2025-09-05T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "first_time_buyer",
"rate": 5.84,
"rate_type": "fixed",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2007-07-05T00:00:00+00:00",
"status": "actual",
"trade_date": "2007-07-05T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
},
{
"id": "first_time_buyer_mortgage_committed",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 14516,
"asset_liability": "asset",
"balance": 4138427,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "BFD123",
"customers": [
{
"id": "BFD123",
"income_amount": 0
}
],
"end_date": "2031-06-07T00:00:00+00:00",
"limit_amount": 4123911,
"movement": "other",
"next_payment_date": "2025-09-05T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "first_time_buyer",
"rate": 5.84,
"rate_type": "fixed",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2007-07-05T00:00:00+00:00",
"status": "committed",
"trade_date": "2007-07-05T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "BFD123",
"date": "2025-08-26T00:00:00+00:00",
"boe_sector_code": "Other UK residents; Individual and individual trusts",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 2,
"sic_code": 0,
"source": "Equation",
"start_date": "2007-05-15T00:00:00+00:00",
"status": "established",
"type": "natural_person"
}
]
}
}
House purchase mortgage
A mortgage used to buy residential property, secured on the property itself. Includes the actual loan and its committed record.
{
"title": "house_purchase_mortgage",
"comment": "A mortgage used to buy residential property, secured on the property itself. Includes the actual loan and its committed record.",
"data": {
"loan": [
{
"id": "house_purchase_mortgage_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 37174,
"asset_liability": "asset",
"balance": 12305240,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "SDF123",
"customers": [
{
"id": "SDF123",
"income_amount": 0
}
],
"end_date": "2035-06-30T00:00:00+00:00",
"limit_amount": 12268066,
"movement": "other",
"next_payment_date": "2025-08-29T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "house_purchase",
"rate": 3.95,
"rate_type": "fixed",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2015-06-30T00:00:00+00:00",
"status": "actual",
"trade_date": "2015-06-30T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
},
{
"id": "house_purchase_mortgage_committed",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 37174,
"asset_liability": "asset",
"balance": 12305240,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "SDF123",
"customers": [
{
"id": "SDF123",
"income_amount": 0
}
],
"end_date": "2035-06-30T00:00:00+00:00",
"limit_amount": 12268066,
"movement": "other",
"next_payment_date": "2025-08-29T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "house_purchase",
"rate": 3.95,
"rate_type": "fixed",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2015-06-30T00:00:00+00:00",
"status": "committed",
"trade_date": "2015-06-30T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "SDF123",
"date": "2025-08-26T00:00:00+00:00",
"boe_sector_code": "Other UK residents; Individual and individual trusts",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 2,
"sic_code": 0,
"source": "Equation",
"start_date": "2015-04-23T00:00:00+00:00",
"status": "established",
"type": "natural_person"
}
]
}
}
Other remortgage
A remortgage, replacing an existing mortgage with a new loan, for a purpose not covered by the defined remortgage purposes. Includes the actual loan and its cancelled record.
{
"title": "other_remortgage",
"comment": "A remortgage, replacing an existing mortgage with a new loan, for a purpose not covered by the defined remortgage purposes. Includes the actual loan and its cancelled record.",
"data": {
"loan": [
{
"id": "other_remortgage_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 0,
"administration": "principal",
"arrears_arrangement": "none",
"arrears_balance": 0,
"asset_liability": "asset",
"balance": 499,
"base_rate": "UKBRBASE",
"ccf": 0,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "GAD123",
"customers": [
{
"id": "GAD123",
"income_amount": 107862
}
],
"end_date": "2032-05-26T00:00:00+00:00",
"facility_currency_code": "GBP",
"first_payment_date": "2021-06-26T00:00:00+00:00",
"impairment_amount": 0,
"income_assessment": "single",
"interest_repayment_frequency": "monthly",
"last_payment_date": "2032-05-13T00:00:00+00:00",
"movement": "other",
"next_payment_date": "2025-09-23T00:00:00+00:00",
"notional_amount": 0,
"on_balance_sheet": true,
"originator_id": "INTR",
"originator_type": "mortgage_lender",
"prev_payment_date": "2025-07-27T00:00:00+00:00",
"product_name": "ADMINSTRATION ONLY LOAN SCHEME",
"provision_amount": 0,
"provision_type": "none",
"purpose": "remortgage_other",
"rate": 0,
"rate_type": "variable",
"ref_income_amount": 107862,
"regulated": true,
"repayment_frequency": "at_maturity",
"repayment_type": "interest_only",
"reporting_entity_name": "SRBS",
"risk_country_code": "GB",
"risk_weight_std": 0.35,
"secured": true,
"start_date": "2021-05-14T00:00:00+00:00",
"status": "actual",
"trade_date": "2021-05-14T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
},
{
"id": "other_remortgage_cancelled",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 0,
"administration": "principal",
"arrears_arrangement": "none",
"arrears_balance": 0,
"asset_liability": "asset",
"balance": 499,
"base_rate": "UKBRBASE",
"ccf": 0,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "GAD123",
"customers": [
{
"id": "GAD123",
"income_amount": 107862
}
],
"end_date": "2032-05-26T00:00:00+00:00",
"facility_currency_code": "GBP",
"first_payment_date": "2021-06-26T00:00:00+00:00",
"impairment_amount": 0,
"income_assessment": "single",
"interest_repayment_frequency": "monthly",
"last_payment_date": "2032-05-13T00:00:00+00:00",
"movement": "other",
"next_payment_date": "2025-09-23T00:00:00+00:00",
"notional_amount": 0,
"on_balance_sheet": true,
"originator_id": "INTR",
"originator_type": "mortgage_lender",
"prev_payment_date": "2025-07-27T00:00:00+00:00",
"product_name": "ADMINSTRATION ONLY LOAN SCHEME",
"provision_amount": 0,
"provision_type": "none",
"purpose": "remortgage_other",
"rate": 0,
"rate_type": "variable",
"ref_income_amount": 107862,
"regulated": true,
"repayment_frequency": "at_maturity",
"repayment_type": "interest_only",
"reporting_entity_name": "SRBS",
"risk_country_code": "GB",
"risk_weight_std": 0.35,
"secured": true,
"start_date": "2021-05-14T00:00:00+00:00",
"status": "cancelled",
"trade_date": "2021-05-14T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "GAD123",
"date": "2025-08-26T00:00:00+00:00",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 1,
"start_date": "2021-05-14T00:00:00+00:00",
"status": "established",
"type": "natural_person",
"legal_entity_name": "SRBS",
"name": "TEW",
"address_city": "BERLIN",
"count": 1,
"risk_country_code": "GB"
}
]
}
}
Further advance mortgage
An additional loan from the borrower’s existing mortgage lender, secured against the equity in their home and held as a separate sub-account. Includes the actual loan and its cancelled record.
{
"title": "further_advance_mortgage",
"comment": "An additional loan from the borrower's existing mortgage lender, secured against the equity in their home and held as a separate sub-account. Includes the actual loan and its cancelled record.",
"data": {
"loan": [
{
"id": "further_advance_mortgage_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 0,
"administration": "principal",
"arrears_arrangement": "none",
"arrears_balance": -2698,
"asset_liability": "asset",
"balance": 150197,
"base_rate": "UKBRBASE",
"ccf": 0,
"count": 4,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "BNV123",
"customers": [
{
"id": "BNV123",
"income_amount": 0
}
],
"end_date": "2031-02-25T00:00:00+00:00",
"facility_currency_code": "GBP",
"first_payment_date": "1991-04-22T00:00:00+00:00",
"impairment_amount": 0,
"income_assessment": "joint",
"interest_repayment_frequency": "monthly",
"last_payment_date": "2031-01-27T00:00:00+00:00",
"movement": "other",
"next_payment_date": "2025-09-23T00:00:00+00:00",
"next_repricing_date": "2025-10-26T00:00:00+00:00",
"notional_amount": 150000,
"on_balance_sheet": true,
"originator_id": "SRBS",
"originator_type": "mortgage_lender",
"prev_payment_date": "2025-07-27T00:00:00+00:00",
"product_name": "STANDARD VARIABLE RATE",
"provision_amount": 0,
"provision_type": "none",
"purpose": "further_advance",
"rate": 5.75,
"rate_type": "variable",
"regulated": false,
"repayment_frequency": "monthly",
"repayment_type": "interest_only",
"reporting_entity_name": "SRBS",
"risk_country_code": "GB",
"risk_weight_std": 0,
"secured": true,
"start_date": "2006-01-27T00:00:00+00:00",
"status": "actual",
"trade_date": "2006-01-27T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
},
{
"id": "further_advance_mortgage_cancelled",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 0,
"administration": "principal",
"arrears_arrangement": "none",
"arrears_balance": -2698,
"asset_liability": "asset",
"balance": 150197,
"base_rate": "UKBRBASE",
"ccf": 0,
"count": 4,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "BNV123",
"customers": [
{
"id": "BNV123",
"income_amount": 0
}
],
"end_date": "2031-02-25T00:00:00+00:00",
"facility_currency_code": "GBP",
"first_payment_date": "1991-04-22T00:00:00+00:00",
"impairment_amount": 0,
"income_assessment": "joint",
"interest_repayment_frequency": "monthly",
"last_payment_date": "2031-01-27T00:00:00+00:00",
"movement": "other",
"next_payment_date": "2025-09-23T00:00:00+00:00",
"next_repricing_date": "2025-10-26T00:00:00+00:00",
"notional_amount": 150000,
"on_balance_sheet": true,
"originator_id": "SRBS",
"originator_type": "mortgage_lender",
"prev_payment_date": "2025-07-27T00:00:00+00:00",
"product_name": "STANDARD VARIABLE RATE",
"provision_amount": 0,
"provision_type": "none",
"purpose": "further_advance",
"rate": 5.75,
"rate_type": "variable",
"regulated": false,
"repayment_frequency": "monthly",
"repayment_type": "interest_only",
"reporting_entity_name": "SRBS",
"risk_country_code": "GB",
"risk_weight_std": 0,
"secured": true,
"start_date": "2006-01-27T00:00:00+00:00",
"status": "cancelled",
"trade_date": "2006-01-27T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "BNV123",
"date": "2025-08-26T00:00:00+00:00",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 3,
"start_date": "1900-03-29T00:00:00+00:00",
"status": "established",
"type": "natural_person",
"legal_entity_name": "SRBS",
"name": "QWE",
"address_city": "MILAN",
"count": 2,
"risk_country_code": "GB"
}
]
}
}
Construction mortgage
A short-term mortgage used to finance the construction or major renovation of a property. Includes the actual loan and its cancelled record.
{
"title": "construction_mortgage",
"comment": "A short-term mortgage used to finance the construction or major renovation of a property. Includes the actual loan and its cancelled record.",
"data": {
"loan": [
{
"id": "construction_mortgage_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 0,
"administration": "principal",
"arrears_arrangement": "none",
"arrears_balance": -179,
"asset_liability": "asset",
"balance": 2848,
"base_rate": "UKBRBASE",
"ccf": 1,
"count": 2,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "141rfa",
"customers": [
{
"id": "141rfa",
"income_amount": 0
}
],
"end_date": "2030-01-26T00:00:00+00:00",
"facility_currency_code": "GBP",
"first_payment_date": "1991-11-27T00:00:00+00:00",
"impairment_amount": 0,
"income_assessment": "joint",
"interest_repayment_frequency": "monthly",
"last_payment_date": "2030-01-06T00:00:00+00:00",
"limit_amount": 10000,
"movement": "other",
"next_payment_date": "2025-09-23T00:00:00+00:00",
"next_repricing_date": "2025-10-26T00:00:00+00:00",
"notional_amount": 5000,
"on_balance_sheet": true,
"originator_id": "SRBS",
"originator_type": "mortgage_lender",
"prev_payment_date": "2025-07-27T00:00:00+00:00",
"product_name": "STANDARD VARIABLE RATE",
"provision_amount": 0,
"provision_type": "none",
"purpose": "construction",
"rate": 5.75,
"rate_type": "variable",
"regulated": false,
"repayment_frequency": "monthly",
"repayment_type": "repayment",
"reporting_entity_name": "SRBS",
"risk_country_code": "GB",
"risk_weight_std": 0,
"secured": true,
"start_date": "1997-01-06T00:00:00+00:00",
"status": "actual",
"trade_date": "1997-01-06T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
},
{
"id": "construction_mortgage_cancelled",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 0,
"administration": "principal",
"arrears_arrangement": "none",
"arrears_balance": -179,
"asset_liability": "asset",
"balance": 2848,
"base_rate": "UKBRBASE",
"ccf": 1,
"count": 2,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "141rfa",
"customers": [
{
"id": "141rfa",
"income_amount": 0
}
],
"end_date": "2030-01-26T00:00:00+00:00",
"facility_currency_code": "GBP",
"first_payment_date": "1991-11-27T00:00:00+00:00",
"impairment_amount": 0,
"income_assessment": "joint",
"interest_repayment_frequency": "monthly",
"last_payment_date": "2030-01-06T00:00:00+00:00",
"limit_amount": 10000,
"movement": "other",
"next_payment_date": "2025-09-23T00:00:00+00:00",
"next_repricing_date": "2025-10-26T00:00:00+00:00",
"notional_amount": 5000,
"on_balance_sheet": true,
"originator_id": "SRBS",
"originator_type": "mortgage_lender",
"prev_payment_date": "2025-07-27T00:00:00+00:00",
"product_name": "STANDARD VARIABLE RATE",
"provision_amount": 0,
"provision_type": "none",
"purpose": "construction",
"rate": 5.75,
"rate_type": "variable",
"regulated": false,
"repayment_frequency": "monthly",
"repayment_type": "repayment",
"reporting_entity_name": "SRBS",
"risk_country_code": "GB",
"risk_weight_std": 0,
"secured": true,
"start_date": "1997-01-06T00:00:00+00:00",
"status": "cancelled",
"trade_date": "1997-01-06T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "141rfa",
"date": "2025-08-26T00:00:00+00:00",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 1,
"start_date": "1900-03-29T00:00:00+00:00",
"status": "established",
"type": "natural_person",
"legal_entity_name": "SRBS",
"name": "ASD",
"address_city": "MILAN",
"count": 1,
"risk_country_code": "GB"
}
]
}
}
Buy-to-let construction mortgage
A mortgage used by property investors to finance the construction or extensive renovation of a residential property intended for rental. Includes the actual loan and its committed record.
{
"title": "buy_to_let_construction_mortgage",
"comment": "A mortgage used by property investors to finance the construction or extensive renovation of a residential property intended for rental. Includes the actual loan and its committed record.",
"data": {
"loan": [
{
"id": "buy_to_let_construction_mortgage_actual",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 0,
"administration": "principal",
"arrears_arrangement": "none",
"arrears_balance": -179,
"asset_liability": "asset",
"balance": 2848,
"base_rate": "UKBRBASE",
"ccf": 1,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "141251",
"customers": [
{
"id": "141251",
"income_amount": 121437
}
],
"end_date": "2031-12-12T00:00:00+00:00",
"facility_currency_code": "GBP",
"first_payment_date": "1993-10-12T00:00:00+00:00",
"impairment_amount": 0,
"income_assessment": "joint",
"interest_repayment_frequency": "monthly",
"last_payment_date": "2031-11-22T00:00:00+00:00",
"limit_amount": 10000,
"movement": "other",
"next_payment_date": "2025-09-07T00:00:00+00:00",
"next_repricing_date": "2027-09-11T00:00:00+00:00",
"notional_amount": 5000,
"on_balance_sheet": true,
"originator_type": "mortgage_lender",
"prev_payment_date": "2025-08-11T00:00:00+00:00",
"provision_amount": 0,
"provision_type": "none",
"purpose": "buy_to_let_construct",
"rate": 5.75,
"rate_type": "variable",
"ref_income_amount": 121437,
"regulated": false,
"repayment_frequency": "monthly",
"repayment_type": "repayment",
"risk_country_code": "GB",
"risk_weight_std": 0,
"secured": true,
"start_date": "1998-11-22T00:00:00+00:00",
"status": "actual",
"trade_date": "1998-11-22T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
},
{
"id": "buy_to_let_construction_mortgage_committed",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 0,
"administration": "principal",
"arrears_arrangement": "none",
"arrears_balance": -179,
"asset_liability": "asset",
"balance": 2848,
"base_rate": "UKBRBASE",
"ccf": 1,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "141251",
"customers": [
{
"id": "141251",
"income_amount": 121437
}
],
"end_date": "2031-12-12T00:00:00+00:00",
"facility_currency_code": "GBP",
"first_payment_date": "1993-10-12T00:00:00+00:00",
"impairment_amount": 0,
"income_assessment": "joint",
"interest_repayment_frequency": "monthly",
"last_payment_date": "2031-11-22T00:00:00+00:00",
"limit_amount": 10000,
"movement": "other",
"next_payment_date": "2025-09-07T00:00:00+00:00",
"next_repricing_date": "2027-09-11T00:00:00+00:00",
"notional_amount": 5000,
"on_balance_sheet": true,
"originator_type": "mortgage_lender",
"prev_payment_date": "2025-08-11T00:00:00+00:00",
"provision_amount": 0,
"provision_type": "none",
"purpose": "buy_to_let_construct",
"rate": 5.75,
"rate_type": "variable",
"ref_income_amount": 121437,
"regulated": false,
"repayment_frequency": "monthly",
"repayment_type": "repayment",
"risk_country_code": "GB",
"risk_weight_std": 0,
"secured": true,
"start_date": "1998-11-22T00:00:00+00:00",
"status": "committed",
"trade_date": "1998-11-22T00:00:00+00:00",
"type": "mortgage",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "141251",
"date": "2025-08-26T00:00:00+00:00",
"country_code": "GB",
"type": "natural_person",
"cqs_standardised": 1
}
]
}
}
Personal buy-to-let loan
A loan or credit facility to an individual purchasing property to rent out for income.
