Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Applicable Counterparties	Not Applicable Counterparties	Products
Central Bank GSE	Bank Broker-Dealer Debt Issuing SPE Financial Market Utility Investment Company or Advisor MDB Non-Financial Corporate Non-Regulated Fund Other Other Supervised Non-Bank Financial Entity Other Supranational PSE Pension Fund Retail Small Business Sovereign	Inflows - Assets - I.A.2: Capacity
Central Bank Sovereign	Bank Broker-Dealer Debt Issuing SPE Financial Market Utility GSE Investment Company or Advisor MDB Non-Financial Corporate Non-Regulated Fund Other Other Supervised Non-Bank Financial Entity Other Supranational PSE Pension Fund Retail Small Business	Outflows - Wholesale - O.W.13: Government Supported Debt
GSE	Bank Broker-Dealer Central Bank Debt Issuing SPE Financial Market Utility Investment Company or Advisor MDB Non-Financial Corporate Non-Regulated Fund Other Other Supervised Non-Bank Financial Entity Other Supranational PSE Pension Fund Retail Small Business Sovereign	Outflows - Secured - O.S.5: FHLB Advances
Retail	Bank Broker-Dealer Central Bank Debt Issuing SPE Financial Market Utility GSE Investment Company or Advisor MDB Non-Financial Corporate Non-Regulated Fund Other Other Supervised Non-Bank Financial Entity Other Supranational PSE Pension Fund Small Business Sovereign	Outflows - Other - O.O.6: Retail Mortgage Commitments
Bank Broker-Dealer Other Supervised Non-Bank Financial Entity	Central Bank Debt Issuing SPE Financial Market Utility GSE Investment Company or Advisor MDB Non-Financial Corporate Non-Regulated Fund Other Other Supranational PSE Pension Fund Retail Small Business Sovereign	Inflows - Unsecured - I.U.3: Required Operational Balances Inflows - Unsecured - I.U.4: Excess Operational Balances
Central Bank Financial Market Utility	Bank Broker-Dealer Debt Issuing SPE GSE Investment Company or Advisor MDB Non-Financial Corporate Non-Regulated Fund Other Other Supervised Non-Bank Financial Entity Other Supranational PSE Pension Fund Retail Small Business Sovereign	Supplemental - Derivatives & Collateral - S.DC.11: Derivative CCP Default Fund Contribution Supplemental - Derivatives & Collateral - S.DC.12: Other CCP Pledges and Contributions
Central Bank	Bank Broker-Dealer Debt Issuing SPE Financial Market Utility GSE Investment Company or Advisor MDB Non-Financial Corporate Non-Regulated Fund Other Other Supervised Non-Bank Financial Entity Other Supranational PSE Pension Fund Retail Small Business Sovereign	Inflows - Assets - I.A.3: Unrestricted Reserve Balances Inflows - Assets - I.A.4: Restricted Reserve Balances Outflows - Secured - O.S.6: Exceptional Central Bank Operations
Bank Broker-Dealer	Central Bank Debt Issuing SPE Financial Market Utility GSE Investment Company or Advisor MDB Non-Financial Corporate Non-Regulated Fund Other Other Supervised Non-Bank Financial Entity Other Supranational PSE Pension Fund Retail Small Business Sovereign	Inflows - Unsecured - I.U.1: Onshore Placements Inflows - Unsecured - I.U.2: Offshore Placements Outflows - Wholesale - O.W.10: Offshore Borrowing Outflows - Wholesale - O.W.9: Onshore Borrowing
Bank Broker-Dealer Central Bank Debt Issuing SPE Financial Market Utility GSE Investment Company or Advisor MDB Non-Financial Corporate Non-Regulated Fund Other Other Supervised Non-Bank Financial Entity Other Supranational PSE Pension Fund Sovereign	Retail Small Business	Outflows - Deposits - O.D.4: Operational Account Balances Outflows - Deposits - O.D.5: Excess Balances in Operational Accounts Outflows - Deposits - O.D.6: Non-Operational Account Balances Outflows - Deposits - O.D.7: Operational Escrow Accounts
Retail Small Business	Bank Broker-Dealer Central Bank Debt Issuing SPE Financial Market Utility GSE Investment Company or Advisor MDB Non-Financial Corporate Non-Regulated Fund Other Other Supervised Non-Bank Financial Entity Other Supranational PSE Pension Fund Sovereign	Inflows - Secured - I.S.9: Synthetic Customer Longs Outflows - Deposits - O.D.1: Transactional Accounts Outflows - Deposits - O.D.2: Non-Transactional Relationship Accounts Outflows - Deposits - O.D.3: Non-Transactional Non-Relationship Accounts Outflows - Secured - O.S.7: Customer Shorts Outflows - Secured - O.S.9: Synthetic Customer Shorts
