Final Reportorial Template and Reporting Guidelines on the Reportorial Template on Repurchase (Repo) Agreements of Banks and Quasi-Banks (QBs)

BANGKO SENTNEL NG PILIPINAS OFFICE OF THE DEPUTY GOVERNOR SUPERVIS]ON AND EXAMINATION SECTOR MEMORANDUM NO. M - 2017{20 To : All Banks and Quasi-Banks Subject : Final ReportorialTemplate and Reporting Guidelines on the Reportorial Template on Repurchase (RepolAgreements of Banks and Quasi-Banks (QBs) Pursuant to BSP Circular No. 923 dated 31 August 20L6, banks and QBs shall submit a monthly Report on Repo Agreements effective reporting period ending 30 June 2OL7. Attached is the final guidelines and template of the Reportorial Template on Repo Agreements of Banks/QBs following the pilot run conducted on 30 November 2016. (a) Reporting Guidelines Attached as Annex A is the revised Reporting Guidelines and Instructions of the Reportorial Template on Repo Agreements of Banks and QBs. This provides for additional detailed instructions on the accomplishment of the template and amends Appendix 1.L6 of the Manual of Regulations for Banks (MORB) and Appendix Q-70 of the Manual of Regulation for Non-Bank Financial lnstitutions (MORNBFI). (b) Reporting Template Attached as Annex A-1 is the final reportorial Template on Repo Agreements of Banks and QBs which incorporates amendments to Schedule 3 of the reporting template, the 'Repo Transactions for the Month'. The amendments to the template are summarized below: 1. Thee title of the followi cotumnS nave been alnetl ded From To Bills Payable under Repurchase Agreement Bills Payable under Repurchase (Outstanding Balance as of Reporting Date) Agreement Amount Cancelled/ Pre-terminated Amount Pre-terminated/ Matured Maturity Date/ Pre-termination Date Pre-termination Date/ Maturity Date (dd-mm-yy) (yyyy-mm-dd) Reason for Cancellation/ Pre-termination Reason for Pre-termination 2. The column requesting information on whether the repo has matured/ pre-terminated has been deleted. For information and guidance. L*rr# Deputy Govern E tune ZOLz A. Mabini St., Malate L004 Manila, Philippines o (632) 708-770L o www.bsp.gov.ph o [email protected]

Annex A APP.116/Q-70 REPORTING GUIDELINES AND INSTRUCTIONS ON REPORTORTAT TEMPTATE ON REPURCHASE AGREEMENTS (REpOSl (Appendix to Subsec. XL92.L8 I 4192Q.181 RATIONALE The creation and design of this Prudential Reporting Template on Repurchase Agreements (Repos) aims to strengthen financial surveillance, particularly in monitoring market trends and vulnerabilities in repo markets, to enable supervisory authorities to formulate effective policy responses to ensure continued functioning and efficiency of the financial system. This prudential reporting template only covers borrowings in the form of repo transactions and excludes Reverse Repurchase Agreements. il. DEFINITION OF REPURCHASE AGREEMENTS FOR BANKS AND QUAST BANKS (OAs1 A repurchase agreement is a contract wherein a bank/QB, in exchange for cash (repo seller/cash borrower), sells the security to another party (repo buyer/cash lender) under a true sale agreement with a simultaneous commitment to repurchase the security at a fixed price at a date certain or on-demand. Repo sellers/cash borrowers record repos as "Bills Payable-Repo", while repo buyers/cash lenders record repos as "Loans and Receivables Arising from Repurchase, Certificates of Assignment/Participation with Recourse and Securities Lending and Borrowing Transactions - Matrix of Counterparty and lssuer of Collateral Securities". III. DESCRIPTION, STRUCTURE AND PURPOSE OF DATA ELEMENTS A. Data elements, vulnerobility points, and risk detection The reportorial template is designed to capture timely and comprehensive transactional- level data on repos of banks/QBs in order to gauge systemic and firm-level risk. The template consists of three (3) Schedules, namely: 1. End of Day Balance The 'End of Day Balance' schedule provides a snapshot of daily repo transactions. lt shows the daily movement of repos as well as the fair value of the securities used in the repo transactions. This schedule aims to obtain an aggregated view of repo turnover as well as gearing/leverage on a daily basis. 2. Month-End Balance The 'Month-End Balance' schedule shows details of outstanding repos as of the end of the month. The information required for outstanding repos include details on the economic terms of the repo transaction, counterparties, and underlying securities.

