L |
Long-term original maturity (over 1 year or no stated maturity) |
LL |
Long-term original maturity (over 1 year) with long-term residual maturity (over 1 year) |
LM13 |
Long-term original maturity (over 1 year) with residual maturity over 1 month and up to 3 months |
LM3C |
Long-term original maturity (over 1 year) with residual maturity over 3 months and up to 12 months |
LM_1 |
Long-term original maturity (over 1 year) with residual maturity up to 1 month |
LS |
Long-term original maturity (over 1 year) with short-term residual maturity (up to 1 year) |
LY12 |
Long-term original maturity (over 1 year) with residual maturity over 1 year and up to 2 years |
LY13 |
Long-term original maturity (over 1 year) with residual maturity over 1 year and up to 3 years |
LY15 |
Long-term original maturity (over 1 year) with residual maturity over 1 year and up to 5 years |
LY23 |
Long-term original maturity (over 1 year) with residual maturity over 2 years and up to 3 years |
LY25 |
Long-term original maturity (over 1 year) with residual maturity over 2 years and up to 5 years |
LY2_ |
Long-term original maturity (over 1 year) with residual maturity over 2 years |
LY34 |
Long-term original maturity (over 1 year) with residual maturity over 3 years and up to 4 years |
LY35 |
Long-term original maturity (over 1 year) with residual maturity over 3 years and up to 5 years |
LY45 |
Long-term original maturity (over 1 year) with residual maturity over 4 years and up to 5 years |
LY56 |
Long-term original maturity (over 1 year) with residual maturity over 5 years and up to 6 years |
LY5A |
Long-term original maturity (over 1 year) with residual maturity over 5 years and up to 10 years |
LY5_ |
Long-term original maturity (over 1 year) with residual maturity over 5 years |
LY67 |
Long-term original maturity (over 1 year) with residual maturity over 6 years and up to 7 years |
LY78 |
Long-term original maturity (over 1 year) with residual maturity over 7 years and up to 8 years |
LY89 |
Long-term original maturity (over 1 year) with residual maturity over 8 years and up to 9 years |
LY9A |
Long-term original maturity (over 1 year) with residual maturity over 9 years and up to 10 years |
LYAF |
Long-term original maturity (over 1 year) with residual maturity over 10 years and up to 15 years |
LYAI |
Long-term original maturity (over 1 year) with residual maturity over 10 years and up to 30 years |
LYA_ |
Long-term original maturity (over 1 year) with residual maturity over 10 years |
LYFG |
Long-term original maturity (over 1 year) with residual maturity over 15 years and up to 20 years |
LYGH |
Long-term original maturity (over 1 year) with residual maturity over 20 years and up to 25 years |
LYHI |
Long-term original maturity (over 1 year) with residual maturity over 25 years and up to 30 years |
LYI_ |
Long-term original maturity (over 1 year) with residual maturity over 30 years |
M13 |
Original maturity over 1 month and up to 3 months |
M3C |
Original maturity over 3 months and up to 12 months |
M_1 |
Original maturity up to 1 month |
M_1M_1 |
Original maturity up to 1 month with residual maturity up to 1 month |
S |
Short-term original maturity (up to 1 year) |
SM13 |
Short-term original maturity (up to 1 year) with residual maturity over 1 month and up to 3 months |
SM3C |
Short-term original maturity (up to 1 year) with residual maturity over 3 months and up to 12 months |
SM_1 |
Short-term original maturity (up to 1 year) with residual maturity up to 1 month |
T |
All original maturities |
TL |
All original maturities with long-term residual maturity (over 1 year) |
TM13 |
All original maturities with residual maturity over 1 month and up to 3 months |
TM36 |
All original maturities with residual maturity over 3 months and up to 6 months |
TM3C |
All original maturities with residual maturity over 3 months and up to 12 months |
TM69 |
All original maturities with residual maturity over 6 months and up to 9 months |
TM9C |
All original maturities with residual maturity over 9 months and up to 12 months |
TM_1 |
All original maturities with residual maturity up to 1 month |
TM_3 |
All original maturities with residual maturity up to 3 months |
TS |
All original maturities with short-term residual maturity (up to 1 year) |
TT |
Total residual maturity |
TY12 |
All original maturities with residual maturity over 1 year and up to 2 years |
TY13 |
All original maturities with residual maturity over 1 year and up to 3 years |
TY15 |