{
"title": "personal_buy_to_let_loan",
"comment": "A loan or credit facility to an individual purchasing property to rent out for income.",
"data": {
"loan": [
{
"id": "personal_buy_to_let_loan",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 32775,
"asset_liability": "asset",
"balance": 17755303,
"count": 3,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "CU11231",
"customers": [
{
"id": "CU11231",
"income_amount": 0
}
],
"end_date": "2025-09-12T00:00:00+00:00",
"limit_amount": 17722528,
"movement": "other",
"next_payment_date": "2025-09-12T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "buy_to_let",
"rate": 4.5,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "combined",
"risk_country_code": "GB",
"secured": true,
"start_date": "2015-03-12T00:00:00+00:00",
"status": "actual",
"trade_date": "2015-03-12T00:00:00+00:00",
"type": "personal",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "CU11231",
"date": "2025-08-26T00:00:00+00:00",
"boe_sector_code": "Other UK residents; Individual and individual trusts",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 2,
"sic_code": 0,
"source": "Equation",
"start_date": "2006-07-10T00:00:00+00:00",
"status": "established",
"type": "natural_person"
}
]
}
}
Other personal loan
A loan or credit facility to an individual whose purpose does not fit any of the defined purposes.
{
"title": "other_personal_loan",
"comment": "A loan or credit facility to an individual whose purpose does not fit any of the defined purposes.",
"data": {
"loan": [
{
"id": "other_personal_loan",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest_balance": 45719,
"arrears_balance": 74294,
"asset_liability": "asset",
"balance": 18535794,
"count": 1,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "CU111451",
"customers": [
{
"id": "CU111451",
"income_amount": 0
}
],
"end_date": "2027-01-31T00:00:00+00:00",
"limit_amount": 17200000,
"movement": "other",
"next_payment_date": "2025-09-08T00:00:00+00:00",
"on_balance_sheet": true,
"purpose": "other",
"rate": 4.75,
"rate_type": "variable",
"repayment_frequency": "monthly",
"repayment_type": "interest_only",
"risk_country_code": "GB",
"secured": false,
"start_date": "2007-01-08T00:00:00+00:00",
"status": "actual",
"trade_date": "2007-01-08T00:00:00+00:00",
"type": "personal",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "CU111451",
"date": "2025-08-26T00:00:00+00:00",
"boe_sector_code": "Other UK residents; Individual and individual trusts",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"product_count": 1,
"sic_code": 0,
"source": "Equation",
"start_date": "2006-08-14T00:00:00+00:00",
"status": "established",
"type": "natural_person"
}
]
}
}
Other loan
Borrowing against trading positions, for example funding for a short position. This can be an asset or a liability depending on who is facilitating the trade.
{
"title": "other_loan",
"comment": "Borrowing against trading positions, for example funding for a short position. This can be an asset or a liability depending on who is facilitating the trade.",
"data": {
"loan": [
{
"id": "other_loan",
"date": "2025-08-26T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"asset_liability": "liability",
"balance": -482204,
"count": 2,
"currency_code": "AUD",
"customer_id": "CU10987654",
"customers": [
{
"id": "CU10987654",
"income_amount": 0
}
],
"end_date": "2025-08-27T00:00:00+00:00",
"on_balance_sheet": true,
"product_name": "funding",
"reporting_id": "FI6C7E5PBUB3F9K43B44",
"reporting_entity_name": "17491",
"start_date": "2025-08-26T00:00:00+00:00",
"trade_date": "2025-08-26T00:00:00+00:00",
"type": "other",
"regulatory_book": "banking_book"
}
],
"customer": [
{
"id": "CU10987654",
"date": "2025-08-26T00:00:00+00:00",
"country_code": "BE",
"intra_group": false,
"sic_code": 66190,
"type": "ccp",
"legal_entity_name": "Legal Name 000466",
"lei_code": "4129009N55YRQC69CN08",
"name": "Customer Name 000466",
"snp_lt": "aa",
"fitch_lt": "aa"
}
]
}
}
Derivative examples
Bermudan swaption
Short USD 1y into 10y receiver swaption exercisable annually with physical settlement
{
"title": "bermudan_swaption",
"comment": "usd_bermudan_swaption",
"data": {
"derivative": [
{
"date": "2019-01-01T00:00:00",
"id": "usd_bermudan_swaption",
"asset_class": "ir",
"type": "swaption",
"leg_type": "put",
"position": "short",
"currency_code": "USD",
"notional_amount": 10000,
"strike": 0.02,
"underlying_index": "USD_LIBOR",
"underlying_index_tenor": "6m",
"start_date": "2019-01-01T00:00:00",
"end_date": "2020-01-01T00:00:00",
"last_payment_date": "2030-01-01T00:00:00",
"next_exercise_date": "2020-01-01T00:00:00",
"underlying_price": 0.02,
"settlement_type": "physical",
"mtm_dirty": -5
}
]
}
}
Bond future
June IMM Bund future (underlying index is the expected CTD on the reporting date)
{
"title": "bond_future",
"comment": "Bund June IMM future",
"data": {
"derivative": [
{
"id": "Bund June IMM future",
"date": "2019-04-30T00:00:00",
"asset_class": "ir",
"type": "future",
"leg_type": "indexed",
"currency_code": "EUR",
"notional_amount": 10000,
"rate": 125.5,
"underlying_index": "BUND0829",
"trade_date": "2019-04-01T00:00:00",
"start_date": "2019-05-02T00:00:00",
"end_date": "2019-05-04T00:00:00",
"last_payment_date": "2029-08-15T00:00:00",
"settlement_type": "physical",
"mtm_dirty": -25
}
]
}
}
Futures on 20-year treasury bond that matures in 2 years
{
"title": "bond_future2",
"comment": "T-Bond Mar21 future",
"data": {
"derivative": [
{
"id": "T-Bond Mar21 future",
"date": "2019-04-30T00:00:00",
"asset_class": "ir",
"type": "future",
"leg_type": "indexed",
"currency_code": "USD",
"notional_amount": 100,
"trade_date": "2019-04-01T00:00:00",
"start_date": "2019-05-02T00:00:00",
"end_date": "2021-03-15T00:00:00",
"last_payment_date": "2041-03-15T00:00:00",
"underlying_index": "T-bondMar41",
"settlement_type": "physical"
}
]
}
}
Cross-currency swap
A cross-currency swap exchanging cash flows in two different currencies, shown as its fixed and floating legs.
{
"title": "xccy_swap",
"comment": "A cross-currency swap exchanging cash flows in two different currencies, shown as its fixed and floating legs.",
"data": {
"derivative": [
{
"id": "cross_currency_swap_long",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "hazel",
"asset_class": "fx",
"type": "xccy",
"position": "long",
"leg_type": "fixed",
"currency_code": "EUR",
"notional_amount": 10000000,
"rate": 0.025,
"mtm_dirty": 100000,
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2030-10-27T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "lantern1"
},
{
"id": "cross_currency_swap_short",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "hazel",
"asset_class": "fx",
"type": "xccy",
"position": "short",
"leg_type": "floating",
"currency_code": "USD",
"notional_amount": 12500000,
"rate": -0.001,
"mtm_dirty": 0,
"underlying_index": "USD_LIBOR",
"underlying_index_tenor": "3m",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2030-10-27T00:00:00+00:00",
"next_reset_date": "2026-04-26T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "lantern1"
}
],
"customer": [
{
"id": "lantern1",
"date": "2026-01-26T00:00:00+00:00",
"type": "corporate",
"country_code": "GB",
"name": "Corporate entity 1",
"legal_entity_name": "Corporate entity 1",
"currency_code": "GBP",
"moodys_lt": "baa2",
"snp_lt": "bbb"
}
],
"agreement": [
{
"id": "nectar",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily"
},
{
"id": "falcon1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Commodity option
An option on the price of an underlying commodity.
{
"title": "commodity_option",
"comment": "An option on the price of an underlying commodity.",
"data": {
"derivative": [
{
"id": "commodity_option",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "harbor1",
"asset_class": "agri",
"type": "option",
"position": "short",
"leg_type": "put",
"currency_code": "USD",
"notional_amount": 10000000,
"strike": 0.2,
"mtm_dirty": -100000,
"underlying_index": "Sugar",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-10-27T00:00:00+00:00",
"last_exercise_date": "2026-10-25T00:00:00+00:00",
"settlement_type": "cash",
"regulatory_book": "trading_book",
"underlying_price": 0.22,
"delta": -1,
"customer_id": "CU0941"
}
],
"customer": [
{
"id": "CU0941",
"date": "2026-01-26T00:00:00+00:00",
"type": "credit_institution",
"country_code": "GB",
"name": "Bank 1",
"legal_entity_name": "Bank 1",
"currency_code": "GBP",
"moodys_lt": "aa2",
"snp_lt": "aa"
}
],
"agreement": [
{
"id": "harbor1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "CU0941",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Credit default swap - Index
A credit default swap referencing an index of underlying credit entities.
{
"title": "cds_index",
"comment": "A credit default swap referencing an index of underlying credit entities.",
"data": {
"derivative": [
{
"id": "cds_index",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"asset_class": "cr_single",
"type": "cds",
"position": "long",
"leg_type": "indexed",
"currency_code": "USD",
"notional_amount": 10000000,
"rate": 0.015,
"mtm_dirty": 100000,
"underlying_security_id": "Corp_XYZ_4_1Feb29",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-10-27T00:00:00+00:00",
"last_payment_date": "2031-01-28T00:00:00+00:00",
"settlement_type": "physical",
"regulatory_book": "trading_book",
"delta": -1,
"purpose": "cva_hedge",
"customer_id": "lantern1"
}
],
"customer": [
{
"id": "lantern1",
"date": "2026-01-26T00:00:00+00:00",
"type": "corporate",
"country_code": "GB",
"name": "Corporate entity 1",
"legal_entity_name": "Corporate entity 1",
"currency_code": "GBP",
"moodys_lt": "baa2",
"snp_lt": "bbb"
}
],
"agreement": [
{
"id": "nectar",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily"
},
{
"id": "falcon1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Credit default swap - Single name
Single name CDS; reference obligation US corporate bond with July 2028 maturity
{
"title": "cds_single_name",
"comment": "cds_single_name",
"data": {
"derivative": [
{
"id": "corp_cds_5y",
"date": "2019-01-01T00:00:00",
"asset_class": "cr_single",
"type": "cds",
"underlying_security_id": "Corp_Jul28",
"leg_type": "indexed",
"position": "short",
"delta":-1,
"currency_code": "USD",
"notional_amount": 100,
"trade_date": "2018-07-01T00:00:00",
"start_date": "2018-07-03T00:00:00",
"end_date": "2023-07-03T00:00:00",
"rate": 0.005,
"settlement_type": "cash"
}
],
"security": [
{
"id": "Corp_Jul28",
"date": "2019-01-01T00:00:00",
"type": "bond",
"underlying_issuer_id": "us_corp",
"isin_code": "XS1234567890",
"currency_code": "USD",
"issue_date": "2018-07-01 00:00:00",
"maturity_date": "2028-07-01 00:00:00",
"cqs_standardised": 3
}
],
"issuer": [
{
"id": "us_corp",
"date": "2019-01-01T00:00:00",
"type": "corporate",
"country_code": "US",
"snp_lt": "a_plus",
"moodys_lt": "a1"
}
]
}
}
Equity option
An option contract whose underlying asset is a single company’s stock.
{
"title": "equity_option",
"comment": "An option contract whose underlying asset is a single company's stock.",
"data": {
"derivative": [
{
"id": "equity_single_name_option",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"asset_class": "eq_single",
"type": "option",
"position": "short",
"leg_type": "put",
"currency_code": "USD",
"notional_amount": 10000000,
"strike": 80,
"mtm_dirty": -100000,
"underlying_security_id": "Corp_XYZ_stock",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-10-27T00:00:00+00:00",
"last_exercise_date": "2026-10-25T00:00:00+00:00",
"regulatory_book": "trading_book",
"underlying_price": 50,
"delta": -1,
"customer_id": "lantern1"
}
],
"customer": [
{
"id": "lantern1",
"date": "2026-01-26T00:00:00+00:00",
"type": "corporate",
"country_code": "GB",
"name": "Corporate entity 1",
"legal_entity_name": "Corporate entity 1",
"currency_code": "GBP",
"moodys_lt": "baa2",
"snp_lt": "bbb"
}
],
"agreement": [
{
"id": "nectar",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily"
},
{
"id": "falcon1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Equity total return swap
Short 5y EUR total return swap on EquityABC
{
"title": "equity_total_return_swap",
"comment": "equity_total_return_swap",
"data": {
"derivative": [
{
"date": "2020-03-31T00:00:00",
"id": "eur_equity_trs:equity_leg",
"deal_id": "eur_equity_trs",
"asset_class": "eq",
"type": "vanilla_swap",
"leg_type": "indexed",
"position": "short",
"currency_code": "EUR",
"notional_amount": 10000,
"underlying_security_id": "EquityABC",
"trade_date": "2019-02-25T00:00:00",
"start_date": "2019-02-27T00:00:00",
"end_date": "2024-02-27T00:00:00",
"mtm_dirty": 140
},
{
"date": "2020-03-31T00:00:00",
"id": "eur_equity_trs:floating_leg",
"deal_id": "long_eur_equity_trs",
"asset_class": "eq",
"type": "vanilla_swap",
"leg_type": "floating",
"position": "long",
"currency_code": "EUR",
"notional_amount": 10000,
"rate": 0.0225,
"underlying_index": "EURIBOR",
"underlying_index_tenor": "3m",
"trade_date": "2019-02-25T00:00:00",
"start_date": "2019-02-27T00:00:00",
"end_date": "2024-02-27T00:00:00"
}
],
"security": [
{
"date": "2020-03-31T00:00:00",
"id": "EquityABC",
"type": "equity",
"currency_code": "USD",
"start_date": "2020-03-31T00:00:00",
"issue_date": "2017-03-01T00:00:00",
"purpose": "reference"
}
]
}
}
Forward rate agreement
Short 6x12 USD FRA
{
"title": "fra_6x12",
"comment": "6x12-fra",
"data": {
"derivative": [
{
"date": "2020-03-31T00:00:00",
"id": "6x12-fra",
"asset_class": "ir",
"type": "fra",
"leg_type": "indexed",
"position": "short",
"currency_code": "USD",
"notional_amount": 10000,
"underlying_index": "USD_LIBOR",
"underlying_index_tenor": "6m",
"trade_date": "2019-11-25T00:00:00",
"start_date": "2020-05-27T00:00:00",
"end_date": "2020-11-27T00:00:00",
"settlement_type": "cash",
"rate": 0.005,
"mtm_dirty": -25
}
]
}
}
FX forward
An FX forward to sell one currency and buy another at a predetermined exchange rate on a future date, shown as its two legs.
{
"title": "fx_forward",
"comment": "An FX forward to sell one currency and buy another at a predetermined exchange rate on a future date, shown as its two legs.",
"data": {
"derivative": [
{
"id": "fx_forward_short",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "garden1",
"deal_id": "silver",
"asset_class": "fx",
"type": "forward",
"position": "short",
"leg_type": "fixed",
"currency_code": "EUR",
"notional_amount": 6191853,
"mtm_dirty": -6052206,
"trade_date": "2023-08-07T00:00:00+00:00",
"start_date": "2023-08-07T00:00:00+00:00",
"end_date": "2027-04-19T00:00:00+00:00",
"regulatory_book": "trading_book",
"delta": -1,
"fvh_level": 2,
"purpose": "back_to_back",
"initial_margin": 0,
"on_balance_sheet": true,
"reporting_id": "12453",
"reporting_entity_name": "987463",
"asset_liability": "asset",
"accounting_treatment": "held_for_trading",
"customer_id": "CU09831"
},
{
"id": "fx_forward_long",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "garden1",
"deal_id": "silver",
"asset_class": "fx",
"type": "forward",
"position": "long",
"leg_type": "fixed",
"currency_code": "CZK",
"notional_amount": 154000000,
"mtm_dirty": 148100646,
"trade_date": "2023-08-07T00:00:00+00:00",
"start_date": "2023-08-07T00:00:00+00:00",
"end_date": "2027-04-19T00:00:00+00:00",
"regulatory_book": "trading_book",
"delta": 1,
"fvh_level": 2,
"purpose": "back_to_back",
"initial_margin": 0,
"on_balance_sheet": true,
"reporting_id": "12453",
"reporting_entity_name": "987463",
"asset_liability": "asset",
"accounting_treatment": "held_for_trading",
"customer_id": "CU09831"
}
],
"customer": [
{
"id": "CU09831",
"date": "2026-01-26T00:00:00+00:00",
"type": "corporate",
"country_code": "DE",
"name": "Corporate entity 3",
"legal_entity_name": "Legal Name 2",
"fitch_lt": "a_minus",
"moodys_lt": "baa1",
"snp_lt": "bbb_plus",
"intra_group": false,
"parent_id": "orchid",
"sic_code": 32990,
"lei_code": "AB000000000000L00072"
}
],
"agreement": [
{
"id": "garden1",
"date": "2026-01-26T00:00:00+00:00",
"country_code": "DE"
}
]
}
}
FX future
A futures contract to exchange one currency for another at a predetermined rate on a future date.
{
"title": "fx_future",
"comment": "A futures contract to exchange one currency for another at a predetermined rate on a future date.",
"data": {
"derivative": [
{
"id": "fx_future",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "kernel1",
"csa_id": "olive",
"asset_class": "fx",
"type": "future",
"position": "short",
"leg_type": "indexed",
"currency_code": "EUR",
"notional_amount": 10000000,
"mtm_dirty": 10000,
"underlying_currency_code": "USD",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-06-15T00:00:00+00:00",
"settlement_type": "cash",
"regulatory_book": "trading_book",
"customer_id": "CCP_01"
}
],
"customer": [
{
"id": "CCP_01",
"date": "2026-01-26T00:00:00+00:00",
"type": "ccp",
"country_code": "GB",
"name": "Corp 5",
"legal_entity_name": "Corp 5",
"currency_code": "GBP",
"moodys_lt": "a3",
"snp_lt": "a"
}
],
"agreement": [
{
"id": "olive",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "quartz1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily_settled"
},
{
"id": "kernel1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "CCP_01",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
FX option
Short USD call YEN put FX option, exercise on Match 2020
{
"title": "fx_option",
"comment": "USD-JPY call 130",
"data": {
"derivative": [
{
"date": "2019-12-31T00:00:00",
"id": "USDJPY call 130",
"asset_class": "fx",
"type": "option",
"leg_type": "call",
"position": "short",
"currency_code": "USD",
"notional_amount": 100,
"underlying_currency_code": "JPY",
"strike": 130,
"trade_date": "2019-12-01T00:00:00",
"start_date": "2019-12-05T00:00:00",
"end_date": "2020-03-05T00:00:00",
"last_exercise_date": "2020-03-03T00:00:00",
"underlying_price": 130,
"mtm_dirty": -2
}
]
}
}
FX spot
A spot FX transaction selling one currency and buying another, shown as its two legs.
