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3 min readWarningBank of England banking taxonomy 4.1.1Updated 11 November 2026

PRA110. Overnight and higher maturity. Significant Currencies: every value in the cells it covers must be zero or more (CL66.02.01.01, Bank of England check boe_b2030_s)

A warning on the PRA110. Overnight and higher maturity. Significant Currencies template (CL66.02.01.01), in the liquidity pillar II (PRA110) return.

Line4 Check does not run it on the liquidity pillar II (PRA110) return. On items no template of the return has. It reads only concepts or members that none of the return’s templates has, so it can never apply to it.

Check your PRA110 returnWhat to do if it fails

Line4 Check does not run this check yet, so the button checks your return against the Bank's other checks for it. The validation run when you submit includes this one.

The rule in plain words

In PRA110. Overnight and higher maturity. Significant Currencies (CL66.02.01.01): every value in the cells it covers must be zero or more.

What to do if your return fails it

  1. 01Open the table below and find the cells the rule reads.
  2. 02Look for a value below zero in these cells, such as an amount entered as a negative number.
  3. 03This is a warning. It does not stop the return on its own, but your supervisor may ask you to explain it.

The cells it reads

PRA110. Overnight and higher maturity. Significant Currencies (CL66.02.01.01)

Rows

  • R060Liabilities resulting from secured lending and capital market driven transactions collateralised by:
  • R070Level 1 tradable assets
  • R080Level 1 excluding covered bonds
  • R090Level 1 central bank
  • R100Level 1 (CQS 1)
  • R110Level 1 (CQS2, CQS3)
  • R120Level 1 (CQS4+)
  • R130Level 1 covered bonds (CQS1)
  • R140Level 2A tradable assets
  • R150Level 2A corporate bonds (CQS1)
  • R160Level 2A covered bonds (CQS1, CQS2)
  • R170Level 2A public sector (CQS1, CQS2)
  • R180Level 2B tradable assets
  • R190Level 2B ABS (CQS1)
  • R200Level 2B covered bonds (CQS1-6)
  • R210Level 2B: corporate bonds (CQS1-3)
  • R220Level 2B shares
  • R230Level 2B public sector (CQS 3-5)
  • R240other tradable assets
  • R250other assets
  • R260Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral)
  • R270Stable retail deposits (3% & 5% category)
  • R280Other retail deposits (multiple categories)
  • R290Operational deposits
  • R300Non-operational deposits from credit institutions
  • R310Non-operational deposits from other financial customers
  • R320Non-operational deposits from central banks
  • R330Non-operational deposits from non-financial corporates
  • R340Non-operational deposits from other counterparties
  • R350FX-swaps maturing
  • R360Derivatives amount payables other than those reported in 1.4
  • R370Other outflows
  • R380Total outflows
  • R390Monies due from secured lending and capital market driven transactions collateralised by:
  • R400Level 1 tradable assets
  • R410Level 1 excluding covered bonds
  • R420Level 1 central bank
  • R430Level 1 (CQS 1)
  • R440Level 1 (CQS2, CQS3)
  • R450Level 1 (CQS4+)

And 110 more.

Columns

  • C020Overnight
  • C030Greater than overnight up to 2 days
  • C040Greater than 2 days up to 3 days
  • C050Greater than 3 days up to 4 days
  • C060Greater than 4 days up to 5 days
  • C070Greater than 5 days up to 6 days
  • C080Greater than 6 days up to 7 days
  • C090Greater than 7 days up to 2 weeks
  • C100Greater than 2 weeks up to 3 weeks
  • C110Greater than 3 weeks up to 30 days
  • C120Greater than 30 days up to 5 weeks
  • C130Greater than 5 weeks up to 2 months
  • C140Greater than 2 months up to 3 months
  • C150Greater than 3 months up to 4 months
  • C160Greater than 4 months up to 5 months
  • C170Greater than 5 months up to 6 months
  • C180Greater than 6 months up to 9 months
  • C190Greater than 9 months up to 12 months
  • C200Greater than 12 months up to 2 years
  • C210Greater than 2 years up to 5 years
  • C220Greater than 5 years
  • C6010Of which: open
  • C6020Day 8
  • C6030Day 9
  • C6040Day 10
  • C6050Day 11
  • C6060Day 12
  • C6070Day 13
  • C6080Day 14
  • C6090Day 15
  • C7000Day 16
  • C7010Day 17
  • C7020Day 18
  • C7030Day 19
  • C7040Day 20
  • C7050Day 21
  • C7060Day 22
  • C7070Day 23
  • C7080Day 24
  • C7090Day 25

And 67 more.

Which returns it applies to

It is an active check of the Bank's for the liquidity pillar II (PRA110) return on Bank of England banking taxonomy 4.1.1. Line4 Check does not run it yet, for the reason above. The Bank of England applies it to liquidity pillar II (PRA110) returns, as a warning.

