Recital 16

(16) This Regulation shall not apply to the protection of fundamental rights and freedoms or to the free movement of personal data in connection with activities not covered by Union law, such as activities relating to national security.This Regulation shall not apply to the processing of personal data by Member States in connection with actions related to the common foreign and security policy of the Union.

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Recital 16 of the preamble to the GDPR | ODO 24