Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Inflows

I.A: Inflows-Assets

I.A.1: Unencumbered Assets
I.A.2: Capacity
I.A.3: Unrestricted Reserve Balances
I.A.4: Restricted Reserve Balances
I.A.5: Unsettled Asset Purchases
I.A.6: Forward Asset Purchases
I.A.7: Encumbered Assets

I.U: Inflows-Unsecured

I.U.1: Onshore Placements
I.U.2: Offshore Placements
I.U.3: Required Operational Balances
I.U.4: Excess Operational Balances
I.U.5: Outstanding Draws on Unsecured Revolving Facilities
I.U.6: Other Loans
I.U.7: Cash Items in the Process of Collection
I.U.8: Short-Term Investments

I.S: Inflows-Secured

I.S.1: Reverse Repo
I.S.2: Securities Borrowing
I.S.3: Dollar Rolls
I.S.4: Collateral Swaps
I.S.5: Margin Loans
I.S.6: Other Secured Loans - Rehypothecatable
I.S.7: Outstanding Draws on Secured Revolving Facilities
I.S.8: Other Secured Loans - Non-Rehypothecatable
I.S.9: Synthetic Customer Longs
I.S.10: Synthetic Firm Sourcing

I.O: Inflows-Other

I.O.1: Derivative Receivables
I.O.2: Collateral Called for Receipt
I.O.3: TBA Sales
I.O.4: Undrawn Committed Facilities Purchased
I.O.5: Lock-up Balance
I.O.6: Interest and Dividends Receivable
I.O.7: Net 30-Day Derivative Receivables
I.O.8: Principal Payments Receivable on Unencumbered Investment Securities
I.O.9: Other Cash Inflows

Outflows

O.W: Outflows-Wholesale

O.W.1: Asset-Backed Commercial Paper (ABCP) Single-Seller
O.W.2: Asset-Backed Commercial Paper (ABCP) Multi-Seller
O.W.3: Collateralized Commercial Paper
O.W.4: Asset-Backed Securities (ABS)
O.W.5: Covered Bonds
O.W.6: Tender Option Bonds
O.W.7: Other Asset-Backed Financing
O.W.8: Commercial Paper
O.W.9: Onshore Borrowing
O.W.10: Offshore Borrowing
O.W.11: Unstructured Long Term Debt
O.W.12: Structured Long Term Debt
O.W.13: Government Supported Debt
O.W.14: Unsecured Notes
O.W.15: Structured Notes
O.W.16: Wholesale CDs
O.W.17: Draws on Committed Lines
O.W.18: Free Credits
O.W.19: Other Unsecured Financing

O.S: Outflows-Secured

O.S.1: Repo
O.S.2: Securities Lending
O.S.3: Dollar Rolls
O.S.4: Collateral Swaps
O.S.5: FHLB Advances
O.S.6: Exceptional Central Bank Operations
O.S.7: Customer Shorts
O.S.8: Firm Shorts
O.S.9: Synthetic Customer Shorts
O.S.10: Synthetic Firm Financing
O.S.11: Other Secured Financing Transactions

O.D: Outflows-Deposits

O.D.1: Transactional Accounts
O.D.2: Non-Transactional Relationship Accounts
O.D.3: Non-Transactional Non-Relationship Accounts
O.D.4: Operational Account Balances
O.D.5: Excess Balances in Operational Accounts
O.D.6: Non-Operational Account Balances
O.D.7: Operational Escrow Accounts
O.D.8: Non-Reciprocal Brokered Accounts
O.D.9: Stable Affiliated Sweep Account Balances
O.D.10: Less Stable Affiliated Sweep Account Balances
O.D.11: Non-Affiliated Sweep Accounts
O.D.12: Other Product Sweep Accounts
O.D.13: Reciprocal Accounts
O.D.14: Other Third-Party Deposits
O.D.15: Other Accounts