The Bank’s own words and formula

The plain words above spell out the Bank’s formula, with each cell named from its templates. In the Bank of England’s list of validations, word for word:

[boe_b2030_s]; [CL66.02.01.01 ]; [scope({t:CL66.02.01.01,y:060;070;080;090;100;1090;110;1100;1110;1120;1130;120;1200;1210;1220;130;140;150;160;170;180;190;200;210;220;230;240;250;260;270;280;290;300;310;320;330;340;350;360;370;380;390;400;410;420;430;440;450;460;470;480;490;500;510;520;530;540;550;560;570;580;590;600;6000;6010;6020;6030;6040;6050;6060;6070;6080;6090;610;6100;6110;6120;6130;6140;6150;620;6280;6290;630;6300;6310;6320;6330;6340;6350;6360;6370;6380;6390;640;6400;6410;6420;6430;6440;6450;6460;6470;6480;650;6530;6540;6550;6560;6570;6580;6590;660;6600;6610;6620;6630;6640;670;680;6800;6810;6820;6830;6840;6850;6860;6870;6890;690;6900;6910;6920;6930;6940;6950;6960;6970;6980;6990;700;7000;7440;7450;7460;7470;7480;7490;7500;7510,x:020;030;040;050;060;070;080;090;100;110;120;130;140;150;160;170;180;190;200;210;220;6010;6020;6030;6040;6050;6060;6070;6080;6090;7000;7010;7020;7030;7040;7050;7060;7070;7080;7090;7100;7110;7120;7130;7140;7150;7160;7170;7180;7190;7200;7210;7220;7230;7240;7250;7260;7270;7280;7290;7300;7310;7320;7330;7340;7350;7360;7370;7380;7390;7400;7410;7420;7430;7440;7450;7460;7470;7480;7490;7500;7510;7520;7530;7540;7550;7560;7570;7580;7590;7600;7610;7620;7630;7640;7650;7660;7670;7680;7690;7700;7710;7720;7730;7740;7750;7760})]; [{t:CL66.02.01.01} >= 0]
Show the formulaShow

The Bank of England's formula. Cells are written as {t: table, r: row, c: column}.

{t: CL66.02.01.01} >= 0

Where it applies, in the Bank's words (its scope):

scope({t: CL66.02.01.01, r: 060; 070; 080; 090; 100; 1090; 110; 1100; 1110; 1120; 1130; 120; 1200; 1210; 1220; 130; 140; 150; 160; 170; 180; 190; 200; 210; 220; 230; 240; 250; 260; 270; 280; 290; 300; 310; 320; 330; 340; 350; 360; 370; 380; 390; 400; 410; 420; 430; 440; 450; 460; 470; 480; 490; 500; 510; 520; 530; 540; 550; 560; 570; 580; 590; 600; 6000; 6010; 6020; 6030; 6040; 6050; 6060; 6070; 6080; 6090; 610; 6100; 6110; 6120; 6130; 6140; 6150; 620; 6280; 6290; 630; 6300; 6310; 6320; 6330; 6340; 6350; 6360; 6370; 6380; 6390; 640; 6400; 6410; 6420; 6430; 6440; 6450; 6460; 6470; 6480; 650; 6530; 6540; 6550; 6560; 6570; 6580; 6590; 660; 6600; 6610; 6620; 6630; 6640; 670; 680; 6800; 6810; 6820; 6830; 6840; 6850; 6860; 6870; 6890; 690; 6900; 6910; 6920; 6930; 6940; 6950; 6960; 6970; 6980; 6990; 700; 7000; 7440; 7450; 7460; 7470; 7480; 7490; 7500; 7510, c: 020; 030; 040; 050; 060; 070; 080; 090; 100; 110; 120; 130; 140; 150; 160; 170; 180; 190; 200; 210; 220; 6010; 6020; 6030; 6040; 6050; 6060; 6070; 6080; 6090; 7000; 7010; 7020; 7030; 7040; 7050; 7060; 7070; 7080; 7090; 7100; 7110; 7120; 7130; 7140; 7150; 7160; 7170; 7180; 7190; 7200; 7210; 7220; 7230; 7240; 7250; 7260; 7270; 7280; 7290; 7300; 7310; 7320; 7330; 7340; 7350; 7360; 7370; 7380; 7390; 7400; 7410; 7420; 7430; 7440; 7450; 7460; 7470; 7480; 7490; 7500; 7510; 7520; 7530; 7540; 7550; 7560; 7570; 7580; 7590; 7600; 7610; 7620; 7630; 7640; 7650; 7660; 7670; 7680; 7690; 7700; 7710; 7720; 7730; 7740; 7750; 7760, seq: False, f: banking, fv: liquidity_pillarii})

Every PRA banking rule on CL66.02.01.01

Checks like this one, run at the point of submission, are the first step to real-time supervision. Line4 builds SupTech software for financial regulators that runs checks like these as each return arrives.