# Outstanding Balance

Note: The outstanding balances of derivatives are equal to 0.

## Spot Reports

Outstanding Balance (start of day)

Aggregated amount of the remaining principal payments of the transaction:

• Based on the reference date of the transaction period, i.e. the end date of the transaction period.
• Excluding the principal cash flows on the report date.
• In the currency applied to the report.

In this example, on 10 March 2021, the outstanding balance of 0025 before payment is EUR 11 000 000.

• 10 March 2021 is included in the 10 February - 10 March 2021 period.
• The outstanding balance of the 10 February - 10 March 2021 period is EUR 11 000 000.

In this example, on 11 March 2021, the outstanding balance of 0025 before payment is EUR 10 000 000.

• 11 March 2021 is included in the 10 March - 10 April 2021 period.
• The outstanding balance of the 10 March - 10 April 2021 period is EUR 10 000 000.

The computation for leases in advance differs: the aggregated amount of the remaining principal payments of the transaction is based on the reference date of the next transaction period.

In this example, on 5 May 2021, the outstanding balance of the lease before payment is EUR 800 000.

• 5 May 2021 is included in the 5 April - 5 May 2021 period.
• As it is a lease in advance, we consider the next period, 5 May - 5 June 2021.
• The outstanding balance of the 5 May - 5 June 2021 period is EUR 800 000.

Outstanding Balance (start of day, base currency)

Aggregated amount of the remaining principal payments of the transaction:

• Based on the reference date of the transaction period, i.e. the end date of the transaction period.
• Excluding the principal cash flows on the report date.
• In the currencies initially applied to the transactions.

In this example, we can see the currencies of 0113 and 0126 are different from the report currency (USD and GBP vs. EUR).

Outstanding Balance (end of day)

Aggregated amount of the remaining principal payments of the transaction:

• Based on the reference date of the transaction period, i.e. the end date of the transaction period.
• Including the principal cash flows on the report date.
• In the currency applied to the report.

In this example, on 1 October 2020, we can see a difference before payment (start of day) and after payment (end of day).

In this example, on 10 March 2021, the outstanding balance of 0025 after payment is EUR 10 000 000.

• 10 March 2021 is included in the 10 March - 10 April 2021 period.
• The outstanding balance of the 10 March - 10 April 2021 period is EUR 10 000 000.

The computation for leases in advance differs: the aggregated amount of the remaining principal payments of the transaction is based on the reference date of the next transaction period.

In this example, on 5 May 2021, the outstanding balance of the lease after payment is EUR 700 000.

• 5 May 2021 is included in the 5 May - 5 June 2021 period.
• As it is a lease in advance, we consider the next period, 5 June - 5 July 2021.
• The outstanding balance of the 5 June - 5 July 2021 period is EUR 700 000.

Outstanding Balance (end of day, base currency)

Aggregated amount of the remaining principal payments of the transaction:

• Based on the reference date of the transaction period, i.e. the end date of the transaction period.
• Including the principal cash flows on the report date.
• In the currencies initially applied to the transactions.

In this example, we can see the currencies of 0113 and 0126 are different from the report currency (USD and GBP vs. EUR).

Aggregated amount of the remaining principal payments of the bond, removing the premium but adding the accrued premium:

• Including the principal cash flows on the report date.
• In the currency applied to the report.

In this example, on 19 October 2020, the outstanding balance with accrued premium of 0133 is:

= Outstanding Balance (end of day) - Premium + Accrued Bond Premium

= 9 000 000 - (-1 000 000) + (-105 119,08)

= 9 894 880,92

## Periodic / Single Period Reports

Outstanding Balance (start of period, start of day)

Aggregated amount of the remaining principal payments of the transaction:

• Based on the reference date of the transaction period, i.e. the end date of the transaction period.
• Excluding the principal cash flows on the start date of the period.
• In the currency applied to the report.

In this example, on 10 February 2021, the outstanding balance of 0025 before payment is EUR 12 000 000.

In this example, on 11 February 2021, the outstanding balance of 0025 before payment is EUR 11 000 000.

• 11 February 2021 is included in the 10 February - 10 March 2021 period.
• The outstanding balance of the 10 February - 10 March 2021 period is EUR 11 000 000.

The computation for leases in advance differs: the aggregated amount of the remaining principal payments of the transaction is based on the reference date of the next transaction period.

In this example, on 5 May 2021, the outstanding balance of the lease before payment is EUR 800 000.

• 5 May 2021 is included in the 5 April - 5 May 2021 period.
• As it is a lease in advance, we consider the next period, 5 May - 5 June 2021.
• The outstanding balance of the 5 May - 5 June 2021 period is EUR 800 000.

Outstanding Balance (start of period, start of day, base currency)

Aggregated amount of the remaining principal payments of the transaction:

• Based on the reference date of the transaction period, i.e. the end date of the transaction period.
• Excluding the principal cash flows on the start date of the period.
• In the currencies initially applied to the transactions.