O.O: Outflows-Other

O.O.1: Derivative Payables
O.O.2: Collateral Called for Delivery
O.O.3: TBA Purchases
O.O.4: Credit Facilities
O.O.5: Liquidity Facilities
O.O.6: Retail Mortgage Commitments
O.O.7: Trade Finance Instruments
O.O.8: MTM Impact on Derivative Positions
O.O.9: Loss of Rehypothecation Rights Due to a 1 Notch Downgrade
O.O.10: Loss of Rehypothecation Rights Due to a 2 Notch Downgrade
O.O.11: Loss of Rehypothecation Rights Due to a 3 Notch Downgrade
O.O.12: Loss of Rehypothecation Rights Due to a Change in Financial Condition
O.O.13: Total Collateral Required Due to a 1 Notch Downgrade
O.O.14: Total Collateral Required Due to a 2 Notch Downgrade
O.O.15: Total Collateral Required Due to a 3 Notch Downgrade
O.O.16: Total Collateral Required Due to a Change in Financial Condition
O.O.17: Excess Margin
O.O.18: Unfunded Term Margin
O.O.19: Interest & Dividends Payable
O.O.20: Net 30-Day Derivative Payables
O.O.21: Other Outflows Related to Structured Transactions
O.O.22: Other Cash Outflows

Supplementals

S.DC: Supplemental-Derivatives & Collateral

S.DC.1: Gross Derivative Asset Values
S.DC.2: Gross Derivative Liability Values
S.DC.3: Derivative Settlement Payments Delivered
S.DC.4: Derivative Settlement Payments Received
S.DC.5: Initial Margin Posted - House
S.DC.6: Initial Margin Posted - Customer
S.DC.7: Initial Margin Received
S.DC.8: Variation Margin Posted - House
S.DC.9: Variation Margin Posted - Customer
S.DC.10: Variation Margin Received
S.DC.11: Derivative CCP Default Fund Contribution
S.DC.12: Other CCP Pledges and Contributions
S.DC.13: Collateral Disputes Deliverables
S.DC.14: Collateral Disputes Receivables
S.DC.15: Sleeper Collateral Deliverables
S.DC.16: Required Collateral Deliverables
S.DC.17: Sleeper Collateral Receivables
S.DC.18: Derivative Collateral Substitution Risk
S.DC.19: Derivative Collateral Substitution Capacity
S.DC.20: Other Collateral Substitution Risk
S.DC.21: Other Collateral Substitution Capacity

S.L: Supplemental-LRM

S.L.1: Subsidiary Liquidity That Cannot Be Transferred
S.L.2: Subsidiary Liquidity Available for Transfer
S.L.3: Unencumbered Asset Hedges – Early Termination Outflows
S.L.4: Non-Structured Debt Maturing in Greater than 30-days – Primary Market Maker
S.L.5: Structured Debt Maturing in Greater than 30-days – Primary Market Maker
S.L.6: Liquidity Coverage Ratio
S.L.7: Subsidiary Funding That Cannot Be Transferred
S.L.8: Subsidiary Funding Available for Transfer
S.L.9: Additional Funding Requirement for Off-Balance Sheet Rehypothecated Assets
S.L.10: Net Stable Funding Ratio

S.B: Supplemental-Balance Sheet

S.B.1: Regulatory Capital Element
S.B.2: Other Liabilities
S.B.3: Non-Performing Assets
S.B.4: Other Assets
S.B.5: Counterparty Netting
S.B.6: Carrying Value Adjustment

S.I: Supplemental-Informational

S.I.1: Long Market Value Client Assets
S.I.2: Short Market Value Client Assets
S.I.3: Gross Client Wires Received
S.I.4: Gross Client Wires Paid
S.I.5: FRB 23A Capacity
S.I.6: Subsidiary Liquidity Not Transferrable

S.FX: Supplemental-Foreign Exchange

S.FX.1: Spot
S.FX.2: Forwards and Futures
S.FX.3: Swaps

Liquidity Coverage Ratio Rule

Additive - High-Quality Liquid Assets
Additive - Rehypothecatable Collateral
Additive - Rehypothecatable Collateral Unencumbered
Subtractive - Excluded Sub HQLA
Subtractive - Early Hedge Termination
Subtractive - Excess Collateral
Unwind - Secured Lending
Unwind - Secured Funding
Unwind - Asset Exchange

