| Inflows - Assets |
I.A.2: Capacity |
Capacity |
Bank of Canada, Bank of England, Bank of Japan, European Central Bank, Federal Home Loan Bank, Federal Reserve Bank, Other Central Bank, Other Government Sponsored Entity, Reserve Bank of Australia, Swiss National Bank |
|
| Inflows - Assets |
I.A.3: Unrestricted Reserve Balances |
Unrestricted Reserve Balances |
Bank of Canada, Bank of England, Bank of Japan, Currency and Coin, European Central Bank, Federal Reserve Bank, Other Central Bank, Reserve Bank of Australia, Swiss National Bank |
|
| Inflows - Assets |
I.A.4: Restricted Reserve Balances |
Restricted Reserve Balances |
Bank of Canada, Bank of England, Bank of Japan, Currency and Coin, European Central Bank, Federal Reserve Bank, Other Central Bank, Reserve Bank of Australia, Swiss National Bank |
|
| Inflows - Secured |
I.S.10: Synthetic Firm Sourcing |
Synthetic Firm Sourcing |
Futures, Other, Physical Long Position, Synthetic Customer Short, Synthetic Firm Financing, Unhedged |
|
| Inflows - Secured |
I.S.4: Collateral Swaps |
Collateral Swaps |
Level 1 Pledged, Level 2a Pledged, Level 2b Pledged, No Collateral Pledged, Non-HQLA Pledged |
Level 1 Received, Level 2a Received, Level 2b Received, Non-HQLA Received |
| Inflows - Secured |
I.S.9: Synthetic Customer Longs |
Synthetic Customer Longs |
Futures, Other, Physical Long Position, Synthetic Customer Short, Synthetic Firm Financing, Unhedged |
|
| Outflows - Secured |
O.S.10: Synthetic Firm Financing |
Synthetic Firm Financing |
Firm Short, Futures, Other, Synthetic Customer Long, Synthetic Firm Financing, Synthetic Firm Sourcing, Unhedged |
|
| Outflows - Secured |
O.S.4: Collateral Swaps |
Collateral Swaps |
Level 1 Received, Level 2a Received, Level 2b Received, No Collateral Received, Non-HQLA Received |
Level 1 Pledged, Level 2a Pledged, Level 2b Pledged, Non-HQLA Pledged |
| Outflows - Secured |
O.S.6: Exceptional Central Bank Operations |
Exceptional Central Bank Operations |
Bank of Canada, Bank of England, Bank of Japan, Covered Federal Reserve Facility Funding, European Central Bank, Federal Reserve Bank, Other Central Bank, Reserve Bank of Australia, Swiss National Bank |
|
| Outflows - Secured |
O.S.7: Customer Shorts |
Customer Shorts |
Customer Longs, External Cash Transactions, External Non-Cash Transactions, Firm Longs, Unsettled - Forward, Unsettled - Regular Way |
|
| Outflows - Secured |
O.S.8: Firm Shorts |
Firm Shorts |
Customer Longs, External Cash Transactions, External Non-Cash Transactions, Firm Longs, Unsettled - Forward, Unsettled - Regular Way |
|
| Outflows - Secured |
O.S.9: Synthetic Customer Shorts |
Synthetic Customer Shorts |
Firm Short, Futures, Other, Synthetic Customer Long, Synthetic Firm Sourcing, Unhedged |
|
| Supplemental - Derivatives & Collateral |
S.DC.1: Gross Derivative Asset Values |
Gross Derivative Asset Values |
Non-Rehypothecateable Collateral, Non-Segregated Cash, Rehypothecateable Collateral Encumbered, Rehypothecateable Collateral Unencumbered, Segregated Cash |
Exchange-traded (Agent), Exchange-traded (Principal), OTC - Bilateral, OTC - Centralized (Agent), OTC - Centralized (Principal) |
| Supplemental - Derivatives & Collateral |
S.DC.10: Variation Margin Received |
Variation Margin Received |
Non-Rehypothecateable Collateral, Non-Segregated Cash, Rehypothecateable Collateral Encumbered, Rehypothecateable Collateral Unencumbered, Segregated Cash |