In this example, we can see the currencies of 0113 and 0126 are different from the report currency (USD and GBP vs. EUR).

Outstanding Balance (start of period, end of day)

Aggregated amount of the remaining principal payments of the transaction:

• Based on the reference date of the transaction period, i.e. the end date of the transaction period.
• Including the principal cash flows on the start date of the period.
• In the currency applied to the report.

In this example, on 1 October 2020, we can see a difference before payment (start of day) and after payment (end of day).

In this example, on 10 February 2021, the outstanding balance of 0025 after payment is EUR 11 000 000.

• 10 February 2021 is included in the 10 February - 10 March 2021 period.
• The outstanding balance of the 10 February - 10 March 2021 period is EUR 11 000 000.

The computation for leases in advance differs: the aggregated amount of the remaining principal payments of the transaction is based on the reference date of the next transaction period.

In this example, on 5 May 2021, the outstanding balance of the lease after payment is EUR 700 000.

• 5 May 2021 is included in the 5 May - 5 June 2021 period.
• As it is a lease in advance, we consider the next period, 5 June - 5 July 2021.
• The outstanding balance of the 5 June - 5 July 2021 period is EUR 700 000.

Outstanding Balance (end of period, start of day)

Aggregated amount of the remaining principal payments of the transaction:

• Based on the reference date of the transaction period, i.e. the end date of the transaction period.
• Excluding the principal cash flows on the end date of the period.
• In the currency applied to the report.

In this example, on 1 October 2020, the outstanding balance of 0135 before payment is EUR 12 000 000.

In this example, on 11 March 2021, the outstanding balance of 0025 before payment is EUR 10 000 000.

• 11 March 2021 is included in the 10 March - 10 April 2021 period.
• The outstanding balance of the 10 March - 10 April 2021 period is EUR 10 000 000.

The computation for leases in advance differs: the aggregated amount of the remaining principal payments of the transaction is based on the reference date of the next transaction period.

In this example, on 5 June 2021, the outstanding balance of the lease before payment is EUR 700 000.

• 5 June 2021 is included in the 5 May - 5 June 2021 period.
• As it is a lease in advance, we consider the next period, 5 June - 5 July 2021.
• The outstanding balance of the 5 June - 5 July 2021 period is EUR 700 000.

Outstanding Balance (end of period, start of day, base currency)

Aggregated amount of the remaining principal payments of the transaction:

• Based on the reference date of the transaction period, i.e. the end date of the transaction period.
• Excluding the principal cash flows on the end date of the period.
• In the currencies initially applied to the transactions.

In this example, we can see the currencies of 0113 and 0126 are different from the report currency (USD and GBP vs. EUR).

Outstanding Balance (with accrued premium, start of period, end of day)

Aggregated amount of the remaining principal payments of the bond, removing the premium but adding the accrued premium:

• Including the principal cash flows on the start date of the period.
• In the currency applied to the report.

Outstanding Balance (start of period, end of day) - Premium + Accrued Bond Premium (start of period)

In this example, on 1 October 2020, the outstanding balance with accrued premium of 0133 is:

= Outstanding Balance (start of period, end of day) - Premium + Accrued Bond Premium (start of period)

= 9 000 000 - (-1 000 000) + (-100 191,62)

= 9 899 808,38

Outstanding Balance (with accrued premium, end of period, start of day)

Aggregated amount of the remaining principal payments of the bond, removing the premium but adding the accrued premium:

• Excluding the principal cash flows on the end date of the period.
• In the currency applied to the report.

Outstanding Balance (end of period, start of day) - Premium + Accrued Bond Premium (end of period)

In this example, on 1 November 2020, the outstanding balance with accrued premium of 0133 is:

= Outstanding Balance (end of period, start of day) - Premium + Accrued Bond Premium (end of period)

= 9 000 000 - (-1 000 000) + (-108 677,80)

= 9 891 322,20

Outstanding Balance (average)

Average amount of the remaining principal payments of the transaction:

• Excluding the report end date.
• In the currency applied to the report.

(Outstanding balance of schedule period N * Count of days of the schedule period N included in the report period) / Count of days in the report period

In this example, from 1 September 2020 to 31 October 2020, the average outstanding balance of 0135 before payment is:

= (Outstanding balance of a schedule period N * Count of days of the schedule period N included in the report period) / Count of days in the report period

= (12 000 000 * 30 + 11 000 000 * 30) / 60

= 11 500 000

• The 1 September - 1 October 2020 period includes 30 days and its outstanding balance is EUR 12 000 000.
• The 1 October - 1 November 2020 period includes 31 days and its outstanding balance is EUR 11 000 000, but the report ends on 31 October 2020, excluding 1 day out of the initial 31.