| O.W.9: Onshore Borrowing |
Onshore Borrowing |
Not Applicable |
| S.B.1: Regulatory Capital Element |
Regulatory Capital Element |
Not Applicable |
| S.B.2: Other Liabilities |
Other Liabilities |
Not Applicable |
| S.B.3: Non-Performing Assets |
Non-Performing Assets |
Not Applicable |
| S.B.4: Other Assets |
Other Assets |
Not Applicable |
| S.B.5: Counterparty Netting |
Counterparty Netting |
Not Applicable |
| S.B.6: Carrying Value Adjustment |
Carrying Value Adjustment |
Not Applicable |
| S.DC.1: Gross Derivative Asset Values |
Gross Derivative Asset Values |
Dependent |
| S.DC.10: Variation Margin Received |
Variation Margin Received |
Required |
| S.DC.11: Derivative CCP Default Fund Contribution |
Derivative CCP Default Fund Contribution |
Required |
| S.DC.12: Other CCP Pledges and Contributions |
Other CCP Pledges and Contributions |
Required |
| S.DC.13: Collateral Disputes Deliverables |
Collateral Disputes Deliverables |
Dependent |
| S.DC.14: Collateral Disputes Receivables |
Collateral Disputes Receivables |
Dependent |
| S.DC.15: Sleeper Collateral Deliverables |
Sleeper Collateral Deliverables |
Required |
| S.DC.16: Required Collateral Deliverables |
Required Collateral Deliverables |
Required |
| S.DC.17: Sleeper Collateral Receivables |
Sleeper Collateral Receivables |
Required |
| S.DC.18: Derivative Collateral Substitution Risk |
Derivative Collateral Substitution Risk |
Dependent |
| S.DC.19: Derivative Collateral Substitution Capacity |
Derivative Collateral Substitution Capacity |
Dependent |
| S.DC.2: Gross Derivative Liability Values |
Gross Derivative Liability Values |
Dependent |
| S.DC.20: Other Collateral Substitution Risk |
Other Collateral Substitution Risk |
Dependent |
| S.DC.21: Other Collateral Substitution Capacity |
Other Collateral Substitution Capacity |
Dependent |
| S.DC.3: Derivative Settlement Payments Delivered |
Derivative Settlement Payments Delivered |
Dependent |
| S.DC.4: Derivative Settlement Payments Received |
Derivative Settlement Payments Received |
Dependent |
| S.DC.5: Initial Margin Posted - House |
Initial Margin Posted - House |
Required |
| S.DC.6: Initial Margin Posted - Customer |
Initial Margin Posted - Customer |
Required |