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{"sheet":"INSTRUCTIONS rule modification","index":0,"n_rows":26,"n_cols":7,"rows_kept":26,"hidden":true}
["In addition to the guidelines provided in SS46/15, please find instructions  below regarding the additional rows introduced via modification by consent."]
["Rows - Supplementary Data"]
[]
["UK r291","(-) Claims on central banks excluded"]
[null,"Firms that have applied for, and been granted, the variation to the modification to report the total amount of central bank claims they have excluded from the leverage ratio exposure measure in accordance with the modification."]
[]
["UK r292","       (-) of which claims in sterling to the Bank of England"]
[null,"Firms that have applied for, and been granted, the variation to the modification to also specifically report the amount of claims in sterling to the Bank of England excluded from the UK leverage ratio exposure measure in accordance with the modification. The sterling amount will thus be included in UK r291, and then singled out in row UK r292."]
[]
["UK r293","Total Leverage Ratio exposure excluding claims on central banks"]
[null,"Firms that have applied for, and been granted, the variation to the modification to report the total leverage ratio exposure excluding claims on central banks."]
[]
[]
["Validations"]
["Submitted data must conform with the following validation rules (differences compared to SS46/15 marked in red below)"]
[]
[null,null,"Validation number","Row","Column"]
[null,null,1,"UK r330","UK c010","=","UK r310 UK c010 / UK r293 UK c010"]
[null,null,2,"UK r330","EU c010","=","UK r310 EU c010 / UK r290 EU c010"]
[null,null,3,"UK r040","UK c010","=","UK r010 UK c010 – UK r293 UK c010 x 2.4375%"]
[null,null,4,"UK r040","EU c010","=","UK r010 EU c010 – UK r290 EU c010 x 2.4375%"]
[null,null,5,"UK r050","UK c010","=","UK r310 UK c010 – UK r293 UK c010 x 3.25%"]
[null,null,6,"UK r050","EU c010","=","UK r310 EU c010 – UK r290 EU c010 x 3.25%"]
[null,null,7,"UK r060","UK c010","=","UK r010 UK c010 – UK r293 UK c010x (2.4375% + UK r020 EU c010 + UK r030 EU c010)"]
[null,null,8,"UK r060","EU c010","=","UK r010 UK c010 – UK r290 EU c010x (2.4375% + UK r020 EU c010 + UK r030 EU c010)"]
[null,null,9,"UK r293","UK c010","=","UK r290 UKc010 - UKr291 UK C010"]

{"sheet":"FSA083","index":1,"n_rows":70,"n_cols":7,"rows_kept":70,"merged":[[20,3,20,6],[21,3,22,3],[21,4,22,4],[21,5,22,5],[21,6,22,6]]}
[]
[]
[null,"FSA083 Leverage Ratio template (Modified)"]
[]
[null,"General Information"]
[]
[null,1,"Name of the template","FSA083"]
[null,2,"PRA template version control","V1.03"]
[null,3,"Basis of reporting"]
[null,4,"Submission number (increase by 1 if resubmission)"]
[null,5,"Firm reference number (FRN)"]
[null,6,"Name of the firm"]
[null,7,"Reporting period start date"]
[null,8,"Reporting period end date"]
[null,9,"Reporting currency"]
[null,10,"Currency reporting unit","single"]
[]
[]
[null,"Leverage Ratio Calculation"]
[]
[{"$nulls":3},"Column"]
[{"$nulls":3},"Daily / Monthly Average over the reporting quarter","End-Month 3 (CRR Reporting reference date)","Quarter Low ","Quarter high "]
[]
[null,"Row","Exposure Values","UK c010","EU c010","UK c020","UK c030"]
[null,"EU r010","SFTs: Exposure in accordance with Article 429 (5) and 429 (8) of the CRR"]
[null,"EU r020","SFTs: Add-on for counterparty credit risk"]
[null,"EU r030","Derogation for SFTs: Add-on in accordance with Article  429b (4) and 222 of the CRR"]