Transoctionol Detoils Transactional details of repos, such as the outstanding balonce, repo rate and remaining moturity, are essential to ascertaining the funding/maturity profile of repos of the industry and its exposure to rollover/liquidity and interest rate risk from such funding source. Currency composition of both cash and security components, meanwhile, indicate industry-wide exposure to FX risk related to repos. Counterporty Detoils These consist of information on a bank's/QB's counterparty (repo buyer/cash lender) and its sectoral profile. These aid in determining credit, cross-border and concentration risk of the financial system when aggregated. Counterparty information enables the assessment of interconnectedness and the manner by which vulnerabilities in a bank/QB can be transmitted to other banks/QBs or firms. Security Detoils The report requires banks/QBs to disclose the type, quality and fair value of a repo's underlying security. Said information are indicators of the potentialvariation in the value of the "repoed" security and concentration in holding of the underlying repo security which may impact on market liquidity of the security. For purposes of determining fair value of securities, banks/QBs shall be guided by the Bangko Sentral ng Pilipinas (BSP) prescribed marking-to-market guidelines for securities under Appendix 33a of the MORB/Appendix Q-20-a of the MORNBFI. 3. Repo Transactions for the Month The 'Repo Transactions for the Month' schedule provides information on repo deals that are availed and which subsequently mature or are pre-terminated within the reporting month. The information required to be disclosed on these repo deals include details on the economic terms of the repo transaction, counterparties and u nderlying secu rities. Banks/QBs that have no repo deals with their entire repo term (availment up to maturity/pre-termination) falling within the reporting month need not accomplish this schedule. B. Dota Components L. Components of End of Day Balance Schedule The followine data field are ovided with the following descriptions ,c4?re1-. u Standardized Dita Fields Dbta Flelds Description Transaction Date Refers to a calendar day (yyyy-mm-dd) Details No. of Repo Deals for the Day Availments Refers to the number of repo deals availed Economic during the day. Repo availments shall terms of include renewals and rollovers. the repo Matured/Pre- Refers to the number of repo deals transaction. terminated matured/pre-terminated during the day.

Transaction Amount Details Bills Payable - Repo Beginning Refers to the ending balance of Bills Payable Economic Balance - Repo of the previous dav terms of Availment for Refers tothe total amount of repo the repo the Dav transactions availed during the dav. transaction. Matured/ Refers tothe total amount of repo Pre-terminated for the transactions which matured or were Dav pre-terminated during the day. Other Adjustments/ Refers to adjustments/transactions Transactions affecting repos, other than those pertaining to availments, maturing and pre- terminations. Examples of other adjustments/ transactions affecting repos include, but need not be limited to corrections on ba la nces/amortization. End of Day Balance Refers to the ending balance of the Bills Payable - Repo account for the day. Fair Value of SecuriW Subiect of the Repo Debt Securities Refers to the mark-to-market (MTM) value of the security, if these are in the form of debt securities, as of the end of the day. Equity Securities Refers to the MTM value of the security, if these are in the form of equity securities, as ofthe end ofthe dav. Total Refers to the total MTM of securities subject of the repo. 2. Components of Month-End Balance Schedule Transaction Refers to the unique number that identifies Details an entry. Refers to the date (yyyy-mm-dd) when a Economic transaction is availed. terms of Maturity Date Refers to the date (yyyy-mm-dd) when a the repo repo transaction matures. For repos that are transaction. on demand, banks shall indicate "on- demand"

