Spreadsheet: 466643d1466362883-xlsx-to-xml-lcr_return
Sheet: LCR_Classification

 | LCR Classification
 | LCR Classification Identifier | Description | Instructions | LAR paragraph reference
 | 11001 | Level 1 assets - coins and banknotes | [NAME] and banknotes currently held by the institution that are immediately available to meet obligations. Deposits placed at, or receivables from, other institutions should be reported in the inflows section. | 43(a)
 | 11002 | Level 1 assets - withdrawable central bank reserves | Total amount held in central bank reserves and overnight and term deposits placed at a central bank which can be drawn down in times of stress.  Amounts required to be installed in the central bank reserves within 30 days should be reported under the classification 21231 'Additional balances required to be installed in central bank reserves'. | 43(b)
 | 11003 | Level 1 assets - non-withdrawable central bank reserves | Total amount held in central bank reserves including institutions’ overnight and term deposits with a central bank, which cannot be drawn down in times of stress. For term deposits that do not qualify as eligible for the stock of HQLA, if the term expires within 30 days, the term deposit could be considered as an inflow (reported under the classification 22204 'Contractual inflows - central banks'). | Extension of 43(b)
 | 11004 | Level 1 assets - 0% RW securities issued by sovereigns | The market value (pre-haircut) of qualifying marketable debt securities issued by sovereigns, receiving a 0% risk weight under the standardised approach to credit risk. | 43(c)
 | 11005 | Level 1 assets - 0% RW securities guaranteed by sovereigns | The market value (pre-haircut) of qualifying marketable debt securities guaranteed by sovereigns, receiving a 0% risk weight under the standardised approach to credit risk. | 43(c)
 | 11006 | Level 1 assets - 0% RW securities issued or guaranteed by central banks | The market value (pre-haircut) of qualifying marketable debt securities issued or guaranteed by central banks, receiving a 0% risk weight under the standardised approach to credit risk. | 43(c)
 | 11007 | Level 1 assets - 0% RW securities issued or guaranteed by PSEs | The market value (pre-haircut) of qualifying marketable debt securities issued or guaranteed by public sector entities, receiving a 0% risk weight under the standardised approach to credit risk. | 43(c)
 | 11008 | Level 1 assets - 0% RW securities issued or guaranteed by BIS, IMF, ECB and European Community, or MDBs | The market value (pre-haircut) of qualifying marketable debt securities issued or guaranteed by the Bank for International Settlements, the International Monetary Fund, the European Central Bank (ECB) and European Community, or multilateral development banks (MDBs), receiving a 0% risk weight under the standardised approach to credit risk. | 43(c)
 | 11009 | Level 1 assets - non-0% RW securities issued in domestic currencies | The market value (pre-haircut) of qualifying debt securities issued by the sovereign or central bank in the domestic currency of that country, that are not eligible for inclusion under the classifications 11004 'Level 1 assets - 0% RW securities issued by sovereigns' or 11005 'Level 1 assets - 0% RW securities guaranteed by sovereigns' because of the non-0% risk weight of that country.  Institutions are only permitted to include debt issued by sovereigns or central banks of their home jurisdictions or, to the extent of the liquidity risk taken in other jurisdictions, of those jurisdictions. | 43(d)
 | 11010 | Level 1 assets - non-0% RW securities issued in foreign currencies | The market value (pre-haircut) of qualifying debt securities issued by the domestic sovereign or central bank in foreign currencies (that are not eligible for inclusion under the classifications 11004 'Level 1 assets - 0% RW securities issued by sovereigns' or 11005 'Level 1 assets - 0% RW securities guaranteed by sovereigns' because of the non-0% risk weight of that country), up to the amount of the institution’s stressed net cash outflows in that specific foreign currency stemming from the institution’s operations in the jurisdiction where the institution’s liquidity risk is being taken. | 43(e)
 | 12001 | Level 2A assets - 20% RW securities issued by sovereigns | The market value (pre-haircut) of qualifying marketable debt securities issued by sovereigns, receiving a 20% risk weight under the standardised approach to credit risk, and not included under the classifications 11009 'Level 1 assets - non-0% RW securities issued in domestic currencies' or 11010 'Level 1 assets - non-0% RW securities issued in foreign currencies'. | 45(a)
 | 12002 | Level 2A assets - 20% RW securities guaranteed by sovereigns | The market value (pre-haircut) of qualifying marketable debt securities guaranteed by sovereigns, receiving a 20% risk weight under the standardised approach to credit risk. | 45(a)
 | 12003 | Level 2A assets - 20% RW securities issued or guaranteed by central banks | The market value (pre-haircut) of qualifying marketable debt securities issued or guaranteed by central banks, receiving a 20% risk weight under the standardised approach to credit risk, and not included under the classifications 11009 'Level 1 assets - non-0% RW securities issued in domestic currencies' or 11010 'Level 1 assets - non-0% RW securities issued in foreign currencies'. | 45(a)
 | 12004 | Level 2A assets - 20% RW securities issued or guaranteed by PSEs | The market value (pre-haircut) of qualifying marketable debt securities issued or guaranteed by PSEs, receiving a 20% risk weight under the standardised approach to credit risk. | 45(a)
 | 12005 | Level 2A assets - 20% RW securities issued or guaranteed by MDBs | The market value (pre-haircut) of qualifying marketable debt securities issued or guaranteed by multilateral development banks, receiving a 20% risk weight under the standardised approach to credit risk. | 45(a)
 | 12006 | Level 2A assets - non-financial corporate bonds rated AA- or better | The market value (pre-haircut) of qualifying non-financial corporate bonds (including commercial paper) rated AA- or better | 45(b)
 | 12007 | Level 2A assets - covered bonds rated AA- or better | The market value (pre-haircut) of qualifying covered bonds, not self-issued, rated AA- or better | 45(b)
 | 13001 | Level 2B assets - RMBS rated AA or better | The market value (pre-haircut) of qualifying RMBS rated AA or better | 47(a)
 | 13002 | Level 2B assets - non-financial corporate bonds rated BBB- to A+ | The market value (pre-haircut) of qualifying non-financial corporate debt securities (including commercial paper) rated BBB- to A+ | 47(b)
 | 13003 | Level 2B assets - non-financial common equity shares | The market value (pre-haircut) of qualifying non-financial common equity shares | 47(c)
 | 13004 | Level 2B assets - sovereign or central bank debt securities, rated BBB- to BBB+ | The market value (pre-haircut) of qualifying sovereign or central bank debt securities, rated BBB- to BBB+ that are not already included under the classifications 11009 'Level 1 assets - non-0% RW securities issued in domestic currencies' or 11010 'Level 1 assets - non-0% RW securities issued in foreign currencies'. | 47(c)
 | 14001 | Level 1 assets - exclusions due to legal entity restrictions | The market value (pre-haircut) of any surplus of Level 1 assets held at the legal entity that are excluded from the consolidated HQLA stock because of reasonable doubts that they would be freely available to the consolidated (parent) entity in times of stress. | 24-25, 147-148
 | 14002 | Level 2A assets - exclusions due to legal entity restrictions | The market value (pre-haircut) of any surplus of Level 2A assets held at the legal entity that are excluded from the consolidated HQLA stock because of reasonable doubts that they would be freely available to the consolidated (parent) entity in times of stress. | 24-25, 147-148
 | 14003 | Level 2B RMBS assets - exclusions due to legal entity restrictions | The market value (pre-haircut) of any surplus of Level 2B RMBS assets held at the legal entity that are excluded from the consolidated HQLA stock because of reasonable doubts that they would be freely available to the consolidated (parent) entity in times of stress. | 24-25, 147-148
 | 14004 | Level 2B non-RMBS assets - exclusions due to legal entity restrictions | The market value (pre-haircut) of any surplus of Level 2B non-RMBS assets held at the legal entity that are excluded from the consolidated HQLA stock because of reasonable doubts that they would be freely available to the consolidated (parent) entity in times of stress. | 24-25, 147-148
 | 14005 | Level 1 assets - exclusions due to operational requirements | The market value (pre-haircut) of Level 1 assets held by the institution that are not included in the stock of HQLA because of the operational requirements on HQLA. | 19-22, 26-28
 | 14006 | Level 2A assets - exclusions due to operational requirements | The market value (pre-haircut) of Level 2A assets held by the institution that are not included in the stock of HQLA because of the operational requirements on HQLA. | 19-22, 26-28