Exchange-traded (Agent), Exchange-traded (Principal), OTC - Bilateral, OTC - Centralized (Agent), OTC - Centralized (Principal) |
| Supplemental - Derivatives & Collateral |
S.DC.2: Gross Derivative Liability Values |
Gross Derivative Liability Values |
Non-Rehypothecateable Collateral, Non-Segregated Cash, Rehypothecateable Collateral Encumbered, Rehypothecateable Collateral Unencumbered, Segregated Cash |
Exchange-traded (Agent), Exchange-traded (Principal), OTC - Bilateral, OTC - Centralized (Agent), OTC - Centralized (Principal) |
| Supplemental - Derivatives & Collateral |
S.DC.3: Derivative Settlement Payments Delivered |
Derivative Settlement Payments Delivered |
Non-Rehypothecateable Collateral, Non-Segregated Cash, Rehypothecateable Collateral Encumbered, Rehypothecateable Collateral Unencumbered, Segregated Cash |
Exchange-traded (Agent), Exchange-traded (Principal), OTC - Bilateral, OTC - Centralized (Agent), OTC - Centralized (Principal) |
| Supplemental - Derivatives & Collateral |
S.DC.4: Derivative Settlement Payments Received |
Derivative Settlement Payments Received |
Non-Rehypothecateable Collateral, Non-Segregated Cash, Rehypothecateable Collateral Encumbered, Rehypothecateable Collateral Unencumbered, Segregated Cash |
Exchange-traded (Agent), Exchange-traded (Principal), OTC - Bilateral, OTC - Centralized (Agent), OTC - Centralized (Principal) |
| Supplemental - Derivatives & Collateral |
S.DC.5: Initial Margin Posted - House |
Initial Margin Posted - House |
Non-Rehypothecateable Collateral, Non-Segregated Cash, Rehypothecateable Collateral Encumbered, Rehypothecateable Collateral Unencumbered, Segregated Cash |
Exchange-traded (Agent), Exchange-traded (Principal), OTC - Bilateral, OTC - Centralized (Agent), OTC - Centralized (Principal) |
| Supplemental - Derivatives & Collateral |
S.DC.6: Initial Margin Posted - Customer |
Initial Margin Posted - Customer |
Non-Rehypothecateable Collateral, Non-Segregated Cash, Rehypothecateable Collateral Encumbered, Rehypothecateable Collateral Unencumbered, Segregated Cash |
Exchange-traded (Agent), Exchange-traded (Principal), OTC - Bilateral, OTC - Centralized (Agent), OTC - Centralized (Principal) |
| Supplemental - Derivatives & Collateral |
S.DC.7: Initial Margin Received |
Initial Margin Received |
Non-Rehypothecateable Collateral, Non-Segregated Cash, Rehypothecateable Collateral Encumbered, Rehypothecateable Collateral Unencumbered, Segregated Cash |
Exchange-traded (Agent), Exchange-traded (Principal), OTC - Bilateral, OTC - Centralized (Agent), OTC - Centralized (Principal) |
| Supplemental - Derivatives & Collateral |
S.DC.8: Variation Margin Posted - House |
Variation Margin Posted - House |
Non-Rehypothecateable Collateral, Non-Segregated Cash, Rehypothecateable Collateral Encumbered, Rehypothecateable Collateral Unencumbered, Segregated Cash |
Exchange-traded (Agent), Exchange-traded (Principal), OTC - Bilateral, OTC - Centralized (Agent), OTC - Centralized (Principal) |
| Supplemental - Derivatives & Collateral |
S.DC.9: Variation Margin Posted - Customer |
Variation Margin Posted - Customer |
Non-Rehypothecateable Collateral, Non-Segregated Cash, Rehypothecateable Collateral Encumbered, Rehypothecateable Collateral Unencumbered, Segregated Cash |
Exchange-traded (Agent), Exchange-traded (Principal), OTC - Bilateral, OTC - Centralized (Agent), OTC - Centralized (Principal) |