Transaction Market Segment Refers to the market segment of the repo Details which can either be: bilateral, tri-party or Central Clearing Counterparty (CCP). Economic terms of CCP refers to repos that are transacted the repo through an entity that interposes itself transaction. between counterparties to contracts traded in one or more financial markets, becoming the buyer to every seller and the seller to every buyer and thereby ensuring the performance of open contracts. Bilateral refers to repurchase agreements between two institutions. Tri-pafi refers to repurchase agreements between two institutions where securities serving as collateral are held by a third party that provides collateral management and settlement services.r Financial Market Refers to the name of the institution that Infrastructure2 such as provides tri-party, CCP or trade exchange L. Tri-Party services, if applicable. 2. CCP Refers to the purpose/reason of the financial institution for entering into a repo transaction. This can be but need not be limited to any of the following: 1. cash funding requirement 2. securities requirement for market 3. hedging 4. collateral transformation 5. business contingency testing 5. others Refers to the length ofthe contract. (outo- generoted by the reporting system) Refers to the cost incurred by the bank (expressed as a Yo per annum rate) for borrowing cash, classified either as (1) fixed or (2)floating rate. Note: lf the repo rate is floating, report the applicable floating rate as of reporting date. Source: Committee on Payment and Settlement Systems (CPSS), Principles for financial market infrastructures, April 2012; and Federal Reserve Bank of New York, Paper on Repo and Securities Lending February 2013 A multilateral system among participating institutions, including the operator of the system, used for purposes of clearing, settling, or recording payments, securities, derivatives, or other financialtransactions. (Source: lbid.)

Transaction Refers to the amount of margin set aside by Details the repo seller/cash borrower in accordance with margan parameters agreed by both Economic parties in the repo agreement (expressed in terms of PhP) classified either as (1) cash or (2) the repo security (fair value of the security) as of transaction. Refers to the original currency of the Refers to Regular Banking Unit (RBU), Expanded/Foreign Currency Denominated Unit (E/FCDUIor Foreign Office. Bills Payable under Refers to the amortized cost of repo Repurchase borrowings in both original currency and Agreement peso equivalent, in the case of foreign currency denominated repos3, as of Counterparty Resident/Non- A resident refers to an individual or Details Resident/M ulti latera I institutional unit that has a center of economic interest in the economic territory Data on the of the Philippines. individuals or institutional A non-resident refers to an individual or unit to which institutional unit that has a center of the entity is economic interest outside the economic exposed. terrltory of the Philippines. A Multilateral Agency refers to an international organization defined in the Financial Reporting Package for banks. Geographic Region Refers to the geographic region of the counterparty. This shall consist of: 1. Northern America 2. Latin America 3. Europe 4. Asia 5. Others Refers to the country of the 3 Circular No 494 Series of 2005. Peso equivalent shall be derived from the Philippine Dealing System (PDS) Peso/US Dollar closing rate or for third currencies the New York US Dollar/fhird Currencies closing rates.

Counterparty Sector (General) Refers to the general sector of the following Details counterparties: Data on the 1. Resident counterparty such as individuals or Government, Bangko Sentral, Banks, institutional Private Corporations and Individuals; unit to which the entity is 2. Non-resident counterpafi such as exposed. Central Government, Public Sector, Banks, Private Corporations and Individuals; or 3. Multilateral Agency refers to the World Bank Group comprised of the lnternational Bank for Reconstruction and Development (IBRD) and the lnternational Finance Corporation (lFC), Asian Development Bank (ADB), African Development Bank (AfDB), the European Bank for Reconstruction and Development (EBRD), the Inter-American Development Bank (IADB), the European Investment Bank (ElB), the Nordic Investment Bank (NlB); the Caribbean Development Bank (CDB), the Council of Europe Development Bank (CEDB) and other entities that may be recognized by the BSP as multilateral Sector (Specific) This refers to the sub-classification of the following sectors of the counterparty: For Residents Government Sector i. NationalGovernment ii. Local Government Units iii. Government Owned and Controlled Corporations a. Social Security Institutions b. Other Financial Institutions c. Non-Financial Institutions Bonks i. Universaland Commercial Banks (U/KBs) ii. Other Banks Privote Corporotions i. Financial Corporations ii. Non-Financial Corporations For Non-Residents Banks i. Off-Shore Banking Units (OBUs) ii. Other Banks