{
"title": "fx_spot",
"comment": "A spot FX transaction selling one currency and buying another, shown as its two legs.",
"data": {
"derivative": [
{
"id": "fx_spot_short",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "AA3251",
"csa_id": "lotus",
"deal_id": "raven",
"asset_class": "fx",
"type": "spot",
"position": "short",
"leg_type": "fixed",
"currency_code": "USD",
"notional_amount": 500000,
"mtm_dirty": -499826,
"trade_date": "2026-01-19T00:00:00+00:00",
"start_date": "2026-01-19T00:00:00+00:00",
"end_date": "2026-01-29T00:00:00+00:00",
"regulatory_book": "trading_book",
"delta": -1,
"fvh_level": 2,
"purpose": "back_to_back",
"initial_margin": 0,
"on_balance_sheet": true,
"reporting_id": "12453",
"reporting_entity_name": "987463",
"asset_liability": "liability",
"accounting_treatment": "held_for_trading",
"customer_id": "CU098"
},
{
"id": "fx_spot_long",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "AA3251",
"csa_id": "lotus",
"deal_id": "raven",
"asset_class": "fx",
"type": "spot",
"position": "long",
"leg_type": "fixed",
"currency_code": "CNH",
"notional_amount": 3561295,
"mtm_dirty": 3560060,
"trade_date": "2026-01-19T00:00:00+00:00",
"start_date": "2026-01-19T00:00:00+00:00",
"end_date": "2026-01-29T00:00:00+00:00",
"regulatory_book": "trading_book",
"delta": 1,
"fvh_level": 2,
"purpose": "back_to_back",
"initial_margin": 0,
"on_balance_sheet": true,
"reporting_id": "12453",
"reporting_entity_name": "987463",
"asset_liability": "liability",
"accounting_treatment": "held_for_trading",
"customer_id": "CU098"
}
],
"customer": [
{
"id": "CU098",
"date": "2026-01-26T00:00:00+00:00",
"type": "credit_institution",
"country_code": "IT",
"name": "Corporate entity 2",
"legal_entity_name": "Legal Name 1",
"fitch_lt": "a_minus",
"moodys_lt": "baa1",
"snp_lt": "bbb_plus",
"intra_group": false,
"parent_id": "pebble",
"sic_code": 64999,
"lei_code": "AB000000000000L00019"
}
],
"agreement": [
{
"id": "lotus",
"date": "2026-01-26T00:00:00+00:00",
"base_currency_code": "EUR",
"country_code": "IT",
"margin_frequency": "daily",
"minimum_transfer_amount": 250000,
"threshold": 0,
"number_of_disputes": 0
},
{
"id": "AA3251",
"date": "2026-01-26T00:00:00+00:00",
"base_currency_code": "EUR",
"country_code": "IT",
"margin_frequency": "daily",
"minimum_transfer_amount": 250000,
"threshold": 0
}
]
}
}
FX swap
Short 1-year AUDUSD fx swap. The notional amounts are used to calculate the spot rate (occuring on the start date).
{
"title": "fx_swap",
"comment": "fx_swap: this is a legacy mapping. Please refer to fx_foward.",
"data": {
"derivative": [
{
"date": "2019-04-30T00:00:00",
"id": "audusd_swap:aud",
"deal_id": "audusd_swap",
"asset_class": "fx",
"type": "vanilla_swap",
"leg_type": "fixed",
"position": "short",
"currency_code": "AUD",
"notional_amount": 10000,
"trade_date": "2019-02-25T00:00:00",
"start_date": "2019-02-27T00:00:00",
"end_date": "2020-02-27T00:00:00",
"mtm_dirty": -2
},
{
"date": "2019-04-30T00:00:00",
"id": "audusd_swap:aud",
"deal_id": "audusd_swap",
"asset_class": "fx",
"type": "vanilla_swap",
"leg_type": "fixed",
"position": "long",
"currency_code": "USD",
"notional_amount": 10275,
"trade_date": "2019-02-25T00:00:00",
"start_date": "2019-02-27T00:00:00",
"end_date": "2020-02-27T00:00:00"
}
]
}
}
Interest rate cap floor
Short 1y collar vs Euribor 3M
{
"title": "ir_cap_floor",
"comment": "IR Cap Floor",
"data": {
"derivative": [
{
"date": "2020-03-31T00:00:00",
"id": "short_eur_1y_collar:short_cap",
"deal_id": "short_eur_1y_collar",
"asset_class": "ir",
"type": "cap_floor",
"leg_type": "call",
"position": "short",
"currency_code": "EUR",
"notional_amount": 10000,
"underlying_index": "EURIBOR",
"underlying_index_tenor": "3m",
"trade_date": "2019-02-25T00:00:00",
"start_date": "2019-02-27T00:00:00",
"end_date": "2020-02-27T00:00:00",
"next_exercise_date": "2019-05-25T00:00:00",
"strike": 0.015,
"underlying_price": 0.01,
"mtm_dirty": -40
},
{
"date": "2020-03-31T00:00:00",
"id": "short_eur_1y_collar:long_floor",
"deal_id": "short_eur_1y_collar",
"asset_class": "ir",
"type": "cap_floor",
"leg_type": "put",
"position": "long",
"currency_code": "EUR",
"notional_amount": 10000,
"underlying_index": "EURIBOR",
"underlying_index_tenor": "3m",
"trade_date": "2019-02-25T00:00:00",
"start_date": "2019-02-27T00:00:00",
"end_date": "2020-02-27T00:00:00",
"next_exercise_date": "2019-05-25T00:00:00",
"strike": 0.005,
"underlying_price": 0.01,
"mtm_dirty": 110
}
],
"derivative_cash_flow": [
{
"date": "2020-03-31T00:00:00",
"id": "short_eur_1y_collar:short_cap 2",
"derivative_id": "short_eur_1y_collar:short_cap",
"trade_date": "2019-02-25T00:00:00",
"asset_class": "ir",
"leg": "pay",
"currency_code": "EUR",
"notional_amount": 10000,
"balance": 0,
"reset_date": "2019-05-27T00:00:00",
"payment_date": "2019-08-27T00:00:00",
"forward_rate": 0.005
},
{
"date": "2020-03-31T00:00:00",
"id": "short_eur_1y_collar:short_cap 3",
"derivative_id": "short_eur_1y_collar:short_cap",
"trade_date": "2019-02-25T00:00:00",
"asset_class": "ir",
"leg": "pay",
"currency_code": "EUR",
"notional_amount": 10000,
"balance": 0,
"reset_date": "2019-08-27T00:00:00",
"payment_date": "2019-11-27T00:00:00",
"forward_rate": 0.01
},
{
"date": "2020-03-31T00:00:00",
"id": "short_eur_1y_collar:short_cap 4",
"derivative_id": "short_eur_1y_collar:short_cap",
"trade_date": "2019-02-25T00:00:00",
"asset_class": "ir",
"leg": "pay",
"currency_code": "EUR",
"notional_amount": 10000,
"balance": 0,
"reset_date": "2019-11-27T00:00:00",
"payment_date": "2020-02-27T00:00:00",
"forward_rate": 0.015
},
{
"date": "2020-03-31T00:00:00",
"id": "short_eur_1y_collar:long_floor 2",
"derivative_id": "short_eur_1y_collar:long_floor",
"trade_date": "2019-02-25T00:00:00",
"asset_class": "ir",
"leg": "receive",
"currency_code": "EUR",
"notional_amount": 10000,
"balance": 0,
"reset_date": "2019-05-27T00:00:00",
"payment_date": "2019-08-27T00:00:00",
"forward_rate": 0.005
},
{
"date": "2020-03-31T00:00:00",
"id": "short_eur_1y_collar:long_floor 3",
"derivative_id": "short_eur_1y_collar:long_floor",
"trade_date": "2019-02-25T00:00:00",
"asset_class": "ir",
"leg": "receive",
"currency_code": "EUR",
"notional_amount": 10000,
"balance": 0,
"reset_date": "2019-08-27T00:00:00",
"payment_date": "2019-11-27T00:00:00",
"forward_rate": 0.01
},
{
"date": "2020-03-31T00:00:00",
"id": "short_eur_1y_collar:long_floor 4",
"derivative_id": "short_eur_1y_collar:long_floor",
"trade_date": "2019-02-25T00:00:00",
"asset_class": "ir",
"leg": "receive",
"currency_code": "EUR",
"notional_amount": 10000,
"balance": 0,
"reset_date": "2019-11-27T00:00:00",
"payment_date": "2020-02-27T00:00:00",
"forward_rate": 0.015
}
]
}
}
Interest rate digital floor
Long EUR 1y 0% digital floor vs Euribor 3M
{
"title": "ir_digital_floor",
"comment": "IR Digital Floor",
"data": {
"derivative": [
{
"date": "2020-03-31T00:00:00",
"id": "1y digital floor:long floor",
"deal_id": "1y digital floor",
"asset_class": "ir",
"type": "cap_floor",
"leg_type": "put",
"position": "long",
"currency_code": "EUR",
"notional_amount": 100000,
"underlying_index": "EURIBOR",
"underlying_index_tenor": "3m",
"trade_date": "2019-02-25T00:00:00",
"start_date": "2019-02-27T00:00:00",
"end_date": "2020-02-27T00:00:00",
"last_exercise_date": "2019-05-25T00:00:00",
"strike": 0.0005,
"mtm_dirty": -40
},
{
"date": "2020-03-31T00:00:00",
"id": "1y digital floor:short floor",
"deal_id": "1y digital floor",
"asset_class": "ir",
"type": "cap_floor",
"leg_type": "put",
"position": "short",
"currency_code": "EUR",
"notional_amount": 100000,
"underlying_index": "EURIBOR",
"underlying_index_tenor": "3m",
"trade_date": "2019-02-25T00:00:00",
"start_date": "2019-02-27T00:00:00",
"end_date": "2020-02-27T00:00:00",
"last_exercise_date": "2019-05-25T00:00:00",
"strike": -0.0005
}
],
"derivative_cash_flow": [
{
"id": "1y digital floor:long floor_1",
"derivative_id": "1y digital floor:long floor",
"date": "2020-03-31T00:00:00",
"trade_date": "2019-02-25T00:00:00",
"asset_class": "ir",
"currency_code": "EUR",
"notional_amount": 100000,
"reset_date": "2019-05-27T00:00:00",
"payment_date": "2019-08-27T00:00:00",
"forward_rate": 0.0025
},
{
"id": "1y digital floor:long floor_2",
"derivative_id": "1y digital floor:long floor",
"date": "2020-03-31T00:00:00",
"trade_date": "2019-02-25T00:00:00",
"asset_class": "ir",
"currency_code": "EUR",
"notional_amount": 100000,
"reset_date": "2019-08-27T00:00:00",
"payment_date": "2019-11-27T00:00:00",
"forward_rate": 0.005
},
{
"id": "1y digital floor:long floor_3",
"derivative_id": "1y digital floor:long floor",
"date": "2020-03-31T00:00:00",
"trade_date": "2019-02-25T00:00:00",
"asset_class": "ir",
"currency_code": "EUR",
"notional_amount": 100000,
"reset_date": "2019-11-27T00:00:00",
"payment_date": "2020-02-27T00:00:00",
"forward_rate": 0.0075
},
{
"id": "1y digital floor:short floor_1",
"derivative_id": "1y digital floor:short floor",
"date": "2020-03-31T00:00:00",
"trade_date": "2019-02-25T00:00:00",
"asset_class": "ir",
"currency_code": "EUR",
"notional_amount": 100000,
"reset_date": "2019-05-27T00:00:00",
"payment_date": "2019-08-27T00:00:00",
"forward_rate": 0.0025
},
{
"id": "1y digital floor:short floor_2",
"derivative_id": "1y digital floor:short floor",
"date": "2020-03-31T00:00:00",
"trade_date": "2019-02-25T00:00:00",
"asset_class": "ir",
"currency_code": "EUR",
"notional_amount": 100000,
"reset_date": "2019-08-27T00:00:00",
"payment_date": "2019-11-27T00:00:00",
"forward_rate": 0.005
},
{
"id": "1y digital floor:short floor_3",
"derivative_id": "1y digital floor:short floor",
"date": "2020-03-31T00:00:00",
"trade_date": "2019-02-25T00:00:00",
"asset_class": "ir",
"currency_code": "EUR",
"notional_amount": 100000,
"reset_date": "2019-11-27T00:00:00",
"payment_date": "2020-02-27T00:00:00",
"forward_rate": 0.0075
}
]
}
}
Interest rate future
A futures contract whose underlying reference is an interest rate.
{
"title": "ir_future",
"comment": "A futures contract whose underlying reference is an interest rate.",
"data": {
"derivative": [
{
"id": "interest_rate_future",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "kernel1",
"csa_id": "olive",
"asset_class": "ir",
"type": "future",
"position": "long",
"leg_type": "indexed",
"currency_code": "EUR",
"notional_amount": 10000000,
"rate": 0.02,
"mtm_dirty": 100000,
"underlying_index": "EURIBOR",
"underlying_index_tenor": "3m",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-06-15T00:00:00+00:00",
"last_payment_date": "2026-09-15T00:00:00+00:00",
"settlement_type": "cash",
"regulatory_book": "trading_book",
"delta": -1,
"customer_id": "CCP_01"
}
],
"customer": [
{
"id": "CCP_01",
"date": "2026-01-26T00:00:00+00:00",
"type": "ccp",
"country_code": "GB",
"name": "Corp 5",
"legal_entity_name": "Corp 5",
"currency_code": "GBP",
"moodys_lt": "a3",
"snp_lt": "a"
}
],
"agreement": [
{
"id": "olive",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "quartz1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily_settled"
},
{
"id": "kernel1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "CCP_01",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Interest rate swap
An interest rate swap paying the fixed rate and receiving the floating rate, shown as its two legs.
{
"title": "interest_rate_swap",
"comment": "An interest rate swap paying the fixed rate and receiving the floating rate, shown as its two legs.",
"data": {
"derivative": [
{
"id": "ir_swap_pay_fix",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "ivory1",
"csa_id": "ivory1",
"deal_id": "103224",
"asset_class": "ir",
"type": "vanilla_swap",
"position": "long",
"leg_type": "fixed",
"currency_code": "GBP",
"notional_amount": -7500000000,
"mtm_dirty": 36131007,
"trade_date": "2025-09-26T00:00:00+00:00",
"start_date": "2026-02-07T00:00:00+00:00",
"end_date": "2028-03-27T00:00:00+00:00",
"regulatory_book": "banking_book",
"on_balance_sheet": true,
"reporting_id": "312312",
"reporting_entity_name": "ASFAS",
"customer_id": "CU0941412"
},
{
"id": "ir_swap_pay_float",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "ivory1",
"csa_id": "ivory1",
"deal_id": "103224",
"asset_class": "ir",
"type": "vanilla_swap",
"position": "short",
"leg_type": "floating",
"currency_code": "GBP",
"notional_amount": 7500000000,
"mtm_dirty": 0,
"trade_date": "2025-09-26T00:00:00+00:00",
"start_date": "2026-02-07T00:00:00+00:00",
"end_date": "2028-03-27T00:00:00+00:00",
"regulatory_book": "banking_book",
"on_balance_sheet": true,
"reporting_id": "312312",
"reporting_entity_name": "ASFAS",
"customer_id": "CU0941412"
}
],
"customer": [
{
"id": "CU0941412",
"date": "2026-01-26T00:00:00+00:00",
"type": "credit_institution",
"country_code": "GB",
"name": "Bank 4",
"legal_entity_name": "Bank 4",
"moodys_lt": "a1",
"credit_impaired": false,
"status": "established",
"intra_group": false,
"parent_id": "nebula"
}
]
}
}
Interest rate swap amortising
An interest rate swap whose notional amount decreases over the life of the contract, shown as its fixed and floating legs.