 | 14007 | Level 2B RMBS assets - exclusions due to operational requirements | The market value (pre-haircut) of Level 2B RMBS assets held by the institution that are not included in the stock of HQLA because of the operational requirements on HQLA. | 19-22, 26-28
 | 14008 | Level 2B non-RMBS assets - exclusions due to operational requirements | The market value (pre-haircut) of Level 2B non-RMBS assets held by the institution that are not included in the stock of HQLA because of the operational requirements on HQLA. | 19-22, 26-28
 | 21101 | Retail deposits - insured, transactional 3% rate (Canada) | Total retail deposits that are fully insured by an effective deposit insurance scheme in transactional accounts in Canada. | 58
 | 21102 | Retail deposits - insured, transactional 3% rate (outside Canada) | Total retail deposits that are fully insured by an effective deposit insurance scheme in transactional accounts in jurisdictions other than Canada, where the supervisor in that jurisdiction chooses to apply a 3% run-off rate to such retail deposits. | 58
 | 21103 | Retail deposits - insured, transactional 5% rate | Total retail deposits that are fully insured by an effective deposit insurance scheme in transactional accounts in jurisdictions other than Canada, where the supervisor in that jurisdiction chooses to apply a 5% run-off rate to such retail deposits. | 55
 | 21104 | Retail deposits - insured, non-transactional established relationship 3% rate (Canada) | Total retail deposits that are fully insured by an effective deposit insurance scheme in non-transactional accounts with an established relationship in Canada. | 58
 | 21105 | Retail deposits - insured, non-transactional established relationship 3% rate (outside Canada) | Total retail deposits that are fully insured by an effective deposit insurance scheme in non-transactional accounts with an established relationship in a jurisdiction other than Canada, where the supervisor in that jurisdiction chooses to apply a 3% run-off rate to such retail deposits. | 58
 | 21106 | Retail deposits - insured, non-transactional established relationship 5% rate | Total retail deposits that are fully insured by an effective deposit insurance scheme in non-transactional accounts with an established relationship in a jurisdiction other than Canada, where the supervisor in that jurisdiction chooses to apply a 5% run-off rate to such retail deposits. | 55
 | 21107 | Retail deposits - insured, non-transactional non-relationship | Total retail deposits that are fully insured by an effective deposit insurance scheme in accounts that are non-transactional where there is not an established relationship that makes deposit withdrawal highly unlikely. | 59
 | 21108 | Retail deposits - uninsured | Total retail deposits that are non-maturing or mature within 30 days that are not fully insured by an effective deposit insurance scheme. | 59
 | 21109 | Retail deposits - sourced from an unaffiliated third-party | Total retail deposits that are sourced from an unaffiliated third-party (i.e. an entity that is not branded with the institution or that is not branded as a subsidiary of the institution). | 59
 | 21110 | Retail deposits - foreign currency | Total retail deposits that are denominated in a foreign currency (i.e. deposits denominated in any other currency than the domestic currency in a jurisdiction in which the institution operates). | 59
 | 21111 | Retail deposits - term deposits > 30 day maturity | Total retail deposits with a residual maturity or withdrawal notice period greater than 30 days where the depositor has no legal right to withdraw deposits within 30 days, or where early withdrawal results in a significant penalty that is materially greater than the loss of interest. | 62
 | 21201 | Small business deposits - insured, transactional 3% rate (Canada) | Total small business deposits that are fully insured by an effective deposit insurance scheme in transactional accounts in Canada. | 69, 58
 | 21202 | Small business deposits - insured, transactional 3% rate (outside Canada) | Total small business deposits that are fully insured by an effective deposit insurance scheme in transactional accounts in jurisdictions other than Canada, where the supervisor in that jurisdiction chooses to apply a 3% run-off rate to such small business deposits. | 69, 58
 | 21203 | Small business deposits - insured, transactional 5% rate | Total small business deposits that are fully insured by an effective deposit insurance scheme in transactional accounts in jurisdictions other than Canada, where the supervisor in that jurisdiction chooses to apply a 5% run-off rate to such small business deposits. | 69, 55
 | 21204 | Small business deposits - insured, non-transactional established relationship 3% rate (Canada) | Total small business deposits that are fully insured by an effective deposit insurance scheme in non-transactional accounts with an established relationship in Canada. | 69, 58
 | 21205 | Small business deposits - insured, non-transactional established relationship 3% rate (outside Canada) | Total small business deposits that are fully insured by an effective deposit insurance scheme in non-transactional accounts with an established relationship in a jurisdiction other than Canada, where the supervisor in that jurisdiction chooses to apply a 3% run-off rate to such small business deposits. | 69, 58
 | 21206 | Small business deposits - insured, non-transactional established relationship 5% rate | Total small business deposits that are fully insured by an effective deposit insurance scheme in non-transactional accounts with an established relationship in a jurisdiction other than Canada, where the supervisor in that jurisdiction chooses to apply a 5% run-off rate to such small business deposits. | 69, 55
 | 21207 | Small business deposits - insured, non-transactional non-relationship | Total small business deposits that are fully insured by an effective deposit insurance scheme in accounts that are non-transactional where there is not an established relationship that makes deposit withdrawal highly unlikely. | 69, 59
 | 21208 | Small business deposits - uninsured | Total small business deposits that are non-maturing or mature within 30 days that are not fully insured by an effective deposit insurance scheme. | 69, 59
 | 21209 | Small business deposits - sourced from an unaffiliated third-party | Total small business deposits that are sourced from an unaffiliated third-party (i.e. an entity that is not branded with the institution or that is not branded as a subsidiary of the institution). | 69, 59
 | 21210 | Small business deposits - foreign currency | Total small business deposits that are denominated in a foreign currency (i.e. deposits denominated in any other currency than the domestic currency in a jurisdiction in which the institution operates). | 69, 59
 | 21211 | Small business deposits - term deposits > 30 day maturity | Total small business deposits with a residual maturity or withdrawal notice period greater than 30 days where the depositor has no legal right to withdraw deposits within 30 days, or where early withdrawal results in a significant penalty that is materially greater than the loss of interest. | 69, 62
 | 21212 | Non-financial corporate deposits - operational, insured 3% rate | Total operational deposits (i.e. generated by clearing, custody and cash management activities) provided by non-financial corporates that are fully covered by an effective deposit insurance scheme and are in jurisdictions where the supervisor chooses to prescribe a 3% run-off rate. | 84
 | 21213 | Non-financial corporate deposits - operational, insured 5% rate | Total operational deposits (i.e. generated by clearing, custody and cash management activities) provided by non-financial corporates that are fully covered by an effective deposit insurance scheme and are in jurisdictions where the supervisor chooses to prescribe a 5% run-off rate. | 84
 | 21214 | Non-financial corporate deposits - operational, uninsured | Total operational deposits (i.e. generated by clearing, custody and cash management activities) provided by non-financial corporates that are not fully covered by an effective deposit insurance scheme. | 73-83
 | 21215 | Non-financial corporate deposits - non-operational, amount fully covered by deposit insurance | Total non-operational deposits provided by non-financial corporates where the entire amount of the deposit is fully covered by an effective deposit insurance scheme. | 88
 | 21216 | Non-financial corporate deposits - non-operational, amount not fully covered by deposit insurance | Total non-operational deposits provided by non-financial corporates where the entire amount of the deposit is not fully covered by an effective deposit insurance scheme. | 87
 | 21217 | Sovereign, central bank, PSE, MDB deposits - operational, insured 3% rate | Total operational deposits (i.e. generated by clearing, custody and cash management activities) provided by sovereigns, central banks, PSEs and MDBs that are fully covered by an effective deposit insurance scheme and are in jurisdictions where the supervisor chooses to prescribe a 3% run-off rate. | 84