None	Bank Broker-Dealer Central Bank Debt Issuing SPE Financial Market Utility GSE Investment Company or Advisor MDB Non-Financial Corporate Non-Regulated Fund Other Other Supervised Non-Bank Financial Entity Other Supranational PSE Pension Fund Retail Small Business Sovereign	Inflows - Other - I.O.7: Net 30-Day Derivative Receivables Inflows - Other - I.O.8: Principal Payments Receivable on Unencumbered Investment Securities Inflows - Unsecured - I.U.7: Cash Items in the Process of Collection Outflows - Other - O.O.10: Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Outflows - Other - O.O.11: Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Outflows - Other - O.O.12: Loss of Rehypothecation Rights Due to a Change in Financial Condition Outflows - Other - O.O.13: Total Collateral Required Due to a 1 Notch Downgrade Outflows - Other - O.O.14: Total Collateral Required Due to a 2 Notch Downgrade Outflows - Other - O.O.15: Total Collateral Required Due to a 3 Notch Downgrade Outflows - Other - O.O.16: Total Collateral Required Due to a Change in Financial Condition Outflows - Other - O.O.20: Net 30-Day Derivative Payables Outflows - Other - O.O.8: MTM Impact on Derivative Positions Outflows - Other - O.O.9: Loss of Rehypothecation Rights Due to a 1 Notch Downgrade Supplemental - Balance Sheet - S.B.1: Regulatory Capital Element Supplemental - Balance Sheet - S.B.2: Other Liabilities Supplemental - Balance Sheet - S.B.3: Non-Performing Assets Supplemental - Balance Sheet - S.B.4: Other Assets Supplemental - Balance Sheet - S.B.6: Carrying Value Adjustment Supplemental - Derivatives & Collateral - S.DC.18: Derivative Collateral Substitution Risk Supplemental - Derivatives & Collateral - S.DC.19: Derivative Collateral Substitution Capacity Supplemental - Derivatives & Collateral - S.DC.20: Other Collateral Substitution Risk Supplemental - Derivatives & Collateral - S.DC.21: Other Collateral Substitution Capacity Supplemental - Informational Items - S.I.5: FRB 23A Capacity Supplemental - Informational Items - S.I.6: Subsidiary Liquidity Not Transferrable Supplemental - Liquidity Risk Measurement - S.L.1: Subsidiary Liquidity That Cannot Be Transferred Supplemental - Liquidity Risk Measurement - S.L.10: Net Stable Funding Ratio Supplemental - Liquidity Risk Measurement - S.L.2: Subsidiary Liquidity Available for Transfer Supplemental - Liquidity Risk Measurement - S.L.4: Non-Structured Debt Maturing in Greater than 30-days – Primary Market Maker Supplemental - Liquidity Risk Measurement - S.L.5: Structured Debt Maturing in Greater than 30-days – Primary Market Maker Supplemental - Liquidity Risk Measurement - S.L.6: Liquidity Coverage Ratio Supplemental - Liquidity Risk Measurement - S.L.7: Subsidiary Funding That Cannot Be Transferred Supplemental - Liquidity Risk Measurement - S.L.8: Subsidiary Funding Available for Transfer Supplemental - Liquidity Risk Measurement - S.L.9: Additional Funding Requirement for Off-Balance Sheet Rehypothecated Assets
Bank Broker-Dealer Central Bank Debt Issuing SPE Financial Market Utility GSE Investment Company or Advisor MDB Non-Financial Corporate Non-Regulated Fund Other Other Supervised Non-Bank Financial Entity Other Supranational PSE Pension Fund Retail Small Business Sovereign	None	Inflows - Assets - I.A.1: Unencumbered Assets Inflows - Assets - I.A.5: Unsettled Asset Purchases Inflows - Assets - I.A.6: Forward Asset Purchases Inflows - Assets - I.A.7: Encumbered Assets Inflows - Other - I.O.1: Derivative Receivables Inflows - Other - I.O.2: Collateral Called for Receipt Inflows - Other - I.O.3: TBA Sales Inflows - Other - I.O.4: Undrawn Committed Facilities Purchased Inflows - Other - I.O.5: Lock-up Balance Inflows - Other - I.O.6: Interest and Dividends Receivable Inflows - Other - I.O.9: Other Cash Inflows Inflows - Secured - I.S.1: Reverse Repo Inflows - Secured - I.S.10: Synthetic Firm Sourcing Inflows - Secured - I.S.2: Securities Borrowing Inflows - Secured - I.S.3: Dollar Rolls Inflows - Secured - I.S.4: Collateral Swaps Inflows - Secured - I.S.5: Margin Loans Inflows - Secured - I.S.6: Other Secured Loans - Rehypothecatable Inflows - Secured - I.S.7: Outstanding Draws on Secured Revolving Facilities Inflows - Secured - I.S.8: Other Secured Loans - Non-Rehypothecatable