{
"title": "interest_rate_swap_amortising",
"comment": "An interest rate swap whose notional amount decreases over the life of the contract, shown as its fixed and floating legs.",
"data": {
"derivative": [
{
"id": "interest_rate_swap_amortising_long",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "thunder",
"asset_class": "ir",
"type": "vanilla_swap",
"position": "long",
"leg_type": "fixed",
"currency_code": "USD",
"notional_amount": 10000000,
"rate": 0.025,
"mtm_dirty": 100000,
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-10-27T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "lantern1"
},
{
"id": "interest_rate_swap_amortising_short",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "thunder",
"asset_class": "ir",
"type": "vanilla_swap",
"position": "short",
"leg_type": "floating",
"currency_code": "USD",
"notional_amount": 10000000,
"mtm_dirty": 0,
"underlying_index": "USD_LIBOR",
"underlying_index_tenor": "3m",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-10-27T00:00:00+00:00",
"next_reset_date": "2026-04-26T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "lantern1"
}
],
"customer": [
{
"id": "lantern1",
"date": "2026-01-26T00:00:00+00:00",
"type": "corporate",
"country_code": "GB",
"name": "Corporate entity 1",
"legal_entity_name": "Corporate entity 1",
"currency_code": "GBP",
"moodys_lt": "baa2",
"snp_lt": "bbb"
}
],
"agreement": [
{
"id": "nectar",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily"
},
{
"id": "falcon1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Margined netting agreement
Margined netting agreement, collateralised with initial collateral amount and variation margin
{
"title": "margined_netting_agreement",
"comment": "Margined Netting Set with collateral. Example trade is an IRS. Agreement schemas contain an MNA (representing the netting set) and a CSA (representing margined status - exchanges of collateral)",
"data": {
"derivative": [
{
"date": "2020-03-31T00:00:00",
"id": "eur_10y_irs_fixed",
"deal_id": "eur_10y_irs",
"customer_id": "ccp_1",
"mna_id": "isda_master_agreement",
"csa_id": "csa_daily_margined",
"asset_class": "ir",
"type": "vanilla_swap",
"leg_type": "fixed",
"position": "long",
"currency_code": "EUR",
"notional_amount": 10000,
"trade_date": "2019-02-25T00:00:00",
"start_date": "2020-02-27T00:00:00",
"end_date": "2029-02-27T00:00:00",
"rate": 0.01,
"mtm_dirty": 70
},
{
"date": "2020-03-31T00:00:00",
"id": "eur_10y_irs_floating",
"deal_id": "long_eur_10y_irs",
"customer_id": "counterparty_1",
"mna_id": "isda_master_agreement",
"csa_id": "csa_daily_margined",
"asset_class": "ir",
"type": "vanilla_swap",
"leg_type": "floating",
"position": "short",
"currency_code": "EUR",
"notional_amount": 10000,
"rate": 0.0025,
"underlying_index": "EURIBOR",
"underlying_index_tenor": "3m",
"trade_date": "2019-02-25T00:00:00",
"start_date": "2020-02-27T00:00:00",
"end_date": "2029-02-27T00:00:00"
}
],
"customer": [
{
"date": "2020-03-31T00:00:00",
"id": "ccp_1",
"type": "ccp",
"currency_code": "GBP",
"country_code": "GB"
}
],
"agreement": [
{
"date": "2020-03-31T00:00:00",
"id": "isda_master_agreement",
"type": "isda",
"base_currency_code": "GBP",
"incurred_cva": 0,
"country_code": "GB"
},
{
"date": "2020-03-31T00:00:00",
"id": "csa_daily_margined",
"type": "isda",
"base_currency_code": "EUR",
"credit_support_type": "scsa_isda_2013",
"margin_frequency": "daily",
"threshold": 10,
"minimum_transfer_amount": 5,
"country_code": "GB"
}
],
"security": [
{
"date": "2020-03-31T00:00:00",
"id": "vm_eur_received",
"customer_id": "ccp_1",
"mna_id": "isda_master_agreement",
"csa_id": "csa_daily_margined",
"type": "cash",
"purpose": "variation_margin",
"asset_liability": "liability",
"currency_code": "EUR",
"notional_amount": 55,
"balance": 55,
"trade_date": "2020-03-31T00:00:00",
"start_date": "2020-03-31T00:00:00"
},
{
"date": "2020-03-31T00:00:00",
"id": "im_bond_posted",
"customer_id": "ccp_1",
"mna_id": "isda_master_agreement",
"csa_id": "csa_daily_margined",
"type": "bond",
"issuer_id": "French Republic",
"isin_code": "XS1234567890",
"issue_date": "2018-07-01 00:00:00",
"maturity_date": "2028-07-01 00:00:00",
"purpose": "independent_collateral_amount",
"asset_liability": "asset",
"currency_code": "EUR",
"notional_amount": 8,
"mtm_dirty": -10,
"trade_date": "2020-03-31T00:00:00",
"start_date": "2020-03-31T00:00:00",
"cqs_standardised": 1
}
],
"issuer": [
{
"date": "2020-03-31T00:00:00",
"id": "French Republic",
"lei_code": "9695006J0AWHMYNZAL19",
"type": "central_govt",
"country_code": "FR",
"snp_lt": "aa_plus",
"moodys_lt": "aa1"
}
]
}
}
Swaption
Short USD 1y into 10y payer swaptionwith physical settlement
{
"title": "usd_payer_swaption",
"comment": "usd_payer_swaption",
"data": {
"derivative": [
{
"date": "2019-01-01T00:00:00",
"id": "usd_payer_swaption",
"asset_class": "ir",
"type": "swaption",
"leg_type": "call",
"position": "short",
"currency_code": "USD",
"notional_amount": 10000,
"strike": 0.02,
"underlying_index": "USD_LIBOR",
"underlying_index_tenor": "6m",
"start_date": "2019-01-01T00:00:00",
"end_date": "2020-01-01T00:00:00",
"last_payment_date": "2030-01-01T00:00:00",
"last_exercise_date": "2020-01-01T00:00:00",
"underlying_price": 0.02,
"settlement_type": "physical",
"mtm_dirty": -5
}
]
}
}
Unmargined netting agreement
Unmargined netting agreement, collateralised with initial collateral amount
{
"title": "unmargined_netting_agreement",
"comment": "Unmargined netting set with collateral. Example trade is an IRS. Agreement schemas contain an MNA (representing the netting set). There is no CSA, therefore there is no margining. However, one can still post Independent Collateral (security schema)",
"data": {
"derivative": [
{
"date": "2020-03-31T00:00:00",
"id": "eur_10y_irs_fixed",
"deal_id": "eur_10y_irs",
"customer_id": "ccp_1",
"mna_id": "isda_master_agreement",
"csa_id": "csa_daily_margined",
"asset_class": "ir",
"type": "vanilla_swap",
"leg_type": "fixed",
"position": "long",
"currency_code": "EUR",
"notional_amount": 10000,
"trade_date": "2019-02-25T00:00:00",
"start_date": "2020-02-27T00:00:00",
"end_date": "2029-02-27T00:00:00",
"rate": 0.01,
"mtm_dirty": 70
},
{
"date": "2020-03-31T00:00:00",
"id": "eur_10y_irs_floating",
"deal_id": "long_eur_10y_irs",
"customer_id": "counterparty_1",
"mna_id": "isda_master_agreement",
"csa_id": "csa_daily_margined",
"asset_class": "ir",
"type": "vanilla_swap",
"leg_type": "floating",
"position": "short",
"currency_code": "EUR",
"notional_amount": 10000,
"rate": 0.0025,
"underlying_index": "EURIBOR",
"underlying_index_tenor": "3m",
"trade_date": "2019-02-25T00:00:00",
"start_date": "2020-02-27T00:00:00",
"end_date": "2029-02-27T00:00:00"
}
],
"customer": [
{
"date": "2020-03-31T00:00:00",
"id": "ccp_1",
"type": "ccp",
"currency_code": "GBP",
"country_code": "GB"
}
],
"agreement": [
{
"date": "2020-03-31T00:00:00",
"id": "isda_master_agreement",
"type": "isda",
"base_currency_code": "GBP",
"incurred_cva": 0,
"country_code": "GB"
}
],
"security": [
{
"date": "2020-03-31T00:00:00",
"id": "im_bond_posted",
"customer_id": "ccp_1",
"mna_id": "isda_master_agreement",
"type": "bond",
"issuer_id": "French Republic",
"isin_code": "XS1234567890",
"issue_date": "2018-07-01 00:00:00",
"maturity_date": "2028-07-01 00:00:00",
"purpose": "independent_collateral_amount",
"asset_liability": "asset",
"currency_code": "EUR",
"notional_amount": 8,
"mtm_dirty": -10,
"trade_date": "2020-03-31T00:00:00",
"start_date": "2020-03-31T00:00:00",
"cqs_standardised": 1
}
],
"issuer": [
{
"date": "2020-03-31T00:00:00",
"id": "French Republic",
"lei_code": "9695006J0AWHMYNZAL19",
"type": "central_govt",
"country_code": "FR",
"snp_lt": "aa_plus",
"moodys_lt": "aa1"
}
]
}
}
Commodity Asian option
A commodity option whose payoff is based on the average price of the underlying commodity over a specified period.
{
"title": "commodity_asian_option",
"comment": "A commodity option whose payoff is based on the average price of the underlying commodity over a specified period.",
"data": {
"derivative": [
{
"id": "commodity_asian_option",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "harbor1",
"asset_class": "metals",
"type": "option",
"position": "short",
"leg_type": "call",
"currency_code": "USD",
"notional_amount": 10000000,
"rate": 50,
"mtm_dirty": -10000,
"underlying_index": "Copper 3-month average",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-10-27T00:00:00+00:00",
"settlement_type": "physical",
"regulatory_book": "trading_book",
"underlying_price": 9250,
"supervisory_price": 8200,
"customer_id": "CU0941"
}
],
"customer": [
{
"id": "CU0941",
"date": "2026-01-26T00:00:00+00:00",
"type": "credit_institution",
"country_code": "GB",
"name": "Bank 1",
"legal_entity_name": "Bank 1",
"currency_code": "GBP",
"moodys_lt": "aa2",
"snp_lt": "aa"
}
],
"agreement": [
{
"id": "harbor1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "CU0941",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Single stock forward
A forward contract to buy or sell a single company’s stock at a predetermined price on a future date.
{
"title": "single_stock_forward",
"comment": "A forward contract to buy or sell a single company's stock at a predetermined price on a future date.",
"data": {
"derivative": [
{
"id": "single_stock_forward",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"asset_class": "eq_single",
"type": "forward",
"position": "long",
"leg_type": "indexed",
"currency_code": "USD",
"notional_amount": 1000000,
"rate": 50,
"mtm_dirty": 10000,
"underlying_security_id": "Corp_XYZ_stock",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-10-27T00:00:00+00:00",
"settlement_type": "cash",
"regulatory_book": "trading_book",
"underlying_price": 50,
"delta": -1,
"customer_id": "lantern1"
}
],
"customer": [
{
"id": "lantern1",
"date": "2026-01-26T00:00:00+00:00",
"type": "corporate",
"country_code": "GB",
"name": "Corporate entity 1",
"legal_entity_name": "Corporate entity 1",
"currency_code": "GBP",
"moodys_lt": "baa2",
"snp_lt": "bbb"
}
],
"agreement": [
{
"id": "nectar",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily"
},
{
"id": "falcon1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Single stock forward in stocks
A forward contract on a single company’s stock, with the underlying quantity specified in shares.
{
"title": "single_stock_forward_in_stocks",
"comment": "A forward contract on a single company's stock, with the underlying quantity specified in shares.",
"data": {
"derivative": [
{
"id": "single_stock_forward_in_stocks",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"asset_class": "eq_single",
"type": "forward",
"position": "long",
"leg_type": "indexed",
"currency_code": "USD",
"rate": 50,
"mtm_dirty": 10000,
"underlying_security_id": "Corp_XYZ_stock",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-10-27T00:00:00+00:00",
"settlement_type": "cash",
"regulatory_book": "trading_book",
"underlying_price": 50,
"underlying_quantity": 20000,
"delta": -1,
"customer_id": "lantern1"
}
],
"customer": [
{
"id": "lantern1",
"date": "2026-01-26T00:00:00+00:00",
"type": "corporate",
"country_code": "GB",
"name": "Corporate entity 1",
"legal_entity_name": "Corporate entity 1",
"currency_code": "GBP",
"moodys_lt": "baa2",
"snp_lt": "bbb"
}
],
"agreement": [
{
"id": "nectar",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily"
},
{
"id": "falcon1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Commodity forward
A forward contract to buy or sell a commodity at a predetermined price on a future date.
{
"title": "commodity_forward",
"comment": "A forward contract to buy or sell a commodity at a predetermined price on a future date.",
"data": {
"derivative": [
{
"id": "commodity_forward",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "harbor1",
"asset_class": "metals",
"type": "forward",
"position": "long",
"leg_type": "indexed",
"currency_code": "USD",
"notional_amount": 10000000,
"rate": 50,
"mtm_dirty": 10000,
"underlying_index": "Gold",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-10-27T00:00:00+00:00",
"settlement_type": "physical",
"regulatory_book": "trading_book",
"customer_id": "CU0941"
}
],
"customer": [
{
"id": "CU0941",
"date": "2026-01-26T00:00:00+00:00",
"type": "credit_institution",
"country_code": "GB",
"name": "Bank 1",
"legal_entity_name": "Bank 1",
"currency_code": "GBP",
"moodys_lt": "aa2",
"snp_lt": "aa"
}
],
"agreement": [
{
"id": "harbor1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "CU0941",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Commodity forward in units
A commodity forward with the underlying quantity specified in physical units.
{
"title": "commodity_forward_in_units",
"comment": "A commodity forward with the underlying quantity specified in physical units.",
"data": {
"derivative": [
{
"id": "commodity_forward_in_units",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"asset_class": "energy",
"type": "forward",
"position": "long",
"leg_type": "indexed",
"currency_code": "USD",
"rate": 50,
"mtm_dirty": 10000,
"underlying_index": "Brent Crude Oil",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-10-27T00:00:00+00:00",
"settlement_type": "physical",
"regulatory_book": "trading_book",
"underlying_price": 80,
"underlying_quantity": 125000,
"customer_id": "lantern1"
}
],
"customer": [
{
"id": "lantern1",
"date": "2026-01-26T00:00:00+00:00",
"type": "corporate",
"country_code": "GB",
"name": "Corporate entity 1",
"legal_entity_name": "Corporate entity 1",
"currency_code": "GBP",
"moodys_lt": "baa2",
"snp_lt": "bbb"
}
],
"agreement": [
{
"id": "nectar",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily"
},
{
"id": "falcon1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Forward-starting interest rate swap
An interest rate swap agreed today that starts on a future date, shown as its fixed and floating legs.
{
"title": "interest_rate_swap_forward_starting",
"comment": "An interest rate swap agreed today that starts on a future date, shown as its fixed and floating legs.",
"data": {
"derivative": [
{
"id": "interest_rate_swap_forward_starting_long",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "acorn",
"asset_class": "ir",
"type": "vanilla_swap",
"position": "long",
"leg_type": "fixed",
"currency_code": "USD",
"notional_amount": 10000000,
"mtm_dirty": 100000,
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2026-10-27T00:00:00+00:00",
"end_date": "2031-10-27T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "lantern1"
},
{
"id": "interest_rate_swap_forward_starting_short",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "acorn",
"asset_class": "ir",
"type": "vanilla_swap",
"position": "short",
"leg_type": "floating",
"currency_code": "USD",
"notional_amount": 10000000,
"mtm_dirty": 0,
"underlying_index": "USD_LIBOR",
"underlying_index_tenor": "3m",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2026-10-27T00:00:00+00:00",
"end_date": "2031-10-27T00:00:00+00:00",
"next_reset_date": "2026-04-26T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "lantern1"
}
],
"customer": [
{
"id": "lantern1",
"date": "2026-01-26T00:00:00+00:00",
"type": "corporate",
"country_code": "GB",
"name": "Corporate entity 1",
"legal_entity_name": "Corporate entity 1",
"currency_code": "GBP",
"moodys_lt": "baa2",
"snp_lt": "bbb"
}
],
"agreement": [
{
"id": "nectar",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily"
},
{
"id": "falcon1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Overnight index swap
An overnight index swap, shown as its fixed and floating legs.
{
"title": "overnight_index_swap",
"comment": "An overnight index swap, shown as its fixed and floating legs.",
"data": {
"derivative": [
{
"id": "overnight_index_swap_fixed",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "breeze",
"asset_class": "ir",
"type": "vanilla_swap",
"position": "long",
"leg_type": "fixed",
"currency_code": "USD",
"notional_amount": 10000000,
"rate": 0.01,
"mtm_dirty": 100000,
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-10-27T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "lantern1"
},
{
"id": "overnight_index_swap_floating",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "breeze",
"asset_class": "ir",
"type": "vanilla_swap",
"position": "short",
"leg_type": "floating",
"currency_code": "USD",
"notional_amount": 10000000,
"mtm_dirty": 100000,
"underlying_index": "SOFR",
"underlying_index_tenor": "1d",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-10-27T00:00:00+00:00",
"next_reset_date": "2026-04-26T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "lantern1"
}
],
"customer": [
{
"id": "lantern1",
"date": "2026-01-26T00:00:00+00:00",
"type": "corporate",
"country_code": "GB",
"name": "Corporate entity 1",
"legal_entity_name": "Corporate entity 1",
"currency_code": "GBP",
"moodys_lt": "baa2",
"snp_lt": "bbb"
}
],
"agreement": [
{
"id": "nectar",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily"
},
{
"id": "falcon1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Interest rate basis swap
An interest rate swap exchanging two different floating interest rates.
{
"title": "interest_rate_basis_swap",
"comment": "An interest rate swap exchanging two different floating interest rates.",
"data": {
"derivative": [
{
"id": "interest_rate_basis_swap_short",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "cobalt",
"asset_class": "ir",
"type": "vanilla_swap",
"position": "long",
"leg_type": "floating",
"currency_code": "USD",
"notional_amount": 10000000,
"mtm_dirty": 100000,
"underlying_index": "USD_LIBOR",
"underlying_index_tenor": "6m",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2030-10-27T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "lantern1"
},
{
"id": "interest_rate_basis_swap_long",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "cobalt",
"asset_class": "ir",
"type": "vanilla_swap",
"position": "short",
"leg_type": "floating",
"currency_code": "USD",
"notional_amount": 10000000,
"mtm_dirty": 0,
"underlying_index": "USD_LIBOR",
"underlying_index_tenor": "3m",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2030-10-27T00:00:00+00:00",
"next_reset_date": "2026-04-26T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "lantern1"
}
],
"customer": [
{
"id": "lantern1",
"date": "2026-01-26T00:00:00+00:00",
"type": "corporate",
"country_code": "GB",
"name": "Corporate entity 1",
"legal_entity_name": "Corporate entity 1",
"currency_code": "GBP",
"moodys_lt": "baa2",
"snp_lt": "bbb"
}
],
"agreement": [
{
"id": "nectar",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily"
},
{
"id": "falcon1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Cancellable swap
An interest rate swap with an option to cancel the contract before maturity, shown as its fixed and floating legs.
{
"title": "cancellable_swap",
"comment": "An interest rate swap with an option to cancel the contract before maturity, shown as its fixed and floating legs.",
"data": {
"derivative": [
{
"id": "cancellable_swap_long",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "drift",
"asset_class": "ir",
"type": "vanilla_swap",
"position": "long",
"leg_type": "fixed",
"currency_code": "USD",
"notional_amount": 10000000,
"rate": 0.025,
"mtm_dirty": -50000,
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2030-10-27T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "lantern1"
},
{
"id": "cancellable_swap_short",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "drift",
"asset_class": "ir",
"type": "vanilla_swap",
"position": "short",
"leg_type": "floating",
"currency_code": "USD",
"notional_amount": 10000000,
"rate": 0.0025,
"mtm_dirty": 0,
"underlying_index": "USD_LIBOR",
"underlying_index_tenor": "3m",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2030-10-27T00:00:00+00:00",
"next_reset_date": "2026-04-26T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "lantern1"
}
],
"customer": [
{
"id": "lantern1",
"date": "2026-01-26T00:00:00+00:00",
"type": "corporate",
"country_code": "GB",
"name": "Corporate entity 1",
"legal_entity_name": "Corporate entity 1",
"currency_code": "GBP",
"moodys_lt": "baa2",
"snp_lt": "bbb"
}
],
"agreement": [
{
"id": "nectar",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily"
},
{
"id": "falcon1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Inflation-linked swap
A swap with cash flows linked to an inflation index, shown as its fixed and indexed legs.