Standardized Data Fields Cetegory Data Flelds Description Counterparty Counterparty Name Refers to the name of the bank's Details counterparty as stated in its Articles of Incorporation/Registration, in the case of juridical entities/sole proprietorship, as applicable. Security Details Security Details rsrN Refers to the International Securities Information ldentification Number (15lN) of the security. about the security that is Security Type Refers to the type of security subject of the the subject of repo transaction (i.e., debt securities or the repo equity securities). tra nsaction. Listing Details Refers to whether the security is listed on a registered exchange or not. Note: Answerable by YES or No Maturity date Refers to the maturity date of the security, in the case of debt securities. (yyyy-mm-dd). Accounting Refers to the accounting classification of the Classification of the underlying securities as booked by the bank. Securities Financial assets are classified according to the following categories: 1. Held for Trading (HFT), 2. Held to Maturity (HTM), 3. Available for Sale (AFS), 4. Investments in Non-Marketable Equity Securities (INMES), and 5. Unquoted Debt Securities Classified as Loans (UDSCL). Currency Refers to the original currency of the denomination security. Face Value Refers to the face value of the security, in (Debt security) the case of debt securities. Number of Shares Refers to the number of shares, in the case (Equity security) of equity securities. Total Fair Value Refers to the mark-to-market value of the security in both original currency and peso equivalent, in the case of foreign currency denominated repos, as of reporting date. Net Carrying Amount Refers to the net carrying amount of the security recorded as HTM, UDSCL and INMES, which corresponds to the amortized cost of securities less any allowance for specific credit losses, in both original currency and peso equivalent, as of reporting date.

Security Details Security lssuer Details Resident/Non- A resident refers to an individual or Information Resident/Multilateral institutional unit that has a center of about the economic interest in the economic territory security that is of the Philippines; the subject of the repo A non-resident refers to an individual or transaction. institutional unit that has a center of economic interest outside the economic territory of the Philippines; and A Multilateral Agency refers to an international organization as defined in the Financial Reporting Package for banks. Geographic Region Refers to the geographic region of the issuer. This shall consist of: 1. Northern America 2. Latin America 3. Europe 4. Asia 5. Others Refers to the country ofthe issuer. Sector (General) Refers to the general sector ofthe following issuers: t. Resident counterparty such as Government, Bangko Sentral, Banks and Private Corporations. 2. Non-resident counterparty such as Central Government, Public Sector, Banks and Private Corporations. 3. Multilateral Agency refers to the World Bank Group comprised of the IBRD and lFc, ADB, AfDB, EBRD, IADB, ElB, NtB, CDB, CEDB and other entities that may be recognized by the BSP as multilateral agencies.

Security Details Sector (Specific) This refers to the sub-classification of the following sectors of the issuer: Information For Residents security that is Government Sector the subject of i. NationalGovernment the repo ii. Local Government Units transaction. iii. Government Owned and Controlled Corporations a. SocialSecuritylnstitutions b. Other Financial Institutions c. Non-Financial Institutions Banks i. UBs/KBs ii. Other Banks Privote Corporotions i. FinancialCorporations ii. Non-Financial Corporations For Non-Residents Banks i. OBUs ii. Other Banks Refers to the name of the issuer of the security as stated in its Articles of lncorporation/ Registration. 3. Components of the Repo Transactions for the Month Schedule Transaction Refers to the unique number that identifies Details an entry. Refers to the date (yWy-mm-dd) when a Economic transaction is availed. terms of Maturity Date Refers to the date {yyyy-mm-dd) when a the repo repo transaction matures. For repos that are transaction. on demand, banks shall indicate "on- demand"

