| S.DC.7: Initial Margin Received |
Initial Margin Received |
Required |
| S.DC.8: Variation Margin Posted - House |
Variation Margin Posted - House |
Required |
| S.DC.9: Variation Margin Posted - Customer |
Variation Margin Posted - Customer |
Required |
| S.FX.1: Spot |
Spot |
Dependent |
| S.FX.2: Forwards and Futures |
Forwards and Futures |
Dependent |
| S.FX.3: Swaps |
Swaps |
Dependent |
| S.I.1: Long Market Value Client Assets |
Long Market Value Client Assets |
Dependent |
| S.I.2: Short Market Value Client Assets |
Short Market Value Client Assets |
Dependent |
| S.I.3: Gross Client Wires Received |
Gross Client Wires Received |
Dependent |
| S.I.4: Gross Client Wires Paid |
Gross Client Wires Paid |
Dependent |
| S.I.5: FRB 23A Capacity |
FRB 23A Capacity |
Not Applicable |
| S.I.6: Subsidiary Liquidity Not Transferrable |
Subsidiary Liquidity Not Transferrable |
Not Applicable |
| S.L.1: Subsidiary Liquidity That Cannot Be Transferred |
Subsidiary Liquidity That Cannot Be Transferred |
Not Applicable |
| S.L.10: Net Stable Funding Ratio |
Net Stable Funding Ratio |
Not Applicable |
| S.L.2: Subsidiary Liquidity Available for Transfer |
Subsidiary Liquidity Available for Transfer |
Not Applicable |
| S.L.3: Unencumbered Asset Hedges – Early Termination Outflows |
Unencumbered Asset Hedges – Early Termination Outflows |
Dependent |
| S.L.4: Non-Structured Debt Maturing in Greater than 30-days – Primary Market Maker |
Non-Structured Debt Maturing in Greater than 30-days – Primary Market Maker |
Not Applicable |
| S.L.5: Structured Debt Maturing in Greater than 30-days – Primary Market Maker |
Structured Debt Maturing in Greater than 30-days – Primary Market Maker |
Not Applicable |
| S.L.6: Liquidity Coverage Ratio |
Liquidity Coverage Ratio |
Not Applicable |
| S.L.7: Subsidiary Funding That Cannot Be Transferred |
Subsidiary Funding That Cannot Be Transferred |
Not Applicable |
| S.L.8: Subsidiary Funding Available for Transfer |
Subsidiary Funding Available for Transfer |
Not Applicable |
| S.L.9: Additional Funding Requirement for Off-Balance Sheet Rehypothecated Assets |
Additional Funding Requirement for Off-Balance Sheet Rehypothecated Assets |
Dependent |