 | 21218 | Sovereign, central bank, PSE, MDB deposits - operational, insured 5% rate | Total operational deposits (i.e. generated by clearing, custody and cash management activities) provided by sovereigns, central banks, PSEs and MDBs that are fully covered by an effective deposit insurance scheme and are in jurisdictions where the supervisor chooses to prescribe a 5% run-off rate. | 84
 | 21219 | Sovereign, central bank, PSE, MDB deposits - operational, uninsured | Total operational deposits (i.e. generated by clearing, custody and cash management activities) provided by sovereigns, central banks, PSEs and MDBs that are not fully covered by an effective deposit insurance scheme. | 73-83
 | 21220 | Sovereign, central bank, PSE, MDB deposits - non-operational, amount fully covered by deposit insurance | Total non-operational deposits provided by sovereigns, central banks, PSEs and MDBs where the entire amount of the deposit is fully covered by an effective deposit insurance scheme. | 88
 | 21221 | Sovereign, central bank, PSE, MDB deposits - non-operational, amount not fully covered by deposit insurance | Total non-operational deposits provided by sovereigns, central banks, PSEs and MDBs where the entire amount of the deposit is not fully covered by an effective deposit insurance scheme. | 87
 | 21222 | Bank deposits - operational, insured 3% rate | Total operational deposits (i.e. generated by clearing, custody and cash management activities) provided by banks that are fully covered by an effective deposit insurance scheme and are in jurisdictions where the supervisor chooses to prescribe a 3% run-off rate. | 84
 | 21223 | Bank deposits - operational, insured 5% rate | Total operational deposits (i.e. generated by clearing, custody and cash management activities) provided by banks that are fully covered by an effective deposit insurance scheme and are in jurisdictions where the supervisor chooses to prescribe a 5% run-off rate. | 84
 | 21224 | Bank deposits - operational, uninsured | Total operational deposits (i.e. generated by clearing, custody and cash management activities) provided by banks that are not fully covered by an effective deposit insurance scheme. | 73-83
 | 21225 | Bank deposits - non-operational | Total non-operational deposits provided by other banks. | 89
 | 21226 | Other FI and other legal entity deposits - operational, insured 3% rate | Total operational deposits (i.e. generated by clearing, custody and cash management activities) provided by financial institutions (other than banks) and other legal entities that are fully covered by an effective deposit insurance scheme and are in jurisdictions where the supervisor chooses to prescribe a 3% run-off rate. | 84
 | 21227 | Other FI and other legal entity deposits - operational, insured 5% rate | Total operational deposits (i.e. generated by clearing, custody and cash management activities) provided by financial institutions (other than banks) and other legal entities that are fully covered by an effective deposit insurance scheme and are in jurisdictions where the supervisor chooses to prescribe a 5% run-off rate. | 84
 | 21228 | Other FI and other legal entity deposits - operational, uninsured | Total operational deposits (i.e. generated by clearing, custody and cash management activities) provided by financial institutions (other than banks) and other legal entities that are not fully covered by an effective deposit insurance scheme. | 73-83
 | 21229 | Other FI and other legal entity deposits - non-operational | Total non-operational deposits provided by financial institutions (other than banks) and other legal entities. | 89
 | 21230 | Unsecured debt issuance | Total of all notes, bonds and other debt securities (excluding on bonds sold exclusively to the retail or small business customer markets, and excluding outflows on covered bonds). | 90
 | 21231 | Additional balances required to be installed in central bank reserves | Amounts to be installed in the central bank reserves within 30 days. | Footnote to 43(b)
 | 21301 | Secured funding - with domestic central bank - Level 1 assets (transactions using eligible HQLA) - amount received | The amount received from only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 1 assets and where the Level 1 assets would otherwise have been reported in the institution's eligible Level 1 assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21302 | Secured funding - with domestic central bank - Level 1 assets (transactions using eligible HQLA) - market value of collateral extended | The market value of collateral extended in only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 1 assets and where the Level 1 assets would otherwise have been reported in the institution's eligible Level 1 assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21303 | Secured funding - with domestic central bank - Level 1 assets (transactions not using eligible HQLA) - amount received | The amount received from only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 1 assets and where the Level 1 assets would not otherwise have been reported in the institution's eligible Level 1 assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21304 | Secured funding - with domestic central bank - Level 1 assets (transactions not using eligible HQLA) - market value of collateral extended | The market value of collateral extended in only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 1 assets and where the Level 1 assets would not otherwise have been reported in the institution's eligible Level 1 assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21305 | Secured funding - with domestic central bank - Level 2A assets (transactions using eligible HQLA) - amount received | The amount received from only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 2A assets and where the Level 2A assets would otherwise have been reported in the institution's eligible Level 2A assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21306 | Secured funding - with domestic central bank - Level 2A assets (transactions using eligible HQLA) - market value of collateral extended | The market value of collateral extended in only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 2A assets and where the Level 2A assets would otherwise have been reported in the institution's eligible Level 2A assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21307 | Secured funding - with domestic central bank - Level 2A assets (transactions not using eligible HQLA) - amount received | The amount received from only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 2A assets and where the Level 2A assets would not otherwise have been reported in the institution's eligible Level 2A assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21308 | Secured funding - with domestic central bank - Level 2A assets (transactions not using eligible HQLA) - market value of collateral extended | The market value of collateral extended in only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 2A assets and where the Level 2A assets would not otherwise have been reported in the institution's eligible Level 2A assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21309 | Secured funding - with domestic central bank - Level 2B RMBS assets (transactions using eligible HQLA) - amount received | The amount received from only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 2B RMBS assets and where the Level 2B RMBS assets would otherwise have been reported in the institution's eligible Level 2B RMBS assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21310 | Secured funding - with domestic central bank - Level 2B RMBS assets (transactions using eligible HQLA) - market value of collateral extended | The market value of collateral extended in only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 2B RMBS assets and where the Level 2B RMBS assets would otherwise have been reported in the institution's eligible Level 2B RMBS assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21311 | Secured funding - with domestic central bank - Level 2B RMBS assets (transactions not using eligible HQLA) - amount received | The amount received from only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 2B RMBS assets and where the Level 2B RMBS assets would not otherwise have been reported in the institution's eligible Level 2B RMBS assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21312 | Secured funding - with domestic central bank - Level 2B RMBS assets (transactions not using eligible HQLA) - market value of collateral extended | The market value of collateral extended in only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 2B RMBS assets and where the Level 2B RMBS assets would not otherwise have been reported in the institution's eligible Level 2B RMBS assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21313 | Secured funding - with domestic central bank - Level 2B non-RMBS assets (transactions using eligible HQLA) - amount received | The amount received from only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 