Transaction Market Segment Refers to the market segment of the repo Details which can either be: bilateral, tri-party or Central Clearing Counterparty (CCP). Economic terms of CCP refers to repos that are transacted the repo through an entity that interposes itself transaction. between counterparties to contracts traded in one or more financial markets, becoming the buyer to every seller and the seller to every buyer and thereby ensuring the performance of open contracts. Bilateral refers to repurchase agreements between two institutions. Tri-pafi refers to repurchase agreements between two institutions where securities serving as collateral are held by a third party that provides collateral management and settlement services.a Financial Market Refers to the name of the institution that Infrastructures such as provides tri-party, CCP or trade exchange L. Tri-Party services, if applicable. 2. CCP 3. Trade Exchange Refers to the purpose/reason ofthe financial institution for entering into a repo transaction. This can be but need not be limited to any of the following: 1. cash funding requirement 2. securities requirement for market-ma 3. hedging 4. collateral transformation 5. business contingency testing 6. others Refers to the length ofthe contract. (auto- generated by the reporting system) Refers to the cost incurred by the bank (expressed as a lo per annum rate) for borrowing cash, classified either as (1) fixed or (2) floating rate. Note: lf the repo rate is floating, report the applicable floating rate as of availment date. Source: Committee on Payment and Settlement Systems (CPSS), Principles for financial market infrastructures, April 2012; and Federal Reserve Bank of New York, Paper on Repo and Securities Lending February 2013 A multilateral system among participating institutions, including the operator of the system, used for purposes of clearing, settling, or recording payments, securities, derivatives, or other financial transactions. (Source: lbid.)

Transaction Refers to the amount of margin set aside by Details the repo seller/cash borrower in accordance with margin parameters agreed by both Economic parties in the repo agreement (expressed in terms of PhP) classified either as (1) cash or (2) the repo security (fair value of the security) as of transaction. availment date. Refers to the original currency of the repo. Refers to RBU, E/FCDU or Foreign Office. Refers to the amortized cost of repo Bills Payable under borrowings in both original currency and Repurchase peso equivalent, in the case of foreign Agreement currency denominated repos6, as of availment date. Counterparty Resident/Non- A resident refers to an individual or Details Resident/Multilateral institutional unit that has a center of economic interest in the economic territory Data on the of the Philippines. individuals or institutional A non-resident refers to an individual or unit to which institutional unit that has a center of the entity is economic interest outside the economic exposed. territory of the Philippines. A Multilateral Agency refers to an international organization defined in the Financial Reporting Package for banks. Geographic Region Refers to the geographic region of the counterparty. This shall consist of: 1. Northern America 2. Latin America 3. Europe 4. Asia 5. Others Refers to the country of the 6 Circular No 494 Series of 2005. Peso equivalent shall be derived from the Philippine Dealing System (PDS) Peso/US Dollar closing rate or for third currencies the New York US Dollarfihird Currencies closing rates.

Counterpafi Sector (General) Refers to the general sector of the following Details counterparties: Data on the 1. Resident counterparty such as individuals or Government, Bangko Sentral, Banks, institutional Private Corporations and Individuals; unit to which the entity is 2. Non-resident counterparty such as exposed. Central Government, Public Sector, Banks, Private Corporations and Individuals; or 3. MultilateralAgency refers to the World Bank Group comprised of the IBRD and IFC, ADB, AfDB, EBRD, IADB, EIB, NIB, CDB, CEDB and other entities that may be recognized by the BSP as multilateral agencies. Counterpafi Sector (Specific) This refers to the sub-classification of the Details following sectors of the counterparty: Data on the For Residents individuals or Government Sector institutional i. NationalGovernment unit to which ii. LocalGovernment Units the entity is iii. Government Owned and Controlled exposed. Corporations a. Social Security lnstitutions b. Other Financial Institutions c. Non-Financial Institutions Banks i.U/KBs ii. Other Banks Privote Corporotions i. FinancialCorporations ii. Non-Financial Corporations For Non-Residents Bonks i. OBUs ii. Other Banks Counterparty Name Refers to the name of the bank's counterparty as stated in its Articles of Incorporation/Registration, in the case of juridical entities/sole proprietorship, as applicable.