All original maturities with residual maturity over 1 year and up to 5 years |
TY23 |
All original maturities with residual maturity over 2 years and up to 3 years |
TY25 |
All original maturities with residual maturity over 2 years and up to 5 years |
TY34 |
All original maturities with residual maturity over 3 years and up to 4 years |
TY35 |
All original maturities with residual maturity over 3 years and up to 5 years |
TY45 |
All original maturities with residual maturity over 4 years and up to 5 years |
TY56 |
All original maturities with residual maturity over 5 years and up to 6 years |
TY5A |
All original maturities with residual maturity over 5 years and up to 10 years |
TY5_ |
All original maturities with residual maturity over 5 years |
TY67 |
All original maturities with residual maturity over 6 years and up to 7 years |
TY78 |
All original maturities with residual maturity over 7 years and up to 8 years |
TY89 |
All original maturities with residual maturity over 8 years and up to 9 years |
TY9A |
All original maturities with residual maturity over 9 years and up to 10 years |
TYAF |
All original maturities with residual maturity over 10 years and up to 15 years |
TYAI |
All original maturities with residual maturity over 10 years and up to 30 years |
TYA_ |
All original maturities with residual maturity over 10 years |
TYFG |
All original maturities with residual maturity over 15 years and up to 20 years |
TYGH |
All original maturities with residual maturity over 20 years and up to 25 years |
TYHI |
All original maturities with residual maturity over 25 years and up to 30 years |
TYI_ |
All original maturities with residual maturity over 30 years |
XLS |
Long-term original maturity with short-term embedded put option |
XY12 |
Unspecified original maturities with residual maturity over 1 year and up to 2 years |
XY23 |
Unspecified original maturities with residual maturity over 2 years and up to 3 years |
XY34 |
Unspecified original maturities with residual maturity over 3 years and up to 4 years |
XY45 |
Unspecified original maturities with residual maturity over 4 years and up to 5 years |
XY56 |
Unspecified original maturities with residual maturity over 5 years and up to 6 years |
XY67 |
Unspecified original maturities with residual maturity over 6 years and up to 7 years |
XY78 |
Unspecified original maturities with residual maturity over 7 years and up to 8 years |
XY89 |
Unspecified original maturities with residual maturity over 8 years and up to 9 years |
XY9A |
Unspecified original maturities with residual maturity over 9 years and up to 10 years |
XYAF |
Unspecified original maturities with residual maturity over 10 years and up to 15 years |
XYFG |
Unspecified original maturities with residual maturity over 15 years and up to 20 years |
XYGH |
Unspecified original maturities with residual maturity over 20 years and up to 25 years |
XYHI |
Unspecified original maturities with residual maturity over 25 years and up to 30 years |
XYI_ |
Unspecified original maturities with residual maturity over 30 years |
XY_2 |
Unspecified original maturities with residual maturity up to 2 years |
Y12 |
Original maturity over 1 year and up to 2 years |
Y13 |
Original maturity over 1 year and up to 3 years |
Y15 |
Original maturity over 1 year and up to 5 years |
Y23 |
Original maturity over 2 years and up to 3 years |
Y25 |
Original maturity over 2 years and up to 5 years |
Y2_ |
Original maturity over 2 years |
Y34 |
Original maturity over 3 years and up to 4 years |
Y35 |
Original maturity over 3 years and up to 5 years |
Y45 |
Original maturity over 4 years and up to 5 years |
Y56 |
Original maturity over 5 years and up to 6 years |
Y5A |
Original maturity over 5 years and up to 10 years |
Y5_ |
Original maturity over 5 years |
Y67 |
Original maturity over 6 years and up to 7 years |
Y78 |
Original maturity over 7 years and up to 8 years |
Y89 |
Original maturity over 8 years and up to 9 years |
Y9A |
Original maturity over 9 years and up to 10 years |
YAF |
Original maturity over 10 years and up to 15 years |
YAI |
Original maturity over 10 years and up to 30 years |
YA_ |
Original maturity over 10 years |
YFG |
Original maturity over 15 years and up to 20 years |
YGH |
Original maturity over 20 years and up to 25 years |
YHI |
Original maturity over 25 years and up to 30 years |
YI_ |
Original maturity over 30 years |
Y_2M36 |
Original maturity up to 2 years and residual maturity between 3 months and 6 months |
_X |
Not allocated/ unspecified |
_Z |
Not applicable |