2B non-RMBS assets and where the Level 2B non-RMBS assets would otherwise have been reported in the institution's eligible Level 2B non-RMBS assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21314 | Secured funding - with domestic central bank - Level 2B non-RMBS assets (transactions using eligible HQLA) - market value of collateral extended | The market value of collateral extended in only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 2B non-RMBS assets and where the Level 2B non-RMBS assets would otherwise have been reported in the institution's eligible Level 2B non-RMBS assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21315 | Secured funding - with domestic central bank - Level 2B non-RMBS assets (transactions not using eligible HQLA) - amount received | The amount received from only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 2B non-RMBS assets and where the Level 2B non-RMBS assets would not otherwise have been reported in the institution's eligible Level 2B non-RMBS assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21316 | Secured funding - with domestic central bank - Level 2B non-RMBS assets (transactions not using eligible HQLA) - market value of collateral extended | The market value of collateral extended in only those secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by Level 2B non-RMBS assets and where the Level 2B non-RMBS assets would not otherwise have been reported in the institution's eligible Level 2B non-RMBS assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21317 | Secured funding - with domestic central bank - non-HQLA assets (all transactions) - amount received | The amount received from all secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by non-HQLA assets. | 94-95
 | 21318 | Secured funding - with domestic central bank - non-HQLA assets (all transactions) - market value of collateral extended | The market value of collateral extended in all secured funding or repo transactions with the institution’s domestic central bank that mature within 30 days and are backed by non-HQLA assets. | 94-95
 | 21319 | Secured funding - not with domestic central bank - Level 1 assets (transactions using eligible HQLA) - amount received | The amount received from only those secured funding or repo transactions that are not conducted with the institution’s domestic central bank that mature within 30 days and are backed by Level 1 assets and where the Level 1 assets would otherwise have been reported in the institution's eligible Level 1 assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21320 | Secured funding - not with domestic central bank - Level 1 assets (transactions using eligible HQLA) - market value of collateral extended | The market value of collateral extended in only those secured funding or repo transactions that are not conducted with the institution’s domestic central bank that mature within 30 days and are backed by Level 1 assets and where the Level 1 assets would otherwise have been reported in the institution's eligible Level 1 assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21321 | Secured funding - not with domestic central bank - Level 1 assets (transactions not using eligible HQLA) - amount received | The amount received from only those secured funding or repo transactions that are not conducted with the institution’s domestic central bank that mature within 30 days and are backed by Level 1 assets and where the Level 1 assets would not otherwise have been reported in the institution's eligible Level 1 assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21322 | Secured funding - not with domestic central bank - Level 1 assets (transactions not using eligible HQLA) - market value of collateral extended | The market value of collateral extended in only those secured funding or repo transactions that are not conducted with the institution’s domestic central bank that mature within 30 days and are backed by Level 1 assets and where the Level 1 assets would not otherwise have been reported in the institution's eligible Level 1 assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21323 | Secured funding - not with domestic central bank - Level 2A assets (transactions using eligible HQLA) - amount received | The amount received from only those secured funding or repo transactions that are not conducted with the institution’s domestic central bank that mature within 30 days and are backed by Level 2A assets and where the Level 2A assets would otherwise have been reported in the institution's eligible Level 2A assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21324 | Secured funding - not with domestic central bank - Level 2A assets (transactions using eligible HQLA) - market value of collateral extended | The market value of collateral extended in only those secured funding or repo transactions that are not conducted with the institution’s domestic central bank that mature within 30 days and are backed by Level 2A assets and where the Level 2A assets would otherwise have been reported in the institution's eligible Level 2A assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21325 | Secured funding - not with domestic central bank - Level 2A assets (transactions not using eligible HQLA) - amount received | The amount received from only those secured funding or repo transactions that are not conducted with the institution’s domestic central bank that mature within 30 days and are backed by Level 2A assets and where the Level 2A assets would not otherwise have been reported in the institution's eligible Level 2A assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21326 | Secured funding - not with domestic central bank - Level 2A assets (transactions not using eligible HQLA) - market value of collateral extended | The market value of collateral extended in only those secured funding or repo transactions that are not conducted with the institution’s domestic central bank that mature within 30 days and are backed by Level 2A assets and where the Level 2A assets would not otherwise have been reported in the institution's eligible Level 2A assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21327 | Secured funding - not with domestic central bank - Level 2B RMBS assets (transactions using eligible HQLA) - amount received | The amount received from only those secured funding or repo transactions that are not conducted with the institution’s domestic central bank that mature within 30 days and are backed by Level 2B RMBS assets and where the Level 2B RMBS assets would otherwise have been reported in the institution's eligible Level 2B RMBS assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21328 | Secured funding - not with domestic central bank - Level 2B RMBS assets (transactions using eligible HQLA) - market value of collateral extended | The market value of collateral extended in only those secured funding or repo transactions that are not conducted with the institution’s domestic central bank that mature within 30 days and are backed by Level 2B RMBS assets and where the Level 2B RMBS assets would otherwise have been reported in the institution's eligible Level 2B RMBS assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21329 | Secured funding - not with domestic central bank - Level 2B RMBS assets (transactions not using eligible HQLA) - amount received | The amount received from only those secured funding or repo transactions that are not conducted with the institution’s domestic central bank that mature within 30 days and are backed by Level 2B RMBS assets and where the Level 2B RMBS assets would not otherwise have been reported in the institution's eligible Level 2B RMBS assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21330 | Secured funding - not with domestic central bank - Level 2B RMBS assets (transactions not using eligible HQLA) - market value of collateral extended | The market value of collateral extended in only those secured funding or repo transactions that are not conducted with the institution’s domestic central bank that mature within 30 days and are backed by Level 2B RMBS assets and where the Level 2B RMBS assets would not otherwise have been reported in the institution's eligible Level 2B RMBS assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21331 | Secured funding - with domestic sovereign, MDB or domestic PSE with 20% RW - Level 2B non-RMBS assets (transactions using eligible HQLA) - amount received | The amount received from all secured funding or repo transactions that are conducted with the institution’s domestic sovereign, a MDB, or a domestic PSE with a 20% risk-weight that mature within 30 days and are backed by Level 2B non-RMBS assets and where the Level 2B non-RMBS assets would otherwise have been reported in the institution's eligible Level 2B non-RMBS assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21332 | Secured funding - with domestic sovereign, MDB or domestic PSE with 20% RW - Level 2B non-RMBS assets (transactions using eligible HQLA) - market value of collateral extended | The market value of collateral extended in all secured funding or repo transactions that