{
"title": "inflation_linked_swap",
"comment": "A swap with cash flows linked to an inflation index, shown as its fixed and indexed legs.",
"data": {
"derivative": [
{
"id": "inflation_linked_swap_long",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "elm",
"asset_class": "inflation",
"type": "vanilla_swap",
"position": "long",
"leg_type": "fixed",
"currency_code": "USD",
"notional_amount": 10000000,
"rate": 0.01,
"mtm_dirty": 100000,
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2030-10-27T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "lantern1"
},
{
"id": "inflation_linked_swap_short",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "elm",
"asset_class": "inflation",
"type": "vanilla_swap",
"position": "short",
"leg_type": "indexed",
"currency_code": "USD",
"notional_amount": 10000000,
"mtm_dirty": 0,
"underlying_index": "USD_CPI",
"underlying_index_tenor": "1d",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2030-10-27T00:00:00+00:00",
"next_reset_date": "2026-04-26T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "lantern1"
}
],
"customer": [
{
"id": "lantern1",
"date": "2026-01-26T00:00:00+00:00",
"type": "corporate",
"country_code": "GB",
"name": "Corporate entity 1",
"legal_entity_name": "Corporate entity 1",
"currency_code": "GBP",
"moodys_lt": "baa2",
"snp_lt": "bbb"
}
],
"agreement": [
{
"id": "nectar",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily"
},
{
"id": "falcon1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Commodity swap
A swap on the price of an underlying commodity, shown as its indexed and floating legs.
{
"title": "commodity_swap",
"comment": "A swap on the price of an underlying commodity, shown as its indexed and floating legs.",
"data": {
"derivative": [
{
"id": "commodity_swap_long",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "harbor1",
"deal_id": "glacier",
"asset_class": "energy",
"type": "vanilla_swap",
"position": "long",
"leg_type": "indexed",
"currency_code": "USD",
"notional_amount": 10000000,
"rate": 0,
"mtm_dirty": 100000,
"underlying_index": "Brent Crude Oil",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2030-10-27T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "CU0941"
},
{
"id": "commodity_swap_short",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "harbor1",
"deal_id": "glacier",
"asset_class": "energy",
"type": "vanilla_swap",
"position": "short",
"leg_type": "floating",
"currency_code": "USD",
"notional_amount": 10000000,
"rate": 0.005,
"mtm_dirty": 0,
"underlying_index": "USD_LIBOR_3M",
"underlying_index_tenor": "3m",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2030-10-27T00:00:00+00:00",
"next_reset_date": "2026-04-26T00:00:00+00:00",
"regulatory_book": "trading_book",
"customer_id": "CU0941"
}
],
"customer": [
{
"id": "CU0941",
"date": "2026-01-26T00:00:00+00:00",
"type": "credit_institution",
"country_code": "GB",
"name": "Bank 1",
"legal_entity_name": "Bank 1",
"currency_code": "GBP",
"moodys_lt": "aa2",
"snp_lt": "aa"
}
],
"agreement": [
{
"id": "harbor1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "CU0941",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Equity index option
An option contract whose underlying asset is an equity index.
{
"title": "equity_index_option",
"comment": "An option contract whose underlying asset is an equity index.",
"data": {
"derivative": [
{
"id": "equity_index_option",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"asset_class": "eq_index",
"type": "option",
"position": "short",
"leg_type": "put",
"currency_code": "USD",
"notional_amount": 10000000,
"strike": 5000,
"mtm_dirty": -100000,
"underlying_security_id": "SPX",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-10-27T00:00:00+00:00",
"last_exercise_date": "2026-10-25T00:00:00+00:00",
"settlement_type": "cash",
"regulatory_book": "trading_book",
"underlying_price": 5200,
"delta": -1,
"customer_id": "lantern1"
}
],
"customer": [
{
"id": "lantern1",
"date": "2026-01-26T00:00:00+00:00",
"type": "corporate",
"country_code": "GB",
"name": "Corporate entity 1",
"legal_entity_name": "Corporate entity 1",
"currency_code": "GBP",
"moodys_lt": "baa2",
"snp_lt": "bbb"
}
],
"agreement": [
{
"id": "nectar",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily"
},
{
"id": "falcon1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
FX barrier option
An FX call option with a barrier level that can activate or terminate the option, shown as a long and a short position.
{
"title": "fx_barrier_option",
"comment": "An FX call option with a barrier level that can activate or terminate the option, shown as a long and a short position.",
"data": {
"derivative": [
{
"id": "fx_barrier_option_short_call",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "island",
"asset_class": "fx",
"type": "option",
"position": "short",
"leg_type": "call",
"currency_code": "EUR",
"notional_amount": 10000000,
"strike": 1.25,
"mtm_dirty": -100000,
"underlying_currency_code": "USD",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-10-27T00:00:00+00:00",
"last_exercise_date": "2026-10-25T00:00:00+00:00",
"regulatory_book": "trading_book",
"underlying_price": 1.25,
"customer_id": "lantern1"
},
{
"id": "fx_barrier_option_long_call",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "falcon1",
"csa_id": "nectar",
"deal_id": "island",
"asset_class": "fx",
"type": "option",
"position": "long",
"leg_type": "call",
"currency_code": "EUR",
"notional_amount": 10000000,
"strike": 1.3,
"mtm_dirty": 50000,
"underlying_currency_code": "USD",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-10-27T00:00:00+00:00",
"last_exercise_date": "2026-10-25T00:00:00+00:00",
"regulatory_book": "trading_book",
"underlying_price": 1.25,
"customer_id": "lantern1"
}
],
"customer": [
{
"id": "lantern1",
"date": "2026-01-26T00:00:00+00:00",
"type": "corporate",
"country_code": "GB",
"name": "Corporate entity 1",
"legal_entity_name": "Corporate entity 1",
"currency_code": "GBP",
"moodys_lt": "baa2",
"snp_lt": "bbb"
}
],
"agreement": [
{
"id": "nectar",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily"
},
{
"id": "falcon1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "lantern1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
FX non-deliverable forward
A non-deliverable FX forward, settled on the difference between the contracted and prevailing exchange rates, shown as its two legs.
{
"title": "fx_ndf",
"comment": "A non-deliverable FX forward, settled on the difference between the contracted and prevailing exchange rates, shown as its two legs.",
"data": {
"derivative": [
{
"id": "forwards_ndf_short",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "jungle1",
"csa_id": "maple",
"deal_id": "jasper",
"asset_class": "fx",
"type": "ndf",
"position": "short",
"leg_type": "fixed",
"currency_code": "USD",
"notional_amount": 13000000,
"mtm_dirty": -12676212,
"trade_date": "2025-09-24T00:00:00+00:00",
"start_date": "2025-09-24T00:00:00+00:00",
"end_date": "2026-09-29T00:00:00+00:00",
"regulatory_book": "trading_book",
"delta": -1,
"fvh_level": 2,
"purpose": "back_to_back",
"on_balance_sheet": true,
"reporting_id": "12453",
"reporting_entity_name": "987463",
"asset_liability": "asset",
"accounting_treatment": "held_for_trading",
"customer_id": "CU00467"
},
{
"id": "forwards_ndf_long",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "jungle1",
"csa_id": "maple",
"deal_id": "jasper",
"asset_class": "fx",
"type": "ndf",
"position": "long",
"leg_type": "fixed",
"currency_code": "BRL",
"notional_amount": 79739400,
"mtm_dirty": 73417636,
"trade_date": "2025-09-24T00:00:00+00:00",
"start_date": "2025-09-24T00:00:00+00:00",
"end_date": "2026-09-29T00:00:00+00:00",
"regulatory_book": "trading_book",
"delta": 1,
"fvh_level": 2,
"purpose": "back_to_back",
"on_balance_sheet": true,
"reporting_id": "12453",
"reporting_entity_name": "987463",
"asset_liability": "asset",
"accounting_treatment": "held_for_trading",
"customer_id": "CU00467"
}
],
"customer": [
{
"id": "CU00467",
"date": "2026-01-26T00:00:00+00:00",
"type": "credit_institution",
"country_code": "SE",
"name": "Bank 5",
"legal_entity_name": "Legal Name 3",
"fitch_lt": "aa_minus",
"moodys_lt": "aa3",
"snp_lt": "a_plus",
"intra_group": false,
"parent_id": "meadow",
"sic_code": 64999,
"lei_code": "AB000000000000L00061"
}
],
"agreement": [
{
"id": "maple",
"date": "2026-01-26T00:00:00+00:00",
"base_currency_code": "USD",
"country_code": "SE",
"margin_frequency": "daily",
"minimum_transfer_amount": 250000,
"threshold": 0,
"number_of_disputes": 0
},
{
"id": "jungle1",
"date": "2026-01-26T00:00:00+00:00",
"base_currency_code": "USD",
"country_code": "SE",
"margin_frequency": "daily_settled",
"minimum_transfer_amount": 0,
"threshold": 0
}
]
}
}
Forward-starting FX non-deliverable forward
A forward-starting non-deliverable FX forward, shown as its two legs.
{
"title": "fx_ndf_forward_starting",
"comment": "A forward-starting non-deliverable FX forward, shown as its two legs.",
"data": {
"derivative": [
{
"id": "forward_ndf_fwd_start_short",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "jungle1",
"csa_id": "maple",
"deal_id": "jasper",
"asset_class": "fx",
"type": "ndf",
"position": "short",
"leg_type": "fixed",
"currency_code": "USD",
"notional_amount": 13000000,
"mtm_dirty": -12676212,
"trade_date": "2025-09-24T00:00:00+00:00",
"start_date": "2026-02-24T00:00:00+00:00",
"end_date": "2026-09-29T00:00:00+00:00",
"regulatory_book": "trading_book",
"delta": -1,
"fvh_level": 2,
"purpose": "back_to_back",
"on_balance_sheet": true,
"reporting_id": "12453",
"reporting_entity_name": "987463",
"asset_liability": "asset",
"accounting_treatment": "held_for_trading",
"customer_id": "CU00467"
},
{
"id": "forward_ndf_fwd_start_long",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "jungle1",
"csa_id": "maple",
"deal_id": "jasper",
"asset_class": "fx",
"type": "ndf",
"position": "long",
"leg_type": "fixed",
"currency_code": "BRL",
"notional_amount": 79739400,
"mtm_dirty": 73417636,
"trade_date": "2025-09-24T00:00:00+00:00",
"start_date": "2026-02-24T00:00:00+00:00",
"end_date": "2026-09-29T00:00:00+00:00",
"regulatory_book": "trading_book",
"delta": 1,
"fvh_level": 2,
"purpose": "back_to_back",
"on_balance_sheet": true,
"reporting_id": "12453",
"reporting_entity_name": "987463",
"asset_liability": "asset",
"accounting_treatment": "held_for_trading",
"customer_id": "CU00467"
}
],
"customer": [
{
"id": "CU00467",
"date": "2026-01-26T00:00:00+00:00",
"type": "credit_institution",
"country_code": "SE",
"name": "Bank 5",
"legal_entity_name": "Legal Name 3",
"fitch_lt": "aa_minus",
"moodys_lt": "aa3",
"snp_lt": "a_plus",
"intra_group": false,
"parent_id": "meadow",
"sic_code": 64999,
"lei_code": "AB000000000000L00061"
}
],
"agreement": [
{
"id": "maple",
"date": "2026-01-26T00:00:00+00:00",
"base_currency_code": "USD",
"country_code": "SE",
"margin_frequency": "daily",
"minimum_transfer_amount": 250000,
"threshold": 0,
"number_of_disputes": 0
},
{
"id": "jungle1",
"date": "2026-01-26T00:00:00+00:00",
"base_currency_code": "USD",
"country_code": "SE",
"margin_frequency": "daily_settled",
"minimum_transfer_amount": 0,
"threshold": 0
}
]
}
}
Overnight index interest rate future
A futures contract referencing an overnight interest rate index.
{
"title": "ir_overnight_index_future",
"comment": "A futures contract referencing an overnight interest rate index.",
"data": {
"derivative": [
{
"id": "interest_rate_overnight_index_future",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "kernel1",
"csa_id": "olive",
"asset_class": "ir",
"type": "future",
"position": "long",
"leg_type": "indexed",
"currency_code": "USD",
"notional_amount": 10000000,
"rate": 0.02,
"mtm_dirty": 100000,
"underlying_index": "SOFR",
"underlying_index_tenor": "1d",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2026-06-15T00:00:00+00:00",
"end_date": "2026-09-15T00:00:00+00:00",
"settlement_type": "physical",
"regulatory_book": "trading_book",
"delta": -1,
"customer_id": "CCP_01"
}
],
"customer": [
{
"id": "CCP_01",
"date": "2026-01-26T00:00:00+00:00",
"type": "ccp",
"country_code": "GB",
"name": "Corp 5",
"legal_entity_name": "Corp 5",
"currency_code": "GBP",
"moodys_lt": "a3",
"snp_lt": "a"
}
],
"agreement": [
{
"id": "olive",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "quartz1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily_settled"
},
{
"id": "kernel1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "CCP_01",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
BTP future
A futures contract referencing Italian government bonds (BTPs).
{
"title": "btp_future",
"comment": "A futures contract referencing Italian government bonds (BTPs).",
"data": {
"derivative": [
{
"id": "btp_future",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "kernel1",
"csa_id": "olive",
"asset_class": "cr_single",
"type": "future",
"position": "long",
"leg_type": "indexed",
"currency_code": "EUR",
"notional_amount": 10000000,
"rate": 0.04,
"mtm_dirty": 100000,
"underlying_index": "Italian Government yield curve",
"underlying_index_tenor": "120m",
"underlying_security_id": "BTP",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-06-02T00:00:00+00:00",
"last_payment_date": "2036-07-27T00:00:00+00:00",
"settlement_type": "physical",
"regulatory_book": "trading_book",
"delta": -1,
"customer_id": "CCP_01"
}
],
"customer": [
{
"id": "CCP_01",
"date": "2026-01-26T00:00:00+00:00",
"type": "ccp",
"country_code": "GB",
"name": "Corp 5",
"legal_entity_name": "Corp 5",
"currency_code": "GBP",
"moodys_lt": "a3",
"snp_lt": "a"
}
],
"agreement": [
{
"id": "olive",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "quartz1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily_settled"
},
{
"id": "kernel1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "CCP_01",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Equity index future
A futures contract whose underlying asset is an equity index.
{
"title": "equity_index_future",
"comment": "A futures contract whose underlying asset is an equity index.",
"data": {
"derivative": [
{
"id": "equity_index_future",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "kernel1",
"csa_id": "olive",
"asset_class": "eq_index",
"type": "future",
"position": "long",
"leg_type": "indexed",
"currency_code": "USD",
"notional_amount": 10000000,
"rate": 0.025,
"mtm_dirty": 100000,
"underlying_security_id": "SPX",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-06-17T00:00:00+00:00",
"settlement_type": "cash",
"regulatory_book": "trading_book",
"customer_id": "CCP_01"
}
],
"customer": [
{
"id": "CCP_01",
"date": "2026-01-26T00:00:00+00:00",
"type": "ccp",
"country_code": "GB",
"name": "Corp 5",
"legal_entity_name": "Corp 5",
"currency_code": "GBP",
"moodys_lt": "a3",
"snp_lt": "a"
}
],
"agreement": [
{
"id": "olive",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "quartz1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily_settled"
},
{
"id": "kernel1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "CCP_01",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Equity single name future
A futures contract whose underlying asset is a single company’s stock.
{
"title": "equity_single_name_future",
"comment": "A futures contract whose underlying asset is a single company's stock.",
"data": {
"derivative": [
{
"id": "equity_single_name_future",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "kernel1",
"csa_id": "olive",
"asset_class": "eq_single",
"type": "future",
"position": "short",
"leg_type": "indexed",
"currency_code": "USD",
"notional_amount": 10000000,
"rate": 80,
"mtm_dirty": 100000,
"underlying_security_id": "Corp_XYZ_stock",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-06-17T00:00:00+00:00",
"settlement_type": "physical",
"regulatory_book": "trading_book",
"delta": -1,
"customer_id": "CCP_01"
}
],
"customer": [
{
"id": "CCP_01",
"date": "2026-01-26T00:00:00+00:00",
"type": "ccp",
"country_code": "GB",
"name": "Corp 5",
"legal_entity_name": "Corp 5",
"currency_code": "GBP",
"moodys_lt": "a3",
"snp_lt": "a"
}
],
"agreement": [
{
"id": "olive",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "quartz1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily_settled"
},
{
"id": "kernel1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "CCP_01",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Commodity future
A futures contract whose underlying asset is a commodity.
{
"title": "commodity_future",
"comment": "A futures contract whose underlying asset is a commodity.",
"data": {
"derivative": [
{
"id": "commodity_future",
"date": "2026-01-26T00:00:00+00:00",
"mna_id": "kernel1",
"csa_id": "olive",
"asset_class": "energy",
"type": "future",
"position": "short",
"leg_type": "indexed",
"currency_code": "USD",
"notional_amount": 10000000,
"rate": 80,
"mtm_dirty": 100000,
"underlying_index": "Brent Crude Oil",
"trade_date": "2025-10-24T00:00:00+00:00",
"start_date": "2025-10-26T00:00:00+00:00",
"end_date": "2026-06-17T00:00:00+00:00",
"settlement_type": "physical",
"regulatory_book": "trading_book",
"delta": -1,
"customer_id": "CCP_01"
}
],
"customer": [
{
"id": "CCP_01",
"date": "2026-01-26T00:00:00+00:00",
"type": "ccp",
"country_code": "GB",
"name": "Corp 5",
"legal_entity_name": "Corp 5",
"currency_code": "GBP",
"moodys_lt": "a3",
"snp_lt": "a"
}
],
"agreement": [
{
"id": "olive",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "quartz1",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB",
"margin_frequency": "daily_settled"
},
{
"id": "kernel1",
"date": "2026-01-26T00:00:00+00:00",
"customer_id": "CCP_01",
"type": "isda",
"base_currency_code": "EUR",
"country_code": "GB"
}
]
}
}
Security examples
Bank guarantee issued
Guarantee of 1000 GBP issued by the bank for a customer
{
"title": "bank_guarantee_issued",
"comment": "bank_guarantee",
"data": {
"security": [
{
"id": "bank_guarantee",
"date": "2019-01-01T00:00:00",
"balance": 100000,
"currency_code": "GBP",
"asset_liability": "liability",
"on_balance_sheet": false,
"type": "financial_guarantee",
"customer_id": "corp_123_id"
}
]
}
}
Core equity tier-1 capital
Core equity tier 1 capital of 1000 GBP
{
"title": "cet_1_capital",
"comment": "Core Equity Tier one capital",
"data": {
"security": [
{
"id": "Core Equity Tier one capital",
"date": "2019-01-01T00:00:00",
"balance": 100000,
"currency_code": "GBP",
"asset_liability": "equity",
"type": "share",
"capital_tier": "ce_tier_1",
"purpose": "share_capital",
"status": "paid_up"
}
]
}
}
Cash on-hand
Cash balance representing 1000 GBP.