Stable Retail Deposits
Other Retail Deposits
Insured Placed Retail Deposits
Non-Insured Placed Retail Deposits
Other Retail Funding
Structured Transaction Outflow Amount
Net Derivatives Cash Outflow Amount
Mortgage Commitment Outflow Amount
Affiliated DI Commitments
Retail Commitments
Non-Financial Corporate Credit Facilities
Non-Financial Corporate Liquidity Facilities
Bank Commitments
Non-Bank and Non-SPE Financial Sector Entity Credit Facilities
Non-Bank and Non-SPE Financial Sector Entity Liquidity Facilities
Debt Issuing SPE Commitments
Other Commitments
Changes in Financial Condition
Derivative Collateral Potential Valuation Changes
Potential Derivative Valuation Changes
Collateral Deliverables
Collateral Substitution
Other Brokered Retail Deposits Maturing within 30 days
Other Brokered Retail Deposits Maturing later than 30 days
Insured Other Brokered Retail Deposits with No Maturity
Not Fully Insured Other Brokered Retail Deposits with No Maturity
Insured Reciprocal
Not Fully Insured Reciprocal
Insured Affiliated Sweeps
Insured Non-Affiliated Sweeps
Sweeps that are not Fully Insured
Insured Unsecured Wholesale Non-Operational Non-Financial
Not Fully Insured Unsecured Wholesale Non-Operational Non-Financial
Unsecured Wholesale Brokered Deposit Non-Operational Non-Financial
Financial Non-Operational
Issued Debt Securities Maturing within 30 Days
Insured Operational Deposits
Not Fully Insured Operational Deposits
Other Unsecured Wholesale
Issued Not Structured Debt Securities Maturing Outside 30 Days when Primary Market Maker
Issued Structured Debt Securities Maturing Outside 30 Days when Primary Market Maker
Secured Funding L1
Secured Funding L2A
Secured Funding from Governmental Entities not L1 or L2A
Secured Funding L2B
Customer Shorts Funded by Non-HQLA Customer Longs
Secured Funding Non-HQLA
Secured but Lower Unsecured Rate
Asset Exchange Post L1 Receive L1
Asset Exchange Post L1 Receive L2A
Asset Exchange Post L1 Receive L2B
Asset Exchange Post L1 Receive Non-HQLA
Asset Exchange Post L2A Receive L1 or L2A
Asset Exchange Post L2A Receive L2B
Asset Exchange Post L2A Receive Non-HQLA
Asset Exchange Post L2B Receive L1, L2A or L2B
Asset Exchange Post L2B Receive Non-HQLA
Asset Exchange Post Rehypothecated Assets >30 days Receive L1
Asset Exchange Post Rehypothecated Assets >30 days Receive L2A
Asset Exchange Post Rehypothecated Assets >30 days Receive L2B
Asset Exchange Post Rehypothecated Assets >30 days Receive Non-HQLA
Foreign Central Banking Borrowing
Other Contractual Outflows

Net Derivatives Cash Inflow Amount
Retail Cash Inflow Amount
Financial and Central Bank Cash Inflow Amount
Non-Financial Wholesale Cash Inflow Amount
Securities Cash Inflow Amount
Secured Lending when Asset Rehypothecated not returned within 30 days
Secured Lending when Asset Available for Return
Secured Lending with L1 HQLA
Secured Lending with L2A HQLA
Secured Lending with L2B HQLA
Secured Lending with Non-HQLA
Margin Loans for Non-HQLA
Asset Exchange Collateral Rehypothecated and Not Returning within 30 days
Asset Exchange Post L1 Receive L1
Asset Exchange Post L2A Receive L1
Asset Exchange Post L2B Receive L1
Asset Exchange Post Non-HQLA Receive L1
Asset Exchange Post L2A Receive L2A
Asset Exchange Post L2B Receive L2A
Asset Exchange Post Non-HQLA Receive L2A
Asset Exchange Post L2B Receive L2B
Asset Exchange Post Non-HQLA Receive L2B
Broker-Dealer Segregated Account Inflow Amount
Other Cash Inflow Amount

Net Stable Funding Ratio Rule

100% ASF factor

NSFR regulatory capital element
Subordinated debt qualifying as an NSFR regulatory capital element
Wholesale debt instruments maturing in ≥ 1 year, excluding deposits and securities financing transactions
Wholesale deposits maturing in ≥ 1 year
Wholesale securities financing transactions maturing in ≥ 1 year
Wholesale interest payable in ≥ 1 year
Other liabilities maturing in ≥ 1 year

Stable retail deposits, excluding sweeps
Insured stable affiliated retail sweep deposits

Not FDIC insured transactional and non-relationship retail deposits, excluding sweeps and brokered deposits
Non-relationship retail deposits, excluding sweeps and brokered deposits
Insured reciprocal brokered deposits
Not FDIC insured affiliated relationship sweep deposits
Less stable affiliated retail sweep deposits
Non-reciprocal brokered deposits maturing in ≥ 1 year

