| O.O.10: Loss of Rehypothecation Rights Due to a 2 Notch Downgrade |
Loss of Rehypothecation Rights Due to a 2 Notch Downgrade |
Dependent |
| O.O.11: Loss of Rehypothecation Rights Due to a 3 Notch Downgrade |
Loss of Rehypothecation Rights Due to a 3 Notch Downgrade |
Dependent |
| O.O.12: Loss of Rehypothecation Rights Due to a Change in Financial Condition |
Loss of Rehypothecation Rights Due to a Change in Financial Condition |
Dependent |
| O.O.13: Total Collateral Required Due to a 1 Notch Downgrade |
Total Collateral Required Due to a 1 Notch Downgrade |
Dependent |
| O.O.14: Total Collateral Required Due to a 2 Notch Downgrade |
Total Collateral Required Due to a 2 Notch Downgrade |
Dependent |
| O.O.15: Total Collateral Required Due to a 3 Notch Downgrade |
Total Collateral Required Due to a 3 Notch Downgrade |
Dependent |
| O.O.16: Total Collateral Required Due to a Change in Financial Condition |
Total Collateral Required Due to a Change in Financial Condition |
Dependent |
| O.O.17: Excess Margin |
Excess Margin |
Not Applicable |
| O.O.18: Unfunded Term Margin |
Unfunded Term Margin |
Not Applicable |
| O.O.19: Interest & Dividends Payable |
Interest & Dividends Payable |
Dependent |
| O.O.2: Collateral Called for Delivery |
Collateral Called for Delivery |
Dependent |
| O.O.20: Net 30-Day Derivative Payables |
Net 30-Day Derivative Payables |
Not Applicable |
| O.O.21: Other Outflows Related to Structured Transactions |
Other Outflows Related to Structured Transactions |
Not Applicable |
| O.O.22: Other Cash Outflows |
Other Cash Outflows |
Not Applicable |
| O.O.3: TBA Purchases |
TBA Purchases |
Required |
| O.O.4: Credit Facilities |
Credit Facilities |
Not Applicable |
| O.O.5: Liquidity Facilities |
Liquidity Facilities |
Not Applicable |
| O.O.6: Retail Mortgage Commitments |
Retail Mortgage Commitments |
Not Applicable |
| O.O.7: Trade Finance Instruments |
Trade Finance Instruments |
Not Applicable |
| O.O.8: MTM Impact on Derivative Positions |
MTM Impact on Derivative Positions |
Not Applicable |
| O.O.9: Loss of Rehypothecation Rights Due to a 1 Notch Downgrade |
Loss of Rehypothecation Rights Due to a 1 Notch Downgrade |
Dependent |
| O.S.1: Repo |
Repo |
Required |
| O.S.10: Synthetic Firm Financing |
Synthetic Firm Financing |
Required |
| O.S.11: Other Secured Financing Transactions |
Other Secured Financing Transactions |
Required |
| O.S.2: Securities Lending |
Securities Lending |
Required |