{
"title": "cash_on_hand",
"comment": "cash_on_hand",
"data": {
"security": [
{
"id": "cash_on_hand",
"date": "2019-01-01T00:00:00",
"balance": 100000,
"currency_code": "GBP",
"asset_liability": "asset",
"type": "cash"
}
]
}
}
Cash receivable
Cash receivable representing a 1000 GBP claim expiring on August 1st 2020 on a security with isin ‘DUMMYISIN123’.
{
"title": "cash_receivable",
"comment": "cash_receivable",
"data": {
"security": [
{
"id": "cash_receivable",
"date": "2020-07-30T00:00:00",
"balance": -100000,
"currency_code": "GBP",
"asset_liability": "asset",
"type": "cash",
"end_date": "2020-08-01T00:00:00+00:00",
"isin_code": "DUMMYISIN123"
}
]
}
}
Cash payable
Cash payable representing a 1000 GBP claim expiring on August 1st 2020 on a security with isin ‘DUMMYISIN123’.
{
"title": "cash_payable",
"comment": "cash_payable",
"data": {
"security": [
{
"id": "cash_payable",
"date": "2020-07-30T00:00:00",
"balance": 100000,
"currency_code": "GBP",
"asset_liability": "liability",
"type": "cash",
"end_date": "2020-08-01T00:00:00+00:00",
"isin_code": "DUMMYISIN123"
}
]
}
}
Collateral posted to ccp on non-derivatives
Non-derivatives IM posted to a CCP (e.g. RepoClear)
Security has “purpose” = “collateral” which signals it is not linked to derivative transactions.
{
"title": "security_collateral_posted_ccp_non_deriv",
"comment": "security_collateral_posted_ccp_non_deriv",
"data": {
"agreement": [
{
"id": "MNA1",
"date": "2018-12-31 00:00:00",
"start_date": "2017-01-31 00:00:00",
"country_code": "GB",
"type": "isda"
}
],
"customer": [
{
"id": "customer_ccp",
"date": "2018-12-31 00:00:00",
"type": "ccp",
"country_code": "GB"
}
],
"security": [
{
"id": "collat_cash_posted_50",
"date": "2018-12-31 00:00:00",
"trade_date": "2018-12-31 00:00:00",
"start_date": "2018-12-31 00:00:00",
"asset_liability": "asset",
"currency_code": "GBP",
"balance": 5000,
"mtm_dirty": 5000,
"type": "bond",
"purpose": "collateral",
"mna_id": "MNA1",
"customer_id": "customer_ccp"
}
]
}
}
Initial margin posted
Bond collateral used as initial margin posted
{
"title": "collateral_initial_margin_bond_posted",
"comment": "Collateral Initial Margin Bond Posted",
"data": {
"security": [
{
"date": "2020-03-31T00:00:00",
"id": "im_posted_bond",
"customer_id": "credit_insitution",
"mna_id": "isda_master_agreement",
"csa_id": "csa_agreement",
"type": "bond",
"issuer_id": "French Republic",
"isin_code": "FR0000571218",
"issue_date": "1998-03-12T00:00:00",
"maturity_date": "2025-04-29T00:00:00",
"purpose": "independent_collateral_amount",
"asset_liability": "asset",
"currency_code": "EUR",
"notional_amount": 100,
"mtm_dirty": -145,
"trade_date": "2020-03-31T00:00:00",
"start_date": "2020-03-31T00:00:00",
"cqs_standardised": 1
}
],
"issuer": [
{
"date": "2020-03-31T00:00:00",
"id": "French Republic",
"lei_code": "9695006J0AWHMYNZAL19",
"type": "central_govt",
"country_code": "FR",
"snp_lt": "aa_plus",
"moodys_lt": "aa1"
}
],
"customer": [
{
"date": "2020-03-31T00:00:00",
"id": "credit_insitution",
"type": "credit_institution",
"currency_code": "GBP",
"country_code": "GB"
}
],
"agreement": [
{
"date": "2020-03-31T00:00:00",
"id": "isda_master_agreement",
"type": "isda",
"base_currency_code": "GBP",
"country_code": "GB"
},
{
"date": "2020-03-31T00:00:00",
"id": "csa_agreement",
"type": "isda",
"base_currency_code": "EUR",
"credit_support_type": "scsa_isda_2013",
"margin_frequency": "daily",
"threshold": 10,
"minimum_transfer_amount": 5,
"country_code": "GB"
}
]
}
}
Independent amount received
Bond collateral used as independent amount received
{
"title": "collateral_independent_amount_bond_received",
"comment": "Collateral Independent Amount Bond Received",
"data": {
"security": [
{
"date": "2020-03-31T00:00:00",
"id": "independent_amount",
"customer_id": "corporate",
"mna_id": "master_agreement",
"type": "bond",
"issuer_id": "Asian Development Bank",
"isin_code": "NZADBDT007C4",
"issue_date": "2017-05-30T00:00:00",
"maturity_date": "2024-05-30T00:00:00",
"purpose": "independent_collateral_amount",
"asset_liability": "liability",
"currency_code": "NZD",
"notional_amount": 100,
"mtm_dirty": 17,
"trade_date": "2020-03-31T00:00:00",
"start_date": "2020-03-31T00:00:00",
"cqs_standardised": 1
}
],
"issuer": [
{
"date": "2020-03-31T00:00:00",
"id": "Asian Development Bank",
"lei_code": "549300X0MVH42CY8Q105",
"type": "mdb",
"country_code": "PH",
"snp_lt": "aaa",
"moodys_lt": "aaa"
}
],
"customer": [
{
"date": "2020-03-31T00:00:00",
"id": "corporate",
"type": "corporate",
"currency_code": "SGD",
"country_code": "SG"
}
],
"agreement": [
{
"date": "2020-03-31T00:00:00",
"id": "master_agreement",
"type": "isda",
"base_currency_code": "SGD",
"netting_restriction": "restrictive_covenant",
"incurred_cva": 10,
"country_code": "SG"
}
]
}
}
Reverse repo
Reverse repo transaction with a cash leg of 150 GBP, and a security leg of 140 GBP, starting on June 1st, 2021 and ending on July 1st, 2021. The maturity date on the security leg refers to the maturity of the bond received as collateral.
{
"title": "rev_repo",
"comment": "rev_repo",
"data": {
"security": [
{
"id": "rev_repo_cash_leg",
"date": "2021-06-15T00:00:00",
"currency_code": "GBP",
"end_date": "2021-07-01T00:00:00Z",
"cqs_standardised": 1,
"hqla_class": "i",
"issuer_id": "uk_central_government_id",
"balance": -15000,
"movement": "cash",
"sft_type": "rev_repo",
"start_date": "2021-06-01T00:00:00Z",
"type": "bond",
"trade_date": "2021-06-01T00:00:00Z",
"asset_liability": "asset"
},
{
"id": "rev_repo_asset_leg",
"date": "2021-06-15T00:00:00",
"currency_code": "GBP",
"end_date": "2021-07-01T00:00:00Z",
"cqs_standardised": 1,
"hqla_class": "i",
"mtm_dirty": 14000,
"movement": "asset",
"sft_type": "rev_repo",
"start_date": "2021-06-01T00:00:00Z",
"type": "bond",
"trade_date": "2021-06-01T00:00:00Z",
"asset_liability": "liability",
"issuer_id": "uk_central_government_id",
"maturity_date": "2030-01-01T00:00:00Z"
}
]
}
}
Repo
Repo transaction with a cash leg of 150 GBP, and a security leg of 140 GBP, starting on June 1st, 2021 and ending on July 1st, 2021. The maturity date on the security leg refers to the maturity of the bond posted as collateral.
{
"title": "repo",
"comment": "repo",
"data": {
"security": [
{
"id": "repo_cash_leg",
"date": "2021-06-15T00:00:00",
"currency_code": "GBP",
"end_date": "2021-07-01T00:00:00Z",
"balance": 15000,
"cqs_standardised": 1,
"hqla_class": "i",
"issuer_id": "uk_central_government_id",
"movement": "cash",
"sft_type": "repo",
"start_date": "2021-06-01T00:00:00Z",
"type": "bond",
"trade_date": "2021-06-01T00:00:00Z",
"asset_liability": "liability"
},
{
"id": "repo_asset_leg",
"date": "2021-06-15T00:00:00",
"currency_code": "GBP",
"end_date": "2021-07-01T00:00:00Z",
"cqs_standardised": 1,
"hqla_class": "i",
"mtm_dirty": -14000,
"movement": "asset",
"sft_type": "repo",
"start_date": "2021-06-01T00:00:00Z",
"type": "bond",
"trade_date": "2021-06-01T00:00:00Z",
"asset_liability": "asset",
"issuer_id": "uk_central_government_id",
"maturity_date": "2030-01-01T00:00:00Z"
}
]
}
}
Variation margin cash posted
Cash collateral used as variation margin posted
{
"title": "collateral_variation_margin_cash_posted",
"comment": "Collateral Variation Margin Cash Posted",
"data": {
"security": [
{
"date": "2020-03-31T00:00:00",
"id": "vm_cash_posted",
"customer_id": "qccp",
"mna_id": "ccp_master_agreement",
"csa_id": "ccp_margin_agreement",
"type": "cash",
"purpose": "variation_margin",
"asset_liability": "asset",
"currency_code": "USD",
"notional_amount": 25,
"balance": -25,
"trade_date": "2020-03-31T00:00:00",
"start_date": "2020-03-31T00:00:00"
}
],
"customer": [
{
"date": "2020-03-31T00:00:00",
"id": "qccp",
"type": "qccp",
"currency_code": "GBP",
"country_code": "GB"
}
],
"agreement": [
{
"date": "2020-03-31T00:00:00",
"id": "ccp_master_agreement",
"type": "isda",
"base_currency_code": "GBP",
"incurred_cva": 0,
"country_code": "GB"
},
{
"date": "2020-03-31T00:00:00",
"id": "ccp_margin_agreement",
"type": "isda",
"base_currency_code": "GBP",
"credit_support_type": "csa_isda_1995",
"margin_frequency": "daily_settled",
"country_code": "GB"
}
]
}
}
Variation margin cash received
Cash collateral used as variation margin received
{
"title": "collateral_variation_margin_cash_received",
"comment": "Collateral Variation Margin Cash Received",
"data": {
"security": [
{
"date": "2020-03-31T00:00:00",
"id": "vm_cash_received",
"customer_id": "qccp",
"mna_id": "ccp_master_agreement",
"csa_id": "ccp_margin_agreement",
"type": "cash",
"purpose": "variation_margin",
"asset_liability": "liability",
"currency_code": "EUR",
"notional_amount": 100,
"balance": 100,
"trade_date": "2020-03-31T00:00:00",
"start_date": "2020-03-31T00:00:00"
}
],
"customer": [
{
"date": "2020-03-31T00:00:00",
"id": "qccp",
"type": "qccp",
"currency_code": "GBP",
"country_code": "GB"
}
],
"agreement": [
{
"date": "2020-03-31T00:00:00",
"id": "ccp_master_agreement",
"type": "isda",
"base_currency_code": "GBP",
"incurred_cva": 0,
"country_code": "GB"
},
{
"date": "2020-03-31T00:00:00",
"id": "ccp_margin_agreement",
"type": "isda",
"base_currency_code": "GBP",
"credit_support_type": "csa_isda_1995",
"margin_frequency": "daily_settled",
"country_code": "GB"
}
]
}
}
Firm capital
Paid-up share capital forming part of the firm’s tier 1 capital.
{
"title": "firm_capital",
"comment": "Paid-up share capital forming part of the firm's tier 1 capital.",
"data": {
"security": [
{
"id": "firm_capital",
"date": "2025-10-06T00:00:00+00:00",
"asset_liability": "equity",
"balance": 37500,
"capital_tier": "tier_1",
"currency_code": "EUR",
"on_balance_sheet": true,
"product_name": "non_trade",
"purpose": "share_capital",
"regulatory_book": "trading_book",
"reporting_id": "honey",
"reporting_entity_name": "honey",
"status": "paid_up",
"start_date": "2025-10-06T00:00:00+00:00",
"type": "share",
"trade_date": "2025-10-06T00:00:00+00:00"
}
]
}
}
ABS STS securitisation
Simple, transparent and standardised (STS) securitisation position eligible for preferential capital treatment, from either a traditional or synthetic securitisation.
{
"title": "abs_sts_securitisation",
"comment": "Simple, transparent and standardised (STS) securitisation position eligible for preferential capital treatment, from either a traditional or synthetic securitisation.",
"data": {
"security": [
{
"id": "asset_backed_security_sts_securitisation",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "held_for_trading",
"asset_liability": "asset",
"attachment_point": 0.79015972,
"cost_center_code": "ASDF",
"country_code": "GB",
"cr_approach": "sec_erba",
"currency_code": "GBP",
"customer_id": "ripple",
"detachment_point": 1,
"deal_id": "dawn",
"end_date": "2029-10-31T00:00:00+00:00",
"isin_code": "GB91282CJJ18",
"issuer_id": "Iss1",
"ledger_code": "152503",
"maturity_date": "2029-10-31T00:00:00+00:00",
"moodys_lt": "aaa",
"movement": "asset",
"mtm_clean": 195668053,
"mtm_dirty": 195922924,
"notional_amount": 250500000,
"on_balance_sheet": true,
"product_name": "unencumbered",
"regulatory_book": "trading_book",
"reporting_id": "ripple",
"reporting_entity_name": "ripple",
"securitisation_type": "sts_traditional",
"seniority": "senior_secured",
"snp_lt": "aa_plus",
"start_date": "2025-10-06T00:00:00+00:00",
"type": "abs",
"trade_date": "2025-10-06T00:00:00+00:00"
}
],
"customer": [
{
"id": "ripple",
"date": "2025-10-06T00:00:00+00:00"
}
],
"issuer": [
{
"id": "Iss1",
"date": "2025-10-06T00:00:00+00:00",
"lei_code": "AB000000000000L00297",
"type": "corporate"
}
]
}
}
ABS traditional subordinated
Subordinated tranche of a traditional securitisation, where the economic interest in the securitised exposures is transferred through a transfer of ownership.
{
"title": "abs_traditional_subordinated",
"comment": "Subordinated tranche of a traditional securitisation, where the economic interest in the securitised exposures is transferred through a transfer of ownership.",
"data": {
"security": [
{
"id": "asset_backed_security_securitisation_traditional_subordinated",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "held_for_trading",
"asset_liability": "asset",
"attachment_point": 0.34490904,
"cost_center_code": "DSAA",
"country_code": "IE",
"cr_approach": "sec_erba",
"currency_code": "EUR",
"customer_id": "ripple",
"detachment_point": 0.44450627,
"deal_id": "ember",
"end_date": "2031-09-28T00:00:00+00:00",
"isin_code": "GB91282CJJ18",
"issuer_id": "Iss2",
"ledger_code": "152503",
"maturity_date": "2031-09-28T00:00:00+00:00",
"moodys_lt": "aa3",
"movement": "asset",
"mtm_clean": 224170500,
"mtm_dirty": 224546818,
"notional_amount": 223500000,
"on_balance_sheet": true,
"product_name": "unencumbered",
"regulatory_book": "trading_book",
"reporting_id": "ripple",
"reporting_entity_name": "ripple",
"securitisation_type": "traditional",
"seniority": "subordinated_secured",
"snp_lt": "a_plus",
"start_date": "2025-10-06T00:00:00+00:00",
"type": "abs",
"trade_date": "2025-10-06T00:00:00+00:00"
}
],
"customer": [
{
"id": "ripple",
"date": "2025-10-06T00:00:00+00:00"
}
],
"issuer": [
{
"id": "Iss2",
"date": "2025-10-06T00:00:00+00:00",
"lei_code": "AB000000000000L00297",
"type": "corporate"
}
]
}
}
ABS traditional senior
Senior tranche of a traditional securitisation, where the economic interest in the securitised exposures is transferred through a transfer of ownership.
{
"title": "abs_traditional_senior",
"comment": "Senior tranche of a traditional securitisation, where the economic interest in the securitised exposures is transferred through a transfer of ownership.",
"data": {
"security": [
{
"id": "asset_backed_security_securitisation_traditional_senior",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "held_for_trading",
"asset_liability": "asset",
"attachment_point": 0.53622652,
"cost_center_code": "ASFA",
"country_code": "IE",
"cr_approach": "sec_erba",
"currency_code": "EUR",
"customer_id": "ripple",
"detachment_point": 1,
"deal_id": "falcon",
"end_date": "2032-06-24T00:00:00+00:00",
"fitch_lt": "aaa",
"isin_code": "GB91282CJJ18",
"issuer_id": "Iss3",
"ledger_code": "152503",
"maturity_date": "2032-06-24T00:00:00+00:00",
"moodys_lt": "aaa",
"movement": "asset",
"mtm_clean": 244463890,
"mtm_dirty": 244854491,
"notional_amount": 450000000,
"on_balance_sheet": true,
"product_name": "unencumbered",
"regulatory_book": "trading_book",
"reporting_id": "ripple",
"reporting_entity_name": "ripple",
"securitisation_type": "traditional",
"seniority": "senior_secured",
"start_date": "2025-10-06T00:00:00+00:00",
"type": "abs",
"trade_date": "2025-10-06T00:00:00+00:00"
}
],
"customer": [
{
"id": "ripple",
"date": "2025-10-06T00:00:00+00:00"
}
],
"issuer": [
{
"id": "Iss3",
"date": "2025-10-06T00:00:00+00:00",
"lei_code": "AB000000000000L00297",
"type": "corporate"
}
]
}
}
Share
Equity shares held by the firm.