Standardized Data Fields Category Data Fields Descrintion Security Details SecuriW Details rsrN Refers to the lSlN of the security. Information Security Type Refers to the type of security subject of the about the repo transaction (i.e., debt securities or security that is equity securities). the subject of Listing Details Refers to whether the security is listed on a the repo registered exchange or not. tra nsaction. Note: Answerable by YES or No Maturity date Refers to the maturity date of the security, in the case of debt securities. (ywy-mm-dd). Accounting Refers to the accounting classification of the Classification of the underlying securities as booked by the bank. Securities Financial assets are classified according to the following categories: 1. HFT 2, HTM 3. AFS 4. INMES 5. UDSCL Currency Refers to the original currency of the denomination security. Face Value Refers to the face value of the security, in (Debt security) the case of debt securities. Number of Shares Refers to the number of shares, in the case (Equity security) of equity securities. Total Fair Value Refers to the mark-to-market value of the security in both original currency and peso equivalent, in the case of foreign currency denominated repos, as of availment date. Net Carrying Amount Refers to the net carrying amount of the security recorded as HTM, UDSCL and INMES, which corresponds to the amortized cost of securities less any allowance for specific credit losses, in both original currency and peso equivalent, as of availment date. Security lssuer Details Resident/Non- A resident refers to an individual or Reside nt/M u ltilatera I institutional unit that has a center of economic interest in the economic territory of the Philippines; A non-resident refers to an individual or institutional unit that has a center of economic interest outside the economic territory of the Philippines; and A Multilateral Agency refers to an international organization as defined in the Financial Reporting Package for banks.

Security Details Geographic Region Refers to the geographic region of the issuer. This shall consist of: Information 1. Northern America about the 2. Latin America security that is 3. Europe the subject of 4. Asia the repo 5. Others transaction. Refers to the countrv of the issuer. Sector (General) Refers to the general sector of the following issuers: 1. Resident counterparty such as Government, Bangko Sentral, Banks and Private Corporations. 2. Non-resident counterparty such as Central Government, Public Sector, Banks and Private Corporations. 3. Multilateral Agency refers to the World Bank Group comprised of the IBRD and tFc, ADB, AfDB, EBRD, IADB, ElB, NlB, CDB, CEDB and other entities that may be recognized by the BSP as multilateral agencies. Sector (Specific) This refers to the sub-classification of the following sectors of the issuer: For Residents Government Sector i. NationalGovernment ii. Local Government Units iii. Government Owned and Controlled Corporations a. Social Security lnstitutions b. Other Financial Institutions c. Non-Financial Institutions Banks i. UBs/KBs ii. Other Banks Privote Corporotions i. FinancialCorporations ii. Non-Financial Corporations For Non-Residents Banks i. OBUs ii. Other Banks Refers to the name of the issuer of the security as stated in its Articles of

Standardized Data Fields Catego Data Fields Description Pre- Status Refers to either a pre-terminated or termination matured repo transaction. Maturity Pre-termination Refers to the date of pre-termination or Details Date/ Maturity Date maturitv of the reoo transaction. Amount Pre- Refers to the outstanding balance of the lnformation for terminated/ repo when the transaction was pre- matured and Matured terminated or matured. This is in original pre-terminated (Orieinal Currencv) currency of the transaction. transactions. Amount Pre- Refers to the outstanding balance of the terminated/ Matured repo when the transaction was pre- (PhP Equivalent) terminated or matured. This is in PhP equivalent in the case of foreign currency denominated repos. Reason for Refers to the reason why the transaction Pre-termination was pre-terminated. Foreign currency-denominated accounts shall be reported, in their peso equivalent using the Philippine Dealing System (PDS) peso/US Dollar closing rate, or, for third currencies, the New York US Dollar/Third Currencies closing rate. Banks/QBs without repo transactions shall submit the Reportorial Template on Repurchase Agreements (Repos) and the Control Prooflist certifying that there is nothing to report for the month. rv. EFFECTTVTW The Repo reporting template shall take effect as of the reporting period ending 30 June 2OL7.