Inflows - Unsecured - I.U.5: Outstanding Draws on Unsecured Revolving Facilities Inflows - Unsecured - I.U.6: Other Loans Inflows - Unsecured - I.U.8: Short-Term Investments Outflows - Deposits - O.D.10: Less Stable Affiliated Sweep Account Balances Outflows - Deposits - O.D.11: Non-Affiliated Sweep Accounts Outflows - Deposits - O.D.12: Other Product Sweep Accounts Outflows - Deposits - O.D.13: Reciprocal Accounts Outflows - Deposits - O.D.14: Other Third-Party Deposits Outflows - Deposits - O.D.15: Other Accounts Outflows - Deposits - O.D.8: Non-Reciprocal Brokered Accounts Outflows - Deposits - O.D.9: Stable Affiliated Sweep Account Balances Outflows - Other - O.O.1: Derivative Payables Outflows - Other - O.O.17: Excess Margin Outflows - Other - O.O.18: Unfunded Term Margin Outflows - Other - O.O.19: Interest & Dividends Payable Outflows - Other - O.O.2: Collateral Called for Delivery Outflows - Other - O.O.21: Other Outflows Related to Structured Transactions Outflows - Other - O.O.22: Other Cash Outflows Outflows - Other - O.O.3: TBA Purchases Outflows - Other - O.O.4: Credit Facilities Outflows - Other - O.O.5: Liquidity Facilities Outflows - Other - O.O.7: Trade Finance Instruments Outflows - Secured - O.S.1: Repo Outflows - Secured - O.S.10: Synthetic Firm Financing Outflows - Secured - O.S.11: Other Secured Financing Transactions Outflows - Secured - O.S.2: Securities Lending Outflows - Secured - O.S.3: Dollar Rolls Outflows - Secured - O.S.4: Collateral Swaps Outflows - Secured - O.S.8: Firm Shorts Outflows - Wholesale - O.W.1: Asset-Backed Commercial Paper (ABCP) Single-Seller Outflows - Wholesale - O.W.11: Unstructured Long Term Debt Outflows - Wholesale - O.W.12: Structured Long Term Debt Outflows - Wholesale - O.W.14: Unsecured Notes Outflows - Wholesale - O.W.15: Structured Notes Outflows - Wholesale - O.W.16: Wholesale CDs Outflows - Wholesale - O.W.17: Draws on Committed Lines Outflows - Wholesale - O.W.18: Free Credits Outflows - Wholesale - O.W.19: Other Unsecured Financing Outflows - Wholesale - O.W.2: Asset-Backed Commercial Paper (ABCP) Multi-Seller Outflows - Wholesale - O.W.3: Collateralized Commercial Paper Outflows - Wholesale - O.W.4: Asset-Backed Securities (ABS) Outflows - Wholesale - O.W.5: Covered Bonds Outflows - Wholesale - O.W.6: Tender Option Bonds Outflows - Wholesale - O.W.7: Other Asset-Backed Financing Outflows - Wholesale - O.W.8: Commercial Paper Supplemental - Balance Sheet - S.B.5: Counterparty Netting Supplemental - Derivatives & Collateral - S.DC.1: Gross Derivative Asset Values Supplemental - Derivatives & Collateral - S.DC.10: Variation Margin Received Supplemental - Derivatives & Collateral - S.DC.13: Collateral Disputes Deliverables Supplemental - Derivatives & Collateral - S.DC.14: Collateral Disputes Receivables Supplemental - Derivatives & Collateral - S.DC.15: Sleeper Collateral Deliverables Supplemental - Derivatives & Collateral - S.DC.16: Required Collateral Deliverables Supplemental - Derivatives & Collateral - S.DC.17: Sleeper Collateral Receivables Supplemental - Derivatives & Collateral - S.DC.2: Gross Derivative Liability Values Supplemental - Derivatives & Collateral - S.DC.3: Derivative Settlement Payments Delivered Supplemental - Derivatives & Collateral - S.DC.4: Derivative Settlement Payments Received Supplemental - Derivatives & Collateral - S.DC.5: Initial Margin Posted - House Supplemental - Derivatives & Collateral - S.DC.6: Initial Margin Posted - Customer Supplemental - Derivatives & Collateral - S.DC.7: Initial Margin Received Supplemental - Derivatives & Collateral - S.DC.8: Variation Margin Posted - House Supplemental - Derivatives & Collateral - S.DC.9: Variation Margin Posted - Customer Supplemental - Foreign Exchange - S.FX.1: Spot Supplemental - Foreign Exchange - S.FX.2: Forwards and Futures Supplemental - Foreign Exchange - S.FX.3: Swaps Supplemental - Informational Items - S.I.1: Long Market Value Client Assets Supplemental - Informational Items - S.I.2: Short Market Value Client Assets Supplemental - Informational Items - S.I.3: Gross Client Wires Received Supplemental - Informational Items - S.I.4: Gross Client Wires Paid Supplemental - Liquidity Risk Measurement - S.L.3: Unencumbered Asset Hedges – Early Termination Outflows