are conducted with the institution’s domestic sovereign, a MDB, or a domestic PSE with a 20% risk-weight that mature within 30 days and are backed by Level 2B non-RMBS assets and where the Level 2B non-RMBS assets would otherwise have been reported in the institution's eligible Level 2B non-RMBS assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21333 | Secured funding - with domestic sovereign, MDB or domestic PSE with 20% RW - Level 2B non-RMBS assets (transactions not using eligible HQLA) - amount received | The amount received from all secured funding or repo transactions that are conducted with the institution’s domestic sovereign, a MDB, or a domestic PSE with a 20% risk-weight that mature within 30 days and are backed by Level 2B non-RMBS assets and where the Level 2B non-RMBS assets would not otherwise have been reported in the institution's eligible Level 2B non-RMBS assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21334 | Secured funding - with domestic sovereign, MDB or domestic PSE with 20% RW - Level 2B non-RMBS assets (transactions not using eligible HQLA) - market value of collateral extended | The market value of collateral extended in all secured funding or repo transactions that are conducted with the institution’s domestic sovereign, a MDB, or a domestic PSE with a 20% risk-weight that mature within 30 days and are backed by Level 2B non-RMBS assets and where the Level 2B non-RMBS assets would not otherwise have been reported in the institution's eligible Level 2B non-RMBS assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21335 | Secured funding - not with domestic sovereign, MDB or domestic PSE with 20% RW - Level 2B non-RMBS assets (transactions using eligible HQLA) - amount received | The amount received from all secured funding or repo transactions that are not conducted with the institution’s domestic sovereign, a MDB, or a domestic PSE with a 20% risk-weight that mature within 30 days and are backed by Level 2B non-RMBS assets and where the Level 2B non-RMBS assets would otherwise have been reported in the institution's eligible Level 2B non-RMBS assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21336 | Secured funding - not with domestic sovereign, MDB or domestic PSE with 20% RW - Level 2B non-RMBS assets (transactions using eligible HQLA) - market value of collateral extended | The market value of collateral extended in all secured funding or repo transactions that are not conducted with the institution’s domestic sovereign, a MDB, or a domestic PSE with a 20% risk-weight that mature within 30 days and are backed by Level 2B non-RMBS assets and where the Level 2B non-RMBS assets would otherwise have been reported in the institution's eligible Level 2B non-RMBS assets (if they were not already securing the particular transaction in question) because (i) they would be held unencumbered, and (ii) they would meet the operational requirements for HQLA. | 94-95
 | 21337 | Secured funding - not with domestic sovereign, MDB or domestic PSE with 20% RW - Level 2B non-RMBS assets (transactions not using eligible HQLA) - amount received | The amount received from all secured funding or repo transactions that are not conducted with the institution’s domestic sovereign, a MDB, or a domestic PSE with a 20% risk-weight that mature within 30 days and are backed by Level 2B non-RMBS assets and where the Level 2B non-RMBS assets would not otherwise have been reported in the institution's eligible Level 2B non-RMBS assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21338 | Secured funding - not with domestic sovereign, MDB or domestic PSE with 20% RW - Level 2B non-RMBS assets (transactions not using eligible HQLA) - market value of collateral extended | The market value of collateral extended in all secured funding or repo transactions that are not conducted with the institution’s domestic sovereign, a MDB, or a domestic PSE with a 20% risk-weight that mature within 30 days and are backed by Level 2B non-RMBS assets and where the Level 2B non-RMBS assets would not otherwise have been reported in the institution's eligible Level 2B non-RMBS assets (if they were not already securing the particular transaction in question) because (i) they would not be held unencumbered, and/or (ii) they would not meet the operational requirements for HQLA. | 94-95
 | 21339 | Secured funding - with domestic sovereign, MDB or domestic PSE with 20% RW - non-HQLA assets (all transactions) - amount received | The amount received from all secured funding or repo transactions that are conducted with the institution’s domestic sovereign, a MDB, or a domestic PSE with a 20% risk-weight that mature within 30 days and are backed by non-HQLA assets. | 94-95
 | 21340 | Secured funding - with domestic sovereign, MDB or domestic PSE with 20% RW - non-HQLA assets (all transactions) - market value of collateral extended | The market value of collateral extended in all secured funding or repo transactions that are conducted with the institution’s domestic sovereign, a MDB, or a domestic PSE with a 20% risk-weight that mature within 30 days and are backed by non-HQLA assets. | 94-95
 | 21341 | Secured funding - not with domestic sovereign, MDB or domestic PSE not with 20% RW - non-HQLA assets (all transactions) - amount received | The amount received from all secured funding or repo transactions that are not conducted with the institution’s domestic sovereign, a MDB, or a domestic PSE with a 20% risk-weight that mature within 30 days and are backed by non-HQLA assets. | 94-95
 | 21342 | Secured funding - not with domestic sovereign, MDB or domestic PSE not with 20% RW - non-HQLA assets (all transactions) - market value of collateral extended | The market value of collateral extended in all secured funding or repo transactions that are not conducted with the institution’s domestic sovereign, a MDB, or a domestic PSE with a 20% risk-weight that mature within 30 days and are backed by non-HQLA assets. | 94-95
 | 21401 | Derivatives cash outflow | Institutions should calculate, in accordance with their existing valuation methodologies, expected contractual derivative cash inflows and outflows. Cash flows may be calculated on a net basis (i.e. inflows can offset outflows) by counterparty, only where a valid master netting agreement exists. The sum of all net cash outflows should be reported here.  Institutions should exclude from such calculations those liquidity requirements that would result from increased collateral needs due to market value movements (to be reported under the classification 21408 'Market valuation changes on derivative and other transactions') or falls in value of collateral posted (reported under the classifications 21403 'Valuation changes on posted collateral - cash and Level 1 collateral' and 21404 'Valuation changes on posted collateral - non-Level 1 collateral'). Options should be assumed to be exercised when they are 'in the money' to the option buyer. | 96-97
 | 21402 | Downgrade triggers in derivatives and other financing transactions | The amount of collateral that would need to be posted for or contractual cash outflows generated by any downgrade up to and including a 3-notch downgrade of the institution’s long-term credit rating. Triggers linked to an institution’s short-term rating should be assumed to be triggered at the corresponding long-term rating in accordance with published ratings criteria. The impact of the downgrade should consider impacts on all types of margin collateral and contractual triggers which change rehypothecation rights for non-segregated collateral. | 98
 | 21403 | Valuation changes on posted collateral - cash and Level 1 collateral | Current market value of relevant collateral posted as margin for derivatives and other transactions that, if they had been unencumbered, would have been eligible for inclusion as Level 1 HQLA. | 99
 | 21404 | Valuation changes on posted collateral - non-Level 1 collateral | Current market value of relevant collateral posted as margin for derivatives and other transactions other than those included under the classification 21403 'Valuation changes on posted collateral - cash and Level 1 collateral'. This amount should be calculated net of collateral received on a counterparty basis (provided that the collateral received is not subject to restrictions on reuse or rehypothecation). Any collateral that is in a segregated margin account can only be used to offset outflows that are associated with payments that are eligible to be offset from that same account. | 99
 | 21405 | Excess non-segregated collateral that can contractually be called by counterparty | The amount of non-segregated collateral that the institution currently has received from counterparties but could under legal documentation be recalled because the collateral is in excess of that counterparty’s current collateral requirements. | 100
 | 21406 | Contractually required collateral where counterparty has not yet demanded collateral be posted | The amount of collateral that is contractually due from the institution, but for which the counterparty has not yet demanded the posting of such collateral. | 101
