Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Product Code Short Name
O.D.2: Non-Transactional Relationship Accounts Non-Transactional Relationship Accounts
O.D.3: Non-Transactional Non-Relationship Accounts Non-Transactional Non-Relationship Accounts
O.D.4: Operational Account Balances Operational Account Balances
O.D.5: Excess Balances in Operational Accounts Excess Balances in Operational Accounts
O.D.6: Non-Operational Account Balances Non-Operational Account Balances
O.D.7: Operational Escrow Accounts Operational Escrow Accounts
O.D.8: Non-Reciprocal Brokered Accounts Non-Reciprocal Brokered Accounts
O.D.9: Stable Affiliated Sweep Account Balances Stable Affiliated Sweep Account Balances
O.O.1: Derivative Payables Derivative Payables
O.O.10: Loss of Rehypothecation Rights Due to a 2 Notch Downgrade Loss of Rehypothecation Rights Due to a 2 Notch Downgrade
O.O.11: Loss of Rehypothecation Rights Due to a 3 Notch Downgrade Loss of Rehypothecation Rights Due to a 3 Notch Downgrade
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
O.O.13: Total Collateral Required Due to a 1 Notch Downgrade Total Collateral Required Due to a 1 Notch Downgrade
O.O.14: Total Collateral Required Due to a 2 Notch Downgrade Total Collateral Required Due to a 2 Notch Downgrade
O.O.15: Total Collateral Required Due to a 3 Notch Downgrade Total Collateral Required Due to a 3 Notch Downgrade
O.O.16: Total Collateral Required Due to a Change in Financial Condition Total Collateral Required Due to a Change in Financial Condition
O.O.17: Excess Margin Excess Margin
O.O.18: Unfunded Term Margin Unfunded Term Margin
O.O.19: Interest & Dividends Payable Interest & Dividends Payable
O.O.2: Collateral Called for Delivery Collateral Called for Delivery
O.O.20: Net 30-Day Derivative Payables Net 30-Day Derivative Payables
O.O.21: Other Outflows Related to Structured Transactions Other Outflows Related to Structured Transactions
O.O.22: Other Cash Outflows Other Cash Outflows
O.O.3: TBA Purchases TBA Purchases
O.O.4: Credit Facilities Credit Facilities