{
"title": "share",
"comment": "Equity shares held by the firm.",
"data": {
"security": [
{
"id": "share",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "held_for_trading",
"asset_liability": "asset",
"balance": 446250,
"currency_code": "GBP",
"deal_id": "12314",
"fvh_level": 1,
"isin_code": "AB0000005050",
"issuer_id": "Iss4",
"mic_code": "XLON",
"movement": "asset",
"mtm_dirty": 451891,
"notional_amount": 446250,
"on_balance_sheet": true,
"product_name": "equity",
"regulatory_book": "trading_book",
"rehypothecation": false,
"reporting_id": "honey",
"reporting_entity_name": "honey",
"start_date": "2025-10-06T00:00:00+00:00",
"type": "share",
"trade_date": "2025-10-06T00:00:00+00:00"
}
],
"issuer": [
{
"id": "Iss4",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "GB",
"intra_group": false,
"legal_entity_name": "Iss4",
"lei_code": "AB000000000000L01037",
"name": "Iss4",
"risk_country_code": "GB",
"type": "corporate"
}
]
}
}
HQLA level 2B share
Common equity shares held by the firm that are eligible as level 2B high-quality liquid assets (HQLA).
{
"title": "share_hqla_level_2b",
"comment": "Common equity shares held by the firm that are eligible as level 2B high-quality liquid assets (HQLA).",
"data": {
"security": [
{
"id": "share_hqla_level_2b",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "held_for_trading",
"asset_liability": "asset",
"balance": 89730,
"currency_code": "EUR",
"deal_id": "12315",
"fvh_level": 1,
"hqla_class": "iib",
"isin_code": "AB0000001620",
"issuer_id": "Iss5",
"mic_code": "XAMS",
"movement": "asset",
"mtm_dirty": 89720,
"notional_amount": 89730,
"on_balance_sheet": true,
"product_name": "equity",
"regulatory_book": "trading_book",
"rehypothecation": false,
"reporting_id": "honey",
"reporting_entity_name": "honey",
"start_date": "2025-10-06T00:00:00+00:00",
"type": "share",
"trade_date": "2025-10-06T00:00:00+00:00"
}
],
"issuer": [
{
"id": "Iss5",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "NL",
"fitch_lt": "a_plus",
"intra_group": false,
"legal_entity_name": "Iss5",
"lei_code": "AB000000000000L00420",
"moodys_lt": "a2",
"name": "Iss5",
"parent_id": "IS01006",
"sic_code": 32990,
"type": "corporate"
}
]
}
}
Covered bond
A debt instrument issued by a credit institution and secured by a cover pool of assets, typically mortgage loans or public sector debt.
{
"title": "covered_bond",
"comment": "A debt instrument issued by a credit institution and secured by a cover pool of assets, typically mortgage loans or public sector debt.",
"data": {
"security": [
{
"id": "covered_bond",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest": 659101644,
"asset_liability": "asset",
"balance": 85659101644,
"cb_haircut": 0.12,
"currency_code": "GBP",
"customer_id": "willow",
"deal_id": "12316",
"end_date": "2026-05-09T00:00:00+00:00",
"hqla_class": "ineligible",
"interest_repayment_frequency": "quarterly",
"isin_code": "GB91282CJJ18",
"issuer_id": "willow",
"last_payment_date": "2026-05-09T00:00:00+00:00",
"maturity_date": "2026-05-09T00:00:00+00:00",
"movement": "asset",
"mtm_clean": 84945175000,
"mtm_dirty": 85604276649,
"next_payment_date": "2025-11-08T00:00:00+00:00",
"notional_amount": 85000000000,
"on_balance_sheet": true,
"product_name": "A:Covered Bond Flt 2013",
"rate": 0.8,
"regulatory_book": "banking_book",
"rehypothecation": true,
"reporting_id": "iris",
"reporting_entity_name": "iris",
"start_date": "2020-05-09T00:00:00+00:00",
"type": "covered_bond",
"trade_date": "2020-05-08T00:00:00+00:00"
}
],
"customer": [
{
"id": "willow",
"date": "2025-10-05T00:00:00+00:00",
"country_code": "GB",
"credit_impaired": false,
"intra_group": true,
"legal_entity_name": "lemon",
"moodys_lt": "a3",
"name": "lemon",
"parent_id": "violet",
"type": "building_society",
"status": "established"
}
],
"issuer": [
{
"id": "willow",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "GB",
"intra_group": true,
"legal_entity_name": "willow",
"moodys_lt": "a3",
"name": "willow",
"type": "building_society"
}
]
}
}
Regional government bond
A debt instrument issued by a regional government.
{
"title": "regional_government_bond",
"comment": "A debt instrument issued by a regional government.",
"data": {
"security": [
{
"id": "regional_government_bond",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "held_for_trading",
"asset_liability": "asset",
"balance": 56000,
"currency_code": "EUR",
"deal_id": "12317",
"end_date": "2030-03-25T00:00:00+00:00",
"fitch_lt": "aaa",
"fvh_level": 2,
"hqla_class": "i",
"isin_code": "GB91282CJJ18",
"issuer_id": "Iss6",
"movement": "asset",
"mtm_dirty": 57372,
"notional_amount": 56000,
"on_balance_sheet": true,
"product_name": "bond",
"rate": 2.75,
"regulatory_book": "trading_book",
"rehypothecation": true,
"reporting_id": "honey",
"reporting_entity_name": "honey",
"start_date": "2025-03-24T00:00:00+00:00",
"type": "bond",
"trade_date": "2025-10-06T00:00:00+00:00"
}
],
"issuer": [
{
"id": "Iss6",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "DE",
"fitch_lt": "aaa",
"intra_group": false,
"legal_entity_name": "Iss6",
"lei_code": "AB000000000000L00874",
"name": "Iss6",
"parent_id": "IS01272",
"sic_code": 84110,
"type": "regional_govt"
}
]
}
}
Guaranteed corporate bond
A debt instrument issued by a corporate and guaranteed by a third party.
{
"title": "guaranteed_corporate_bond",
"comment": "A debt instrument issued by a corporate and guaranteed by a third party.",
"data": {
"security": [
{
"id": "guaranteed_corporate_bond",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "held_for_trading",
"asset_liability": "asset",
"balance": 53000,
"currency_code": "EUR",
"deal_id": "12318",
"end_date": "2031-12-04T00:00:00+00:00",
"fvh_level": 2,
"guarantor_id": "GU00107",
"hqla_class": "iia",
"isin_code": "GB91282CJU18",
"issuer_id": "Iss7",
"moodys_lt": "aa1",
"movement": "asset",
"mtm_dirty": 53392,
"notional_amount": 53000,
"on_balance_sheet": true,
"product_name": "bond",
"rate": 2.85,
"regulatory_book": "trading_book",
"rehypothecation": true,
"reporting_id": "honey",
"reporting_entity_name": "honey",
"snp_lt": "aaa",
"start_date": "2025-06-04T00:00:00+00:00",
"type": "bond",
"trade_date": "2025-10-06T00:00:00+00:00"
}
],
"issuer": [
{
"id": "Iss7",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "CA",
"intra_group": false,
"legal_entity_name": "Iss7",
"lei_code": "AB000000000000L00905",
"moodys_lt": "aa1",
"name": "Iss7",
"parent_id": "IS01384",
"sic_code": 65300,
"type": "corporate"
}
],
"guarantor": [
{
"id": "GU00107",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "CA",
"intra_group": false,
"legal_entity_name": "Legal Name 000107",
"lei_code": "AB000000000000L00345",
"moodys_lt": "aa1",
"name": "Guarantor Name 000107",
"sic_code": 65300,
"snp_lt": "aaa",
"type": "corporate"
}
]
}
}
Corporate bond
A debt instrument issued by a corporate.
{
"title": "corporate_bond",
"comment": "A debt instrument issued by a corporate.",
"data": {
"security": [
{
"id": "corporate_bond",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "held_for_trading",
"asset_liability": "asset",
"balance": 400000,
"currency_code": "EUR",
"deal_id": "12321",
"end_date": "2025-11-03T00:00:00+00:00",
"fitch_lt": "bbb_plus",
"fvh_level": 2,
"hqla_class": "iib",
"isin_code": "AB0000007320",
"issuer_id": "Iss8",
"moodys_lt": "a3",
"movement": "asset",
"mtm_dirty": 402857,
"notional_amount": 400000,
"on_balance_sheet": true,
"product_name": "bond",
"rate": 0.875,
"regulatory_book": "trading_book",
"rehypothecation": true,
"reporting_id": "honey",
"reporting_entity_name": "honey",
"snp_lt": "bbb_plus",
"start_date": "2016-11-03T00:00:00+00:00",
"type": "bond",
"trade_date": "2025-10-06T00:00:00+00:00"
}
],
"issuer": [
{
"id": "Iss8",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "US",
"fitch_lt": "bbb_plus",
"intra_group": false,
"legal_entity_name": "Iss8",
"lei_code": "AB000000000000L00941",
"moodys_lt": "a3",
"name": "Iss8",
"parent_id": "IS01462",
"sic_code": 32990,
"snp_lt": "bbb_plus",
"type": "corporate"
}
]
}
}
Debt security issued liability
A debt security issued by the firm and classified as a liability.
{
"title": "debt_security_issued_liability",
"comment": "A debt security issued by the firm and classified as a liability.",
"data": {
"security": [
{
"id": "debt_security_issued_liability",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest": 927049,
"asset_liability": "liability",
"balance": 1500927049,
"currency_code": "GBP",
"customer_id": "saffron",
"deal_id": "12319",
"end_date": "2032-09-29T00:00:00+00:00",
"interest_repayment_frequency": "semi_annually",
"issuer_id": "willow",
"last_payment_date": "2032-09-29T00:00:00+00:00",
"maturity_date": "2032-09-29T00:00:00+00:00",
"movement": "issuance",
"mtm_clean": 1507342013,
"mtm_dirty": 1508269057,
"next_payment_date": "2026-04-05T00:00:00+00:00",
"notional_amount": 1500000000,
"on_balance_sheet": true,
"product_name": "L: Ann Int Sub Debt-Fixed",
"rate": 7.54,
"regulatory_book": "banking_book",
"rehypothecation": false,
"reporting_id": "iris",
"reporting_entity_name": "iris",
"start_date": "2009-10-04T00:00:00+00:00",
"type": "debt",
"trade_date": "2009-10-04T00:00:00+00:00"
}
],
"customer": [
{
"id": "saffron",
"date": "2025-10-05T00:00:00+00:00",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"legal_entity_name": "mango",
"name": "mango",
"parent_id": "walnut",
"type": "financial",
"status": "established"
}
],
"issuer": [
{
"id": "willow",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "GB",
"intra_group": true,
"legal_entity_name": "willow",
"moodys_lt": "a3",
"name": "willow",
"type": "building_society"
}
]
}
}
Debt security issued capital
A debt security issued by the firm and classified as equity capital.
{
"title": "debt_security_issued_capital",
"comment": "A debt security issued by the firm and classified as equity capital.",
"data": {
"security": [
{
"id": "debt_security_issued_equity_capital",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest": 0,
"asset_liability": "equity",
"balance": 66500000000,
"capital_tier": "add_tier_1",
"currency_code": "GBP",
"customer_id": "saffron1",
"deal_id": "12320",
"end_date": "2030-01-17T00:00:00+00:00",
"interest_repayment_frequency": "at_maturity",
"maturity_date": "2030-01-17T00:00:00+00:00",
"movement": "issuance",
"mtm_clean": 56036156968,
"mtm_dirty": 56036156963,
"notional_amount": 66500000000,
"on_balance_sheet": true,
"product_name": "L: Perpetual Cap Security",
"regulatory_book": "banking_book",
"rehypothecation": false,
"reporting_id": "iris",
"reporting_entity_name": "iris",
"status": "paid_up",
"start_date": "2024-07-18T00:00:00+00:00",
"type": "debt",
"trade_date": "2024-07-11T00:00:00+00:00"
}
],
"customer": [
{
"id": "saffron1",
"date": "2025-10-05T00:00:00+00:00",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"legal_entity_name": "nutmeg",
"moodys_lt": "a1",
"name": "nutmeg",
"parent_id": "apricot",
"type": "credit_institution",
"status": "established"
}
]
}
}
Medium-term note issued
A medium-term note issued by the firm, typically with a maturity of one to ten years.
{
"title": "medium_term_note_issued",
"comment": "A medium-term note issued by the firm, typically with a maturity of one to ten years.",
"data": {
"security": [
{
"id": "medium_term_note_issued",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest": 97297297,
"asset_liability": "liability",
"balance": 25097297297,
"currency_code": "GBP",
"deal_id": "12322",
"end_date": "2031-01-26T00:00:00+00:00",
"interest_repayment_frequency": "semi_annually",
"isin_code": "GB91282CJJ18",
"issuer_id": "willow",
"last_payment_date": "2031-01-26T00:00:00+00:00",
"maturity_date": "2031-01-26T00:00:00+00:00",
"movement": "issuance",
"mtm_clean": 21542750000,
"mtm_dirty": 21640047292,
"next_payment_date": "2026-01-28T00:00:00+00:00",
"notional_amount": 25000000000,
"on_balance_sheet": true,
"product_name": "L: SNP MTN-Fixed",
"rate": 2,
"regulatory_book": "banking_book",
"rehypothecation": false,
"reporting_id": "iris",
"reporting_entity_name": "iris",
"start_date": "2021-06-03T00:00:00+00:00",
"type": "mtn",
"trade_date": "2021-05-27T00:00:00+00:00"
}
],
"issuer": [
{
"id": "willow",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "GB",
"intra_group": true,
"legal_entity_name": "willow",
"moodys_lt": "a3",
"name": "willow",
"type": "building_society"
}
]
}
}
Bankruptcy-remote bond
A debt instrument that will not be available to an entity’s creditors in the event of that entity’s insolvency.
{
"title": "bankruptcy_remote_bond",
"comment": "A debt instrument that will not be available to an entity's creditors in the event of that entity's insolvency.",
"data": {
"security": [
{
"id": "bankrupcy_remote_bond",
"date": "2025-10-06T00:00:00+00:00",
"asset_liability": "liability",
"balance": 0,
"csa_id": "cactus",
"currency_code": "USD",
"customer_id": "velvet",
"deal_id": "12323",
"end_date": "2027-09-30T00:00:00+00:00",
"fitch_lt": "aa",
"hqla_class": "iia",
"isin_code": "AB0000019218",
"issuer_id": "grove",
"mna_id": "MNA6789",
"moodys_lt": "aa2",
"movement": "asset",
"mtm_dirty": 9337016,
"on_balance_sheet": false,
"product_name": "collateral_security_im",
"purpose": "independent_collateral_amount",
"regulatory_book": "trading_book",
"rehypothecation": false,
"reporting_id": "honey",
"reporting_entity_name": "honey",
"status": "bankruptcy_remote",
"start_date": "2025-10-06T00:00:00+00:00",
"type": "bond",
"trade_date": "2025-10-06T00:00:00+00:00"
}
],
"customer": [
{
"id": "velvet",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "FR",
"fitch_lt": "a",
"intra_group": false,
"legal_entity_name": "ocean",
"lei_code": "AB000000000000L00225",
"moodys_lt": "a1",
"name": "ocean",
"parent_id": "blossom",
"sic_code": 64999,
"snp_lt": "a_plus",
"type": "credit_institution"
}
],
"issuer": [
{
"id": "grove",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "JE",
"fitch_lt": "aa",
"legal_entity_name": "grove",
"lei_code": "AB000000000000L01090",
"moodys_lt": "aa2",
"name": "grove",
"type": "corporate"
}
],
"agreement": [
{
"id": "MNA6789",
"date": "2025-10-06T00:00:00+00:00",
"base_currency_code": "USD",
"country_code": "FR",
"margin_frequency": "daily_settled",
"minimum_transfer_amount": 0,
"threshold": 0
},
{
"id": "cactus",
"date": "2025-10-06T00:00:00+00:00",
"base_currency_code": "USD",
"country_code": "FR",
"margin_frequency": "daily_settled",
"minimum_transfer_amount": 0,
"threshold": 0
}
]
}
}
Reverse repo bond
A reverse repurchase agreement, where the firm buys securities and commits to sell equivalent assets back at a specified future date and price, shown as its liability and asset legs.
{
"title": "rev_repo_bond",
"comment": "A reverse repurchase agreement, where the firm buys securities and commits to sell equivalent assets back at a specified future date and price, shown as its liability and asset legs.",
"data": {
"security": [
{
"id": "rev_repo_l",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "held_for_trading",
"asset_liability": "liability",
"cost_center_code": "FASDA",
"country_code": "KR",
"cqs_standardised": 1,
"csa_id": "beacon",
"currency_code": "USD",
"customer_id": "tulip",
"deal_id": "31231",
"end_date": "2025-10-07T00:00:00+00:00",
"isin_code": "GB50066RAT32",
"issue_size": 400000000,
"issuer_id": "fern",
"ledger_code": "243504",
"maturity_date": "2033-07-02T00:00:00+00:00",
"mna_id": "beacon",
"moodys_lt": "aa2",
"movement": "asset",
"mtm_clean": 42377215,
"mtm_dirty": 42377215,
"notional_amount": 0,
"on_balance_sheet": true,
"product_name": "repo",
"rate": 2.625,
"regulatory_book": "trading_book",
"reporting_id": "ripple",
"reporting_entity_name": "ripple",
"sft_type": "rev_repo",
"snp_lt": "aa",
"status": "unsettled",
"start_date": "2025-10-05T00:00:00+00:00",
"type": "bond",
"trade_date": "2025-10-02T00:00:00+00:00",
"value_date": "2025-10-06T00:00:00+00:00"
},
{
"id": "rev_repo_a",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "held_for_trading",
"asset_liability": "asset",
"balance": -42274698,
"cost_center_code": "amber",
"country_code": "KR",
"cqs_standardised": 1,
"csa_id": "beacon",
"currency_code": "USD",
"customer_id": "tulip",
"deal_id": "31231",
"end_date": "2025-10-07T00:00:00+00:00",
"isin_code": "GB50066RAT32",
"issue_size": 400000000,
"issuer_id": "fern1",
"ledger_code": "243504",
"maturity_date": "2033-07-02T00:00:00+00:00",
"mna_id": "beacon",
"moodys_lt": "aa2",
"movement": "cash",
"notional_amount": 0,
"on_balance_sheet": true,
"product_name": "repo",
"rate": 2.625,
"regulatory_book": "trading_book",
"reporting_id": "ripple",
"reporting_entity_name": "ripple",
"sft_type": "rev_repo",
"snp_lt": "aa",
"start_date": "2025-10-05T00:00:00+00:00",
"type": "bond",
"trade_date": "2025-10-02T00:00:00+00:00",
"value_date": "2025-10-06T00:00:00+00:00"
}
],
"customer": [
{
"id": "tulip",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "GB",
"legal_entity_name": "plum",
"lei_code": "AB000000000000L00228",
"parent_id": "dune",
"risk_country_code": "GB",
"sic_code": 6211,
"type": "investment_firm",
"currency_code": "USD",
"incurred_cva": 0
}
],
"issuer": [
{
"id": "fern",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "KR",
"legal_entity_name": "fern",
"lei_code": "AB000000000000L00297",
"moodys_lt": "aa2",
"name": "fern",
"snp_lt": "aa",
"type": "corporate"
},
{
"id": "fern1",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "KR",
"legal_entity_name": "fern1",
"lei_code": "AB000000000000L00297",
"moodys_lt": "aa2",
"name": "fern1",
"snp_lt": "aa",
"type": "corporate"
}
],
"agreement": [
{
"id": "beacon",
"date": "2025-10-06T00:00:00+00:00",
"base_currency_code": "USD",
"country_code": "GB",
"credit_support_type": "csa_isda_1994",
"customer_id": "tulip",
"margin_frequency": "daily",
"minimum_transfer_amount": 0,
"start_date": "2025-10-05T00:00:00+00:00",
"stay_protocol": "both",
"threshold": 0,
"type": "gmra"
}
]
}
}
Repo liability
A repurchase agreement recorded as a liability, where the firm sells securities and commits to buy equivalent assets back at a specified future date and price, shown as two positions under the same deal.