 | 21407 | Collateral substitution to non-HQLA assets | The amount of HQLA collateral that can be substituted for non-HQLA without the institution’s consent that has been received to secure transactions and that has not been segregated (e.g. otherwise included in HQLA, as secured funding collateral or in other institution operations). | 102
 | 21408 | Market valuation changes on derivative and other transactions | Any potential liquidity needs deriving from full collateralisation of mark-to-market exposures on derivative and other transactions. Institutions should calculate any outflow generated by increased needs related to market valuation changes by identifying the largest absolute net 30-day collateral flow realised during the preceding 24 months, where the absolute net collateral flow is based on both realised outflows and inflows. Inflows and outflows of transactions executed under the same master netting agreement can be treated on a net basis. | 103
 | 21409 | Loss of funding - ABS and other structured financing instruments issued by the institution | Balances of term asset-backed securities and other structured financing instruments, excluding covered bonds, issued by the institution that mature in 30 days or less. To the extent that sponsored conduits/SPVs are required to be consolidated under liquidity requirements, their assets and liabilities should be taken into account. | 104
 | 21410 | Loss of funding - covered bonds issued by the institution | Balances of covered bonds, issued by the institution that mature in 30 days or less. | 104
 | 21411 | Loss of funding - ABCP, conduits, SIVs - debt maturing ≤ 30 days | All funding on asset-backed commercial paper, conduits, securities investment vehicles and other such financing facilities maturing or returnable within 30 days. | 105
 | 21412 | Loss of funding - ABCP, conduits, SIVs - embedded options | All funding on asset-backed commercial paper, conduits, securities investment vehicles and other such financing facilities not maturing within 30 days but with embedded options that could reduce the effective maturity of the debt to 30 days or less. | 105
 | 21413 | Loss of funding - ABCP, conduits, SIVs - other potential losses | Any other potential losses associated with all funding on asset-backed commercial paper, conduits, securities investment vehicles and other such financing facilities. | 105
 | 21414 | Undrawn committed credit and liquidity facilities - retail and small business customers | Balances of undrawn committed credit and liquidity facilities extended by the institution to natural persons and small business customers. | 111(a)
 | 21415 | Undrawn committed credit facilities - non-financial corporates | Balances of undrawn committed credit facilities extended by the institution to non-financial institution corporations (excluding small business customers). The amount reported should also include any ‘additional capacity’ of liquidity facilities provided to non-financial corporates. | 111(b)
 | 21416 | Undrawn committed liquidity facilities - non-financial corporates | The amount of undrawn committed liquidity facilities should be the amount of currently outstanding debt (or proportionate share if a syndicated facility) issued by non-financial institution corporations (excluding small business customers) maturing within a 30 day period that is backstopped by the facility. | 111(c)
 | 21417 | Undrawn committed credit facilities - sovereigns, central banks, PSEs, MDBs | Balances of undrawn committed credit facilities extended by the institution to sovereigns, central banks, PSEs, and multilateral development banks. The amount reported should also include any ‘additional capacity’ of liquidity facilities provided to sovereigns, central banks, PSEs, and multilateral development banks. | 111(b)
 | 21418 | Undrawn committed liquidity facilities - sovereigns, central banks, PSEs, MDBs | The amount of undrawn committed liquidity facilities should be the amount of currently outstanding debt (or proportionate share if a syndicated facility) issued by sovereigns, central banks, PSEs, or multilateral development banks maturing within a 30 day period that is backstopped by the facility. | 111(c)
 | 21419 | Undrawn committed credit and liquidity facilities - banks subject to prudential supervision | Balances of undrawn committed credit and liquidity facilities extended to banks that are subject to prudential supervision. | 111(d)
 | 21420 | Undrawn committed credit facilities - other FIs | Balances of undrawn committed credit facilities extended by the institution to other financial institutions (including securities firms, insurance companies, fiduciaries and beneficiaries). The amount reported should also include any ‘additional capacity’ of liquidity facilities provided to other financial institutions (including securities firms, insurance companies, fiduciaries and beneficiaries). | 111(e)
 | 21421 | Undrawn committed liquidity facilities - other FIs | The amount of undrawn committed liquidity facilities should be the amount of currently outstanding debt (or proportionate share if a syndicated facility) issued by other financial institutions (including securities firms, insurance companies, fiduciaries and beneficiaries) maturing within a 30 day period that is backstopped by the facility. | 111(f)
 | 21422 | Undrawn committed credit and liqudity facilities - other legal entities | Balances of undrawn committed credit and liquidity facilities extended to other legal entities, including hedge funds, money market funds and special purpose funding vehicles (e.g. SPEs or conduits), or other vehicles used to finance the institution's own assets. | 111(g)
 | 21423 | Other contractual obligations to extend funds - FIs | Any contractual lending obligations to financial institutions not captured elsewhere. | 112
 | 21424 | Other contractual obligations to extend funds - retail customers | The full amount of contractual obligations to extend funds to retail clients within the next 30 calendar days (not netted for the assumed roll-over on the inflows that are reported under the classification 22201 'Contractual inflows - retail customers').  Unfunded commitments should be reported here only where i) the borrower has accepted the commitment extended by the institution and all conditions related to the commitments have been fully satisfied, and ii) the requirement to fund the commitment falls within the LCR’s 30-day time horizon. | 113
 | 21425 | Other contractual obligations to extend funds - small business customers | The full amount of contractual obligations to extend funds to small business customers within the next 30 calendar days (not netted for the assumed roll-over on the inflows that are reported under the classification 22202 'Contractual inflows - small business customers'). | 113
 | 21426 | Other contractual obligations to extend funds - non-financial corporate customers | The full amount of contractual obligations to extend funds to non-financial corporate clients within the next 30 calendar days (not netted for the assumed roll-over on the inflows that are reported under the classification 22203 'Contractual inflows - non-financial corporate customers'). | 113
 | 21427 | Other contractual obligations to extend funds - other customers | The full amount of contractual obligations to extend funds to other clients within the next 30 calendar days (not netted for the assumed roll-over on the inflows that are reported under the classification 22208 'Contractual inflows - other entities'). | 113
 | 21428 | Other contingent funding obligations - joint ventures or minority investments in entities | Non contractual contingent funding obligations related to potential liquidity draws from joint ventures or minority investments in entities, which are not consolidated, where there is the expectation that the institution will be the main liquidity provider when the entity is in need of liquidity. | 117
 | 21429 | Other contingent funding obligations - unconditionally revocable credit and liquidity facilities - retail and small business customers | Balances of undrawn credit and liquidity facilities provided to retail and small business customers where the institution has the right to unconditionally revoke the undrawn portion of these facilities. | 120
 | 21430 | Other contingent funding obligations - unconditionally revocable credit and liquidity facilities - other customers | Balances of undrawn credit and liquidity facilities provided to other customers where the institution has the right to unconditionally revoke the undrawn portion of these facilities. | 120
 | 21431 | Other contingent funding obligations - trade finance-related obligations | Trade finance instruments consist of trade-related obligations directly underpinned by the movement of goods or the provision of services.  Amounts to be reported include items such as outstanding documentary trade letters of credit, documentary and clean collection, import bills, and export bills; and outstanding guarantees directly related to trade finance obligations, such as shipping guarantees.  Lending commitments, such as direct import or export financing for non-financial corporate firms, should not be reported here, rather reported as committed facilities. | 118-119