[null,"EU r040","Counterparty credit risk of SFT agent transactions in accordance with Article  429b (6) of the CRR"]
[null,"EU r050","(-) Exempted CCP leg of client-cleared SFT exposures"]
[null,"EU r060","Derivatives: Current replacement cost"]
[null,"EU r070","(-) Eligible cash variation margin received offset against derivatives market value"]
[null,"EU r080","(-) Exempted CCP leg of client-cleared trade exposures (replacement costs)"]
[null,"EU r090","Derivatives: Add-on under the mark-to-market method"]
[null,"EU r100","(-) Exempted CCP leg of client-cleared trade exposures (potential future exposure)"]
[null,"EU r110","Derogation for derivatives: original exposure method"]
[null,"EU r120","(-) Exempted CCP leg of client-cleared trade exposures (original exposure method)"]
[null,"EU r130","Capped notional amount of written credit derivatives"]
[null,"EU r140","(-) Eligible purchased credit derivatives offset against written credit derivatives"]
[null,"EU r150","Off-balance sheet items with a 10% CCF in accordance with Article 429 (10) of the CRR"]
[null,"EU r160","Off-balance sheet items with a 20% CCF  in accordance with Article 429 (10) of the CRR"]
[null,"EU r170","Off-balance sheet items with a 50% CCF  in accordance with Article 429 (10) of the CRR"]
[null,"EU r180","Off-balance sheet items with a 100% CCF  in accordance with Article 429 (10) of the CRR"]
[null,"EU r190","Other assets"]
[null,"EU r200","Gross up for derivatives collateral provided"]
[null,"EU r210","(-) Receivables for cash variation margin provided in derivatives transactions"]
[null,"EU r220","(-) Exempted CCP leg of client-cleared trade exposures (initial margin)"]
[null,"EU r230","Adjustments for SFT sales accounting transactions"]
[null,"EU r240","(-) Fiduciary assets"]
[null,"EU r250","(-) Exemption of intragroup exposures (solo basis) in accordance with Article 429(7) of the CRR"]
[null,"EU r260","(-) Exposures exempted in accordance with Article 429(14) of the CRR"]
[null,"EU r270","(-) Asset amount deducted - Tier 1 capital - fully phased-in definition"]
[null,"UK r290","Total Leverage Ratio exposure"]
[null,"UK r291","(-) Claims on central banks excluded"]
[null,"UK r292","       (-) of which claims in sterling to the Bank of England"]
[null,"UK r293","Total Leverage Ratio exposure excluding claims on central banks"]
[null,"Row","Capital "]
[null,"UK r310 ","Tier 1 capital "]
[null,"Row","Leverage Ratio"]
[null,"UK r330","Leverage Ratio (%)"]
[]
[null,"Supplementary Data"]
[]
[null,"UK r010","CET1 capital"]
[null,"Leverage Ratio Buffers"]
[null,"UK r020","G-SII or SRB additional leverage ratio buffer rate, as applicable (%)"]
[null,"UK r030","Countercyclical leverage ratio buffer rate (%)"]
[null,"Capital Surplus / (Shortfall)"]
[null,"UK r040","Surplus (shortfall) CET1 to 2.4375% minimum CET1 requirement"]
[null,"UK r050","Surplus (Shortfall) Tier 1 to 3.25% minimum Tier 1 requirement"]
[null,"UK r060","Surplus (Shortfall) CET1 to 2.4375% minimum CET1 plus buffers "]

{"sheet":"Lists","index":2,"n_rows":8,"n_cols":2,"rows_kept":8,"hidden":true}
["Basis_of_Reporting","Currency"]
["Unconsolidated","GBP (Pounds Sterling)"]
["UK Consolidation Group","USD (US Dollars)"]
["Prudential Sub-consolidation group","EUR (Euros)"]
[null,"CAD (Canadian Dollars)"]
[null,"CHF (Swiss Francs)"]
[null,"JPY (Japanese Yen)"]
[null,"SEK (Swedish Krona)"]