{
"title": "repo_liability",
"comment": "A repurchase agreement recorded as a liability, where the firm sells securities and commits to buy equivalent assets back at a specified future date and price, shown as two positions under the same deal.",
"data": {
"security": [
{
"id": "repo_liability",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest": 9936442,
"asset_liability": "liability",
"balance": 25009936442,
"currency_code": "GBP",
"customer_id": "birch",
"deal_id": "413514",
"end_date": "2028-01-04T00:00:00+00:00",
"interest_repayment_frequency": "quarterly",
"issuer_id": "willow",
"last_payment_date": "2028-01-05T00:00:00+00:00",
"maturity_date": "2028-01-04T00:00:00+00:00",
"movement": "cash",
"mtm_clean": 25000000000,
"mtm_dirty": 25009936437,
"next_payment_date": "2026-01-04T00:00:00+00:00",
"notional_amount": 25000000000,
"on_balance_sheet": true,
"product_name": "L: Long Term Repo Float",
"rate": 0,
"regulatory_book": "banking_book",
"rehypothecation": false,
"reporting_id": "iris",
"reporting_entity_name": "iris",
"sft_type": "repo",
"start_date": "2025-01-04T00:00:00+00:00",
"type": "covered_bond",
"trade_date": "2025-01-01T00:00:00+00:00"
},
{
"id": "repo_liability2",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest": 6480736,
"asset_liability": "liability",
"balance": 25006480736,
"currency_code": "GBP",
"customer_id": "birch1",
"deal_id": "413514",
"end_date": "2028-01-05T00:00:00+00:00",
"interest_repayment_frequency": "quarterly",
"issuer_id": "willow",
"last_payment_date": "2028-01-06T00:00:00+00:00",
"maturity_date": "2028-01-05T00:00:00+00:00",
"movement": "cash",
"mtm_clean": 25000000000,
"mtm_dirty": 25006480731,
"next_payment_date": "2026-01-05T00:00:00+00:00",
"notional_amount": 25000000000,
"on_balance_sheet": true,
"product_name": "L: Long Term Repo Float",
"rate": 3.967,
"regulatory_book": "banking_book",
"rehypothecation": false,
"reporting_id": "iris",
"reporting_entity_name": "iris",
"sft_type": "repo",
"start_date": "2025-01-05T00:00:00+00:00",
"type": "covered_bond",
"trade_date": "2025-01-02T00:00:00+00:00"
}
],
"customer": [
{
"id": "birch",
"date": "2025-10-05T00:00:00+00:00",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"legal_entity_name": "rain",
"moodys_lt": "aa3",
"name": "rain",
"parent_id": "echo",
"type": "credit_institution",
"status": "established"
},
{
"id": "birch1",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"legal_entity_name": "rain",
"moodys_lt": "aa3",
"name": "rain",
"parent_id": "echo",
"type": "credit_institution",
"status": "established"
}
],
"issuer": [
{
"id": "willow",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "GB",
"intra_group": true,
"legal_entity_name": "willow",
"moodys_lt": "a3",
"name": "willow",
"type": "building_society"
}
]
}
}
Repo asset
The asset side of a repurchase agreement, where one party sells securities and commits to buy equivalent assets back at a specified future date and price.
{
"title": "repo_asset",
"comment": "The asset side of a repurchase agreement, where one party sells securities and commits to buy equivalent assets back at a specified future date and price.",
"data": {
"security": [
{
"id": "repo_asset",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest": 0,
"asset_liability": "asset",
"balance": 27091300000,
"cb_haircut": 0.12,
"currency_code": "GBP",
"customer_id": "birch1",
"deal_id": "41231",
"end_date": "2028-01-04T00:00:00+00:00",
"hqla_class": "ineligible",
"interest_repayment_frequency": "quarterly",
"isin_code": "GB91282CJJ18",
"issuer_id": "willow",
"maturity_date": "2028-01-04T00:00:00+00:00",
"movement": "asset",
"mtm_clean": -27073826112,
"mtm_dirty": -27073826107,
"notional_amount": -27091300000,
"on_balance_sheet": true,
"product_name": "A:Covered Bond Flt 2013",
"regulatory_book": "banking_book",
"rehypothecation": true,
"reporting_id": "iris",
"reporting_entity_name": "iris",
"sft_type": "repo",
"start_date": "2025-01-04T00:00:00+00:00",
"type": "covered_bond",
"trade_date": "2025-01-01T00:00:00+00:00"
}
],
"customer": [
{
"id": "birch1",
"date": "2025-10-05T00:00:00+00:00",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"legal_entity_name": "rain",
"moodys_lt": "aa3",
"name": "rain",
"parent_id": "echo",
"type": "credit_institution",
"status": "established"
}
],
"issuer": [
{
"id": "willow",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "GB",
"intra_group": true,
"legal_entity_name": "willow",
"moodys_lt": "a3",
"name": "willow",
"type": "building_society"
}
]
}
}
Term funding scheme
Funding drawn under the Bank of England Term Funding Scheme, shown as its asset and liability legs under the same deal.
{
"title": "term_funding_scheme",
"comment": "Funding drawn under the Bank of England Term Funding Scheme, shown as its asset and liability legs under the same deal.",
"data": {
"security": [
{
"id": "term_funding_scheme",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest": 0,
"asset_liability": "asset",
"balance": -33283662900,
"currency_code": "GBP",
"customer_id": "cedar",
"deal_id": "123123",
"end_date": "2025-12-03T00:00:00+00:00",
"interest_repayment_frequency": "annually",
"isin_code": "LOAN52208742",
"issuer_id": "willow",
"maturity_date": "2025-12-03T00:00:00+00:00",
"movement": "asset",
"mtm_clean": -33283662900,
"mtm_dirty": -33283662895,
"notional_amount": -33283662900,
"on_balance_sheet": true,
"product_name": "A: Loan Pool",
"purpose": "single_collateral_pool",
"regulatory_book": "banking_book",
"rehypothecation": true,
"reporting_id": "iris",
"reporting_entity_name": "iris",
"sft_type": "term_funding_scheme",
"start_date": "2025-04-06T00:00:00+00:00",
"type": "other",
"trade_date": "2025-04-06T00:00:00+00:00"
},
{
"id": "term_funding_scheme2",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"accrued_interest": 174827453,
"asset_liability": "liability",
"balance": 25174827453,
"currency_code": "GBP",
"customer_id": "cedar1",
"deal_id": "123123",
"end_date": "2025-12-03T00:00:00+00:00",
"interest_repayment_frequency": "quarterly",
"isin_code": "LOAN52208742",
"issuer_id": "willow",
"last_payment_date": "2025-12-03T00:00:00+00:00",
"maturity_date": "2025-12-03T00:00:00+00:00",
"movement": "cash",
"mtm_clean": 25000000000,
"mtm_dirty": 25174827448,
"next_payment_date": "2025-11-07T00:00:00+00:00",
"notional_amount": 25000000000,
"on_balance_sheet": true,
"product_name": "L: TFS Repo Float",
"rate": 4,
"regulatory_book": "banking_book",
"rehypothecation": false,
"reporting_id": "iris",
"reporting_entity_name": "iris",
"sft_type": "term_funding_scheme",
"start_date": "2021-12-03T00:00:00+00:00",
"type": "other",
"trade_date": "2021-12-03T00:00:00+00:00"
}
],
"customer": [
{
"id": "cedar",
"date": "2025-10-05T00:00:00+00:00",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"legal_entity_name": "sage",
"moodys_lt": "aa3",
"name": "sage",
"type": "central_bank",
"status": "established"
},
{
"id": "cedar1",
"date": "2025-10-05T00:00:00+00:00",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"legal_entity_name": "sage",
"moodys_lt": "aa3",
"name": "sage",
"type": "central_bank",
"status": "established"
}
],
"issuer": [
{
"id": "willow",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "GB",
"intra_group": true,
"legal_entity_name": "willow",
"moodys_lt": "a3",
"name": "willow",
"type": "building_society"
}
]
}
}
Unsettled repo
A repurchase agreement pending settlement, shown as its cash legs and the security leg.
{
"title": "unsettled_repo",
"comment": "A repurchase agreement pending settlement, shown as its cash legs and the security leg.",
"data": {
"security": [
{
"id": "unsettled_repo",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"asset_liability": "liability",
"balance": -360055,
"currency_code": "CAD",
"customer_id": "daisy",
"deal_id": "44123",
"end_date": "2025-10-07T00:00:00+00:00",
"hqla_class": "i",
"isin_code": "AB0000018228",
"issuer_id": "ISS9",
"mtm_dirty": -359840,
"on_balance_sheet": true,
"product_name": "bond",
"purpose": "back_to_back",
"regulatory_book": "banking_book",
"reporting_id": "honey",
"reporting_entity_name": "honey",
"status": "unsettled",
"start_date": "2025-10-03T00:00:00+00:00",
"type": "cash",
"trade_date": "2025-10-03T00:00:00+00:00",
"value_date": "2025-10-07T00:00:00+00:00"
},
{
"id": "unsettled_repo_2",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "amortised_cost",
"asset_liability": "asset",
"balance": 360055,
"currency_code": "CAD",
"customer_id": "daisy1",
"deal_id": "44123",
"end_date": "2025-10-07T00:00:00+00:00",
"hqla_class": "i",
"isin_code": "AB0000018228",
"issuer_id": "ISS9",
"mtm_dirty": 359840,
"on_balance_sheet": true,
"product_name": "bond",
"purpose": "back_to_back",
"regulatory_book": "banking_book",
"reporting_id": "honey",
"reporting_entity_name": "honey",
"status": "unsettled",
"start_date": "2025-10-03T00:00:00+00:00",
"type": "cash",
"trade_date": "2025-10-03T00:00:00+00:00",
"value_date": "2025-10-07T00:00:00+00:00"
},
{
"id": "unsettled_repo_3",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "held_for_trading",
"asset_liability": "asset",
"balance": 0,
"currency_code": "CAD",
"deal_id": "44123",
"end_date": "2027-08-01T00:00:00+00:00",
"fitch_lt": "aa_plus",
"fvh_level": 2,
"hqla_class": "i",
"isin_code": "AB0000018228",
"issuer_id": "ISS9",
"moodys_lt": "aaa",
"movement": "asset",
"mtm_dirty": 0,
"notional_amount": 0,
"on_balance_sheet": true,
"product_name": "bond",
"purpose": "back_to_back",
"rate": 0,
"regulatory_book": "trading_book",
"rehypothecation": true,
"reporting_id": "honey",
"reporting_entity_name": "honey",
"snp_lt": "aaa",
"start_date": "2025-05-15T00:00:00+00:00",
"type": "bond",
"trade_date": "2025-10-06T00:00:00+00:00"
}
],
"customer": [
{
"id": "daisy",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "CA",
"fitch_lt": "aa_minus",
"intra_group": true,
"legal_entity_name": "spruce",
"lei_code": "AB000000000000L00080",
"moodys_lt": "aa2",
"name": "spruce",
"parent_id": "flint",
"reporting_relationship": "parent",
"sic_code": 64999,
"snp_lt": "a_plus",
"type": "credit_institution",
"national_reporting_code": "C171019"
},
{
"id": "daisy1",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "IT",
"intra_group": false,
"legal_entity_name": "topaz",
"lei_code": "AB000000000000L00115",
"name": "topaz",
"parent_id": "granite",
"risk_country_code": "IT",
"sic_code": 64999,
"type": "credit_institution"
}
],
"issuer": [
{
"id": "ISS9",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "CA",
"fitch_lt": "aa_plus",
"intra_group": false,
"legal_entity_name": "Legal Name 000553",
"lei_code": "AB000000000000L00297",
"moodys_lt": "aaa",
"name": "Issuer Name 000553",
"parent_id": "IS01872",
"sic_code": 84110,
"snp_lt": "aaa",
"type": "central_govt"
}
]
}
}
Central bank required reserves
Minimum reserves held by the credit institution at a central bank.
{
"title": "central_bank_required_reserves",
"comment": "Minimum reserves held by the credit institution at a central bank.",
"data": {
"security": [
{
"id": "central_bank_required_reserves",
"date": "2025-10-06T00:00:00+00:00",
"accrued_interest": 143440,
"asset_liability": "asset",
"balance": 48701781,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "central_bank",
"hqla_class": "i",
"issuer_id": "ISS10",
"movement": "asset",
"mtm_dirty": 48558341,
"next_payment_date": "2025-10-25T00:00:00+00:00",
"notional_amount": 48558341,
"on_balance_sheet": true,
"regulatory_book": "banking_book",
"risk_country_code": "GB",
"start_date": "2025-10-06T00:00:00+00:00",
"type": "cb_reserve",
"trade_date": "2025-10-06T00:00:00+00:00",
"value_date": "2025-10-06T00:00:00+00:00"
}
],
"customer": [
{
"id": "central_bank",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "GB",
"credit_impaired": false,
"cqs_standardised": 2,
"intra_group": false,
"risk_country_code": "GB",
"type": "central_bank",
"currency_code": "GBP",
"product_count": 0,
"status": "established"
}
],
"issuer": [
{
"id": "willow",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "GB",
"cqs_standardised": 2,
"legal_entity_name": "willow",
"lei_code": "AB000000000000L00297",
"name": "willow",
"nace_code": "K.64.11",
"type": "central_bank"
}
]
}
}
Bank of England levy
The Bank of England levy, which replaced the former Cash Ratio Deposit Scheme and covers the Bank of England’s operational costs.
{
"title": "bank_of_england_levy",
"comment": "The Bank of England levy, which replaced the former Cash Ratio Deposit Scheme and covers the Bank of England's operational costs.",
"data": {
"security": [
{
"id": "bank_of_england_levy",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "fv_oci",
"asset_liability": "asset",
"currency_code": "GBP",
"customer_id": "central_bank",
"deal_id": "31232",
"hqla_class": "i",
"interest_repayment_frequency": "at_maturity",
"movement": "asset",
"mtm_clean": 100,
"mtm_dirty": 100,
"notional_amount": 100,
"on_balance_sheet": true,
"product_name": "Cash Ratio Deposit",
"rate": 0,
"regulatory_book": "banking_book",
"reporting_id": "123456",
"reporting_entity_name": "123456",
"start_date": "2025-10-06T00:00:00+00:00",
"type": "cash_ratio_deposit",
"trade_date": "2025-10-06T00:00:00+00:00",
"value_date": "2025-10-06T00:00:00+00:00"
}
],
"customer": [
{
"id": "central_bank",
"date": "2025-10-06T00:00:00+00:00"
}
]
}
}
Certificate of deposit
A certificate of deposit: a promissory note issued by a bank with a fixed maturity and a fixed interest rate.
{
"title": "certificate_of_deposit",
"comment": "A certificate of deposit: a promissory note issued by a bank with a fixed maturity and a fixed interest rate.",
"data": {
"security": [
{
"id": "certificate_of_deposit",
"date": "2025-10-06T00:00:00+00:00",
"accounting_treatment": "fv_oci",
"accrued_interest": 0,
"asset_liability": "asset",
"balance": 2630250,
"country_code": "GB",
"currency_code": "GBP",
"customer_id": "eagle",
"end_date": "2025-11-01T00:00:00+00:00",
"encumbrance_amount": 0,
"hqla_class": "ineligible",
"interest_repayment_frequency": "annually",
"issuer_id": "ISS11",
"last_payment_date": "2025-11-01T00:00:00+00:00",
"maturity_date": "2025-11-01T00:00:00+00:00",
"movement": "asset",
"mtm_clean": 2500000,
"mtm_dirty": 2599573,
"next_payment_date": "2025-11-01T00:00:00+00:00",
"notional_amount": 2500000,
"on_balance_sheet": true,
"product_name": "CD 1",
"rate": 5.21,
"regulatory_book": "banking_book",
"rehypothecation": true,
"reporting_id": "juniper",
"reporting_entity_name": "juniper",
"risk_country_code": "GB",
"start_date": "2024-11-02T00:00:00+00:00",
"type": "cd",
"trade_date": "2024-11-02T00:00:00+00:00",
"value_date": "2024-11-02T00:00:00+00:00"
}
],
"customer": [
{
"id": "eagle",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "GB",
"credit_impaired": false,
"intra_group": false,
"parent_id": "heather",
"risk_country_code": "GB",
"type": "credit_institution",
"currency_code": "GBP",
"product_count": 1,
"status": "established"
}
],
"issuer": [
{
"id": "ISS11",
"date": "2025-10-06T00:00:00+00:00",
"country_code": "GB",
"cqs_standardised": 1,
"legal_entity_name": "ISS11",
"lei_code": "AB000000000000L00297",
"name": "ISS11",
"nace_code": "K.64.90",
"type": "credit_institution"
}
]
}
}