Unsecured wholesale non-deposit funding from non-financials maturing in < 1 year
Unsecured wholesale deposit funding from non-financials maturing in < 1 year
Securities financing transactions with non-financials maturing in < 1 year
Collateralized deposits from non-financials maturing in < 1 year
Unsecured wholesale non-deposit funding from financials and central banks maturing in ≥ 6 months, but < 1 year
Unsecured wholesale deposit funding from financials and central banks maturing in ≥ 6 months, but < 1 year
Secured wholesale deposit funding from financials and central banks maturing in ≥ 6 months, but < 1 year
Securities issued maturing in ≥ 6 months, but < 1 year
Operational deposits
Non-reciprocal brokered retail deposits in transactional accounts and non-reciprocal brokered retail deposits maturing in ≥ 6 months, but < 1 year
Other liabilities maturing in ≥ 1 year
Other unsecured funding from retail customers
Other secured funding from retail customers
Interest payable to retail customers
Other liabilities to retail customers
Interest payable to wholesale entities in ≥ 6 months, but < 1 year
Other liabilities to wholesale entities maturing in ≥ 6 months, but < 1 year

Trade date payables
Non-reciprocal brokered retail deposits maturing in < 6 months
Securities issued maturing in < 6 months
Unsecured wholesale non-deposit funding from financials and central banks maturing in < 6 months
Unsecured wholesale deposit funding from financials and central banks maturing in < 6 months
Securities financing transactions with financials and central banks maturing in < 6 months
Interest payable to financials and central banks in < 6 months
Other liabilities to financials and central banks maturing in < 6 months
Firm short positions
Interest payable to non-financial wholesale entities in < 6 months
Other liabilities maturing in < 6 months

Currency and coin
Cash items in process
Central bank reserve balances
Central bank debt securities maturing in < 6 months
Unsecured lending to central banks maturing in < 6 months
Secured lending to central banks maturing in < 6 months
Interest receivable from central banks in < 6 months
Level 1 HQLA central bank securities
Trade date receivables that are expected to settle
Other level 1 HQLA securities
Lending to financials secured by rehypothecatable level 1 HQLA

Undrawn commitments

Level 2A HQLA central bank securities
Other level 2A HQLA securities
Lending to financials secured by rehypothecatable non-level 1 HQLA collateral maturing in < 6 months
Other secured lending to financials maturing in < 6 months
Unsecured lending to financials maturing in < 6 months

Level 2B HQLA securities
Secured lending to financials and central banks, maturing in ≥ 6 months, but < 1 year
Unsecured lending to financials and central banks, maturing in ≥ 6 months, but < 1 year
Operational deposits placed
Secured lending to non-financials maturing in < 1 year
Unsecured lending to non-financials maturing in < 1 year
Interest receivable from central banks in ≥ 6 months, but < 1 year
Non-HQLA central bank debt securities maturing in ≥ 6 months, but < 1 year
Other unencumbered non-HQLA securities maturing in < 1 year
Other interest receivable in < 1 year

Retail mortgages with ≤ 50% risk weight maturing in ≥ 1 year
Other secured retail loans with ≤ 20% risk weight maturing in ≥ 1 year
Secured non-financial wholesale and central bank loans with ≤ 20% risk weight maturing in ≥ 1 year
Securities financing transactions assigned ≤ 20% risk weight provided to non-financial customers and maturing in ≥ 1 year
Unsecured loans assigned ≤ 20% risk weight provided to non-financial customers and maturing in ≥ 1 year

Retail mortgages with > 50% risk weight maturing in ≥ 1 year
Other secured retail loans with > 20% risk weight maturing in ≥ 1 year
Secured non-financial wholesale and central bank loans with > 20% risk weight maturing in ≥ 1 year
Securities financing transactions assigned > 20% risk weight provided to non-financial customers and maturing in ≥ 1 year
Unsecured loans assigned > 20% risk weight provided to non-financial customers and maturing in ≥ 1 year
Non-HQLA common equity shares
Other non-HQLA securities maturing in ≥ 1 year
Commodities

RSF 100% factor

Secured lending to financial sector entities maturing in ≥ 1 year
Unsecured lending to financial sector entities maturing in ≥ 1 year
Physical property and other assets
Other assets

Reference

Data Format, Tables, and Fields
Asset Category Table
Product/Sub-Product Requirements
Counterparty Requirements
Collateral Class Requirements
Forward Start Exclusions
Maturity Bucket Value List

Order	Name	Description
75	Perpetual	Perpetual

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