Schedule 1 - End of Day Balance Annex A-1 For the month of lun-t7 Schedule 1 BANKNAME BKCODE ln absolute omount Amount No. of Repo Deals for the Day Bills Payable - Repo Fair Value of Security Date Day Matured/Pre- Other Matured/ Pre- Availment for Availments terminated Beginning Balance the Oay terminated for Adjustments / End of day balance Debt Securities Equity Securities TOTAI. the Dav Transactions 2077-O6-OL 7 20L7-06-02 20L7-06-03 20L7-06-04 2017-06-0s 2017-06-06 zoLT-06-07 2017-06-08 2017-06-09 2077,O6-LO 1C 20L7-O6-Lr L 2017-O6-L2 I 2077-O6-L3 1 2077-06-14 2017-o6-L5 2011-O6-L6 1( 20L7-06-7 zorT-o6-rt 1{ 2017-06-7 1 2077-O6-2C 2( 2077-06-21 21 2017-o6-2i 2i 20t7-06-2 2a 20L7-06-24 2t 2017-06-2! 2 2017-O6-2C 2( 2077-06-21 20t7-06-22 2I 2017-06-29 29 2017-o6-3C 3( 20t7-o7-o1 JI

Schedule 2 - Balance of Bills Payable - Repurchase Agreements Annex A-1 As of month-end Schedule 2 BANKNAM€ BKCODE ln absolute omount Transactlon Detalls Countdmrty Detrds flnarclal Mark.t R€po Rate Ma|3in Blll3 Pry.bl€ md€r Repurchse Agreered lntrastructure tvp€ of R.t! (OuBtandlni Bdlrce F of reportin8 datel Contriltud Rcsldlnt / Dad Dat€ Maturity Date Market Gcolnpll( Scctq Srciq CqntctFrty Entry Nmbat ftrm Curtncy (RBU/FCDI'/ l{am {yvyyffid.lt (yyyy-mm-ddl s€gment l.ad! Csh Sccurlty Foillin Oflk$l t uhilrterd Re3|o lGcdrdl lSprcncl trl.party ccP Flr!d Flo.tlng (cc.Y) OilSlnrl Cwrcncy Plf Eqsivalcnt Ex.hange xxxx2 xxxx5 xxxx6 xxxxS xxxx10 xxxxl,1 xxxx12 xxxx13 xxxx14 uxxl5 xxxxl6 xxxx17 xxxx18 xxxx19 xxxx20 xrxx21 xxxx22 xxxx23 \xxx24 xxxx25 xxxx25 \\xx27 xxxr28 xxxx29 xxxx30 xxxx31 xrxx32 xxxx33 xxxx34 xxxx35 Toial Amoun

S.hedule 2 - Balan.e ot Bills Payal Annex A-L As ot month-end Schedule 2 BANKNAME BXCODE Page 2 of 2 tn obsolute omount Slulty D.t.llg Storitv Dot ils lrrq Dct llr Frlf valua il€t Cr Ac.ilnting Csrcrcy F.ce Vals t{o. of Shr€5 TotC Fd. Tod F.it Lrldrtrt / ilq EnW t{umb€r Sccurlty Listing Detdl! M.rsiry S€clq ScUf, tYpc (Ust.d? Ye/Nol dat. {D.bt (Eqrdty Vduc VdE Orldnrl PtrP R€dd.nt / CMt y lsErllm R.t or (SDccmcl tccn s{rltlcsl {origin.l (Prf Cu[?n(y rquwd Mulul|trr.l Cw.crrcyl ESdY.hnt) xxxx3 xxxxs xxxx6 xxtx8 xxxx9 xxxxlo xxxx12 xrtx13 xxxx15 xxxx16 xxxx18 xxxx19 xxxx20 xxxx2l xxxx22 xxxx23 x\xx24 xxxx25 xxxx26 xxxx27 xxxx30 xxxx31 xxxx32 xxxx33 xxxx34 xxxx35

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