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Status: Please note you should read all Brexit changes to the FCA Handbook and BTS alongside the main FCA transitional directions. Where these directions apply the 'standstill', firms have the choice between complying with the pre-IP completion day rules, or the post-IP completion day rules. To see a full list of Handbook modules affected, please see Annex B to the main FCA transitional directions.

ANNEX IX

Underlying exposures template – Esoteric

FIELD CODE

FIELD NAME

FORMAT

Underlying exposures information section

ESTL1

Unique Identifier

{ALPHANUM-28}

ESTL2

Original Underlying Exposure Identifier

{ALPHANUM-1000}

ESTL3

New Underlying Exposure Identifier

{ALPHANUM-1000}

ESTL4

Original Obligor Identifier

{ALPHANUM-1000}

ESTL5

New Obligor Identifier

{ALPHANUM-1000}

ESTL6

Data Cut-Off Date

{DATEFORMAT}

ESTL7

Pool Addition Date

{DATEFORMAT}

ESTL8

Date Of Repurchase

{DATEFORMAT}

ESTL9

Redemption Date

{DATEFORMAT}

ESTL10

Description

{ALPHANUM-1000}

ESTL11

Geographic Region — Obligor

{NUTS}

ESTL12

Geographic Region Classification

{YEAR}

ESTL13

Employment Status

{LIST}

ESTL14

Credit Impaired Obligor

{Y/N}

ESTL15

Obligor Legal Type

{LIST}

ESTL16

SIC Industry Code

{SIC}

ESTL17

Primary Income

{MONETARY}

ESTL18

Primary Income Type

{LIST}

ESTL19

Primary Income Currency

{CURRENCYCODE_3}

ESTL20

Primary Income Verification

{LIST}

ESTL21

Revenue

{MONETARY}

ESTL22

Financial Statement Currency

{CURRENCYCODE_3}

ESTL23

International Securities Identification Number

{ISIN}

ESTL24

Origination Date

{DATEFORMAT}

ESTL25

Maturity Date

{DATEFORMAT}

ESTL26

Currency Denomination

{CURRENCYCODE_3}

ESTL27

Original Principal Balance

{MONETARY}

ESTL28

Current Principal Balance

{MONETARY}

ESTL29

Total Credit Limit

{MONETARY}

ESTL30

Purchase Price

{PERCENTAGE}

ESTL31

Amortisation Type

{LIST}

ESTL32

Principal Grace Period End Date

{DATEFORMAT}

ESTL33

Scheduled Principal Payment Frequency

{LIST}

ESTL34

Scheduled Interest Payment Frequency

{LIST}

ESTL35

Payment Due

{MONETARY}

ESTL36

Debt To Income Ratio

{PERCENTAGE}

ESTL37

Balloon Amount

{MONETARY}

ESTL38

Interest Rate Reset Interval

{INTEGER-9999}

ESTL39

Current Interest Rate

{PERCENTAGE}

ESTL40

Current Interest Rate Index

{LIST}

ESTL41

Current Interest Rate Index Tenor

{LIST}

ESTL42

Current Interest Rate Margin

{PERCENTAGE}

ESTL43

Interest Rate Cap

{PERCENTAGE}

ESTL44

Interest Rate Floor

{PERCENTAGE}

ESTL45

Number Of Payments Before Securitisation

{INTEGER-9999}

ESTL46

Percentage Of Prepayments Allowed Per Year

{PERCENTAGE}

ESTL47

Prepayment Lock-Out End Date

{DATEFORMAT}

ESTL48

Prepayment Fee

{MONETARY}

ESTL49

Prepayment Fee End Date

{DATEFORMAT}

ESTL50

Prepayment Date

{DATEFORMAT}

ESTL51

Cumulative Prepayments

{MONETARY}

ESTL52

Date Last In Arrears

{DATEFORMAT}

ESTL53

Arrears Balance

{MONETARY}

ESTL54

Number Of Days In Arrears

{INTEGER-9999}

ESTL55

Account Status

{LIST}

ESTL56

Reason for Default or Foreclosure

{LIST}

ESTL57

Default Amount

{MONETARY}

ESTL58

Default Date

{DATEFORMAT}

ESTL59

Allocated Losses

{MONETARY}

ESTL60

Cumulative Recoveries

{MONETARY}

ESTL61

Originator Name

{ALPHANUM-100}

ESTL62

Originator Legal Entity Identifier

{LEI}

ESTL63

Originator Establishment Country

{COUNTRYCODE_2}

ESTL64

Original Lender Name

{ALPHANUM-100}

ESTL65

Original Lender Legal Entity Identifier

{LEI}

ESTL66

Original Lender Establishment Country

{COUNTRYCODE_2}

Collateral-level information section

ESTC1

Unique Identifier

{ALPHANUM-28}

ESTC2

Underlying Exposure Identifier

{ALPHANUM-1000}

ESTC3

Original Collateral Identifier

{ALPHANUM-1000}

ESTC4

New Collateral Identifier

{ALPHANUM-1000}

ESTC5

Geographic Region — Collateral

{NUTS}

ESTC6

Security Type

{LIST}

ESTC7

Charge Type

{LIST}

ESTC8

Lien

{INTEGER-9999}

ESTC9

Collateral Type

{LIST}

ESTC10

Current Valuation Amount

{MONETARY}

ESTC11

Current Valuation Method

{LIST}

ESTC12

Current Valuation Date

{DATEFORMAT}

ESTC13

Current Loan-To-Value

{PERCENTAGE}

ESTC14

Original Valuation Amount

{MONETARY}

ESTC15

Original Valuation Method

{LIST}

ESTC16

Original Valuation Date

{DATEFORMAT}

ESTC17

Original Loan-To-Value

{PERCENTAGE}

ESTC18

Date Of Sale

{DATEFORMAT}

ESTC19

Sale Price

{MONETARY}

ESTC20

Collateral Currency

{CURRENCYCODE_3}