 | 21432 | Other contingent funding obligations - guarantees and letters of credit unrelated to trade finance | The outstanding amount of letters of credit issued by the institution and guarantees unrelated to trade finance obligations. | 120
 | 21433 | Other contingent funding obligations - debt buyback requests | Potential requests for debt repurchases of the institution's own debt or that of related conduits, securities investment vehicles and other such financing facilities. | 120
 | 21434 | Other contingent funding obligations - structured products | Structured products where customers anticipate ready marketability, such as adjustable rate notes and variable rate demand notes (VRDNs). | 120
 | 21435 | Other contingent funding obligations - managed funds | Managed funds that are marketed with the objective of maintaining a stable value such as money market mutual funds or other types of stable value collective investment funds, etc. | 120
 | 21436 | Other contingent funding obligations - other non-contractual obligations | Any other non-contractual obligation. | 120
 | 21437 | Other contingent funding obligations - outstanding debt securities with remaining maturity > 30 days | For issuers with an affiliated dealer or market maker, there may be a need to include an amount of the outstanding debt securities (unsecured and secured, term as well as short term) having maturities greater than 30 calendar days, to cover the potential repurchase of such outstanding securities. | 120
 | 21438 | Other contingent funding obligations - customer short positions covered by other customers' collateral | Amount of contingent obligations related to instances where the institution has internally matched client assets against other clients’ short positions where the collateral does not qualify as Level 1 or Level 2, and the institution may be obligated to find additional sources of funding for these positions in the event of client withdrawals.  Instances where the collateral qualifies as Level 1 or Level 2 assets should be reported in the appropriate secured funding category. | 120
 | 21439 | Other contingent funding obligations - bank outright short positions covered by a collateralised SFT | Amount of the institution’s outright short positions that are being covered by collateralised securities financing transactions. Such short positions are assumed to be maintained throughout the 30-day period and receive a 0% outflow. The corresponding collateralised securities financing transactions that are covering such short positions should be reported in the relevant secured lending or collateral swaps category. | 127
 | 21440 | Other contractual cash outflow | Any other contractual cash outflows within the next 30 calendar days, such as such as outflows to cover unsecured collateral borrowings, uncovered short positions, dividends or contractual interest payments, but excluding outflows related to operating costs. | 121, 127
 | 22101 | Secured lending - collateral not re-used - Level 1 assets (transactions using eligible HQLA) - amount extended | The amount of cash extended in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 1 quality and is reported in the institution's eligible Level 1 assets as the assets meet the operational requirements for HQLA , and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22102 | Secured lending - collateral not re-used - Level 1 assets (transactions using eligible HQLA) - market value of collateral received | The market value of collateral received in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 1 quality and is reported in the institution's eligible Level 1 assets as the assets meet the operational requirements for HQLA, and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22103 | Secured lending - collateral not re-used - Level 1 assets (transactions not using eligible HQLA) - amount extended | The amount of cash extended in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 1 quality and is not reported in the institution's eligible Level 1 assets as the assets do not meet the operational requirements for HQLA , and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22104 | Secured lending - collateral not re-used - Level 1 assets (transactions not using eligible HQLA) - market value of collateral received | The market value of collateral received in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 1 quality and is not reported in the institution's eligible Level 1 assets as the assets do not meet the operational requirements for HQLA, and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22105 | Secured lending - collateral not re-used - Level 2A assets (transactions using eligible HQLA) - amount extended | The amount of cash extended in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2A quality and is reported in the institution's eligible Level 2A assets as the assets meet the operational requirements for HQLA , and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22106 | Secured lending - collateral not re-used - Level 2A assets (transactions using eligible HQLA) - market value of collateral received | The market value of collateral received in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2A quality and is reported in the institution's eligible Level 2A assets as the assets meet the operational requirements for HQLA, and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22107 | Secured lending - collateral not re-used - Level 2A assets (transactions not using eligible HQLA) - amount extended | The amount of cash extended in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2A quality and is not reported in the institution's eligible Level 2A assets as the assets do not meet the operational requirements for HQLA , and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22108 | Secured lending - collateral not re-used - Level 2A assets (transactions not using eligible HQLA) - market value of collateral received | The market value of collateral received in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2A quality and is not reported in the institution's eligible Level 2A assets as the assets do not meet the operational requirements for HQLA, and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22109 | Secured lending - collateral not re-used - Level 2B RMBS assets (transactions using eligible HQLA) - amount extended | The amount of cash extended in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2B RMBS quality and is reported in the institution's eligible Level 2B RMBS assets as the assets meet the operational requirements for HQLA , and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22110 | Secured lending - collateral not re-used - Level 2B RMBS assets (transactions using eligible HQLA) - market value of collateral received | The market value of collateral received in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2B RMBS quality and is reported in the institution's eligible Level 2B RMBS assets as the assets meet the operational requirements for HQLA, and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22111 | Secured lending - collateral not re-used - Level 2B RMBS assets (transactions not using eligible HQLA) - amount extended | The amount of cash extended in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2B RMBS quality and is not reported in the institution's eligible Level 2B RMBS assets as the assets do not meet the operational requirements for HQLA , and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22112 | Secured lending - collateral not re-used - Level 2B RMBS assets (transactions not using eligible HQLA) - market value of collateral received | The market value of collateral received in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2B RMBS quality and is not reported in the institution's eligible Level 2B RMBS assets as the assets do not meet the operational requirements for HQLA, and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22113 | Secured lending - collateral not re-used - Level 2B non-RMBS assets (transactions using eligible HQLA) - amount extended | The amount of cash extended in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2B non-RMBS quality and is reported in the institution's eligible Level 2B non-RMBS assets as the assets meet the operational requirements for HQLA , and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22114 | Secured lending - collateral not re-used - Level 2B non-RMBS assets (transactions using eligible HQLA) - market value of collateral received | The market value of collateral received in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2B non-RMBS quality and is reported in the institution's eligible Level 2B non-RMBS assets as the assets meet the operational requirements for HQLA, and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22115 | Secured lending - collateral not re-used - Level 2B non-RMBS assets (transactions not using eligible HQLA) - amount extended | The amount of cash extended in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2B non-RMBS quality and is not reported in the institution's eligible Level 2B non-RMBS assets as the assets do not meet the operational requirements for HQLA , and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22116 | Secured lending - collateral not re-used - Level 2B non-RMBS assets (transactions not using eligible HQLA) - market value of collateral received | The market value of collateral received in only those reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2B non-RMBS quality and is not reported in the institution's eligible Level 2B non-RMBS assets as the assets do not meet the operational requirements for HQLA, and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22117 | Secured lending - collateral not re-used - margin lending with non-HQLA collateral - amount extended | The amount of cash extended in collateralised loans extended to customers for the purpose of taking leveraged trading positions (“margin loans”) made against non-HQLA collateral, where the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22118 | Secured lending - collateral not re-used - margin lending with non-HQLA collateral - market value of collateral received | The market value of collateral received in collateralised loans extended to customers for the purpose of taking leveraged trading positions (“margin loans”) made against non-HQLA collateral, where the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22119 | Secured lending - collateral not re-used - other non-HQLA collateral - amount extended | The amount of cash extended in reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is not of Level 1 or Level 2 quality and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22120 | Secured lending - collateral not re-used - other non-HQLA collateral - market value of collateral received | The market value of collateral received in reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is not of Level 1 or Level 2 quality and the received collateral has not been re-used (not rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22121 | Secured lending - collateral re-used - Level 1 assets - amount extended | The amount of cash extended in reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 1 quality and the received collateral has been re-used (rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22122 | Secured lending - collateral re-used - Level 1 assets - market value of collateral received | The market value of collateral received in reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 1 quality and the received collateral has been re-used (rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22123 | Secured lending - collateral re-used - Level 2A assets - amount extended | The amount of cash extended in reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2A quality and the received collateral has been re-used (rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22124 | Secured lending - collateral re-used - Level 2A assets - market value of collateral received | The market value of collateral received in reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2A quality and the received collateral has been re-used (rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22125 | Secured lending - collateral re-used - Level 2B RMBS assets - amount extended | The amount of cash extended in reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2B RMBS quality and the received collateral has been re-used (rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22126 | Secured lending - collateral re-used - Level 2B RMBS assets - market value of collateral received | The market value of collateral received in reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2B RMBS quality and the received collateral has been re-used (rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22127 | Secured lending - collateral re-used - Level 2B non-RMBS assets - amount extended | The amount of cash extended in reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2B non-RMBS quality and the received collateral has been re-used (rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22128 | Secured lending - collateral re-used - Level 2B non-RMBS assets - market value of collateral received | The market value of collateral received in reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is of Level 2B non-RMBS quality and the received collateral has been re-used (rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22129 | Secured lending - collateral re-used - margin lending with non-HQLA collateral - amount extended | The amount of cash extended in collateralised loans extended to customers for the purpose of taking leveraged trading positions (“margin loans”) made against non-HQLA collateral, where the received collateral has been re-used (rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22130 | Secured lending - collateral re-used - margin lending with non-HQLA collateral - market value of collateral received | The market value of collateral received in collateralised loans extended to customers for the purpose of taking leveraged trading positions (“margin loans”) made against non-HQLA collateral, where the received collateral has been re-used (rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22131 | Secured lending - collateral re-used - other non-HQLA collateral - amount extended | The amount of cash extended in reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is not of Level 1 or Level 2 quality and the received collateral has been re-used (rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22132 | Secured lending - collateral re-used - other non-HQLA collateral - market value of collateral received | The market value of collateral received in reverse repo or securities borrowing transactions maturing within 30 days where the received collateral is not of Level 1 or Level 2 quality and the received collateral has been re-used (rehypothecated) to cover the institution’s outright short positions. | 125-126
 | 22201 | Contractual inflows - retail customers | All payments (including interest payments and instalments) from retail customers on fully performing loans that are contractually due within the 30-day horizon.  Only contractual payments due should be reported (e.g. required minimum payments of principal, fee or interest) and not total loan balances of undefined or open maturity. | 133
 | 22202 | Contractual inflows - small business customers | All payments (including interest payments and instalments) from small business customers on fully performing loans that are contractually due within the 30-day horizon.  Only contractual payments due should be reported (e.g. required minimum payments of principal, fee or interest) and not total loan balances of undefined or open maturity. | 133
 | 22203 | Contractual inflows - non-financial corporate customers | All payments (including interest payments and instalments) from non-financial corporate customers on fully performing loans that are contractually due within the 30-day horizon.  Only contractual payments due should be reported (e.g. required minimum payments of principal, fee or interest) and not total loan balances of undefined or open maturity. | 134
 | 22204 | Contractual inflows - central banks | All payments (including interest payments and instalments) from central banks on fully performing loans. Central bank reserves (including required reserves) including institutions’ overnight deposits with the central bank and term deposits with the central bank that meet the criteria for inclusion in HQLA, should be reported as HQLA.  Amounts should also include other term deposits with a central bank (that do not meet the criteria for inclusion in HQLA) if the term of such deposits expires within 30 days. | 134
 | 22205 | Contractual inflows - FIs - operational deposits related to clearing activities placed by indirect clearers with an OSFI-regulated direct clearer | For indirect clearers (that are not subsidiaries of a direct clearer), the amount of operational deposits held at an OSFI-regulated direct clearer in respect of clearing-related activities.  This classification is not applicable to direct clearers or their subisdiaries. | [NAME] to 136
 | 22206 | Contractual inflows - FIs - other operational deposits | All deposits held at other financial institutions for operational activities, such as those related to clearing, custody, and cash management activities that are not included in the classification 22205 'Contractual inflows - FIs - operational deposits related to clearing activities for non-foreign indirect clearers'. | 136
 | 22209 | Contractual inflows - FIs - non-operational demand deposits placed by indirect clearers with an OSFI-regulated direct clearer | For indirect clearers (that are not subsidiaries of a direct clearer), the amount of demand deposits placed with an OSFI-regulated direct clearer that are not considered as operational deposits.  Non-operational deposits where the term is within 30 days should not be reported here, rather they should be reported in classification 22207 'Contractual inflows - FIs - all payments on loans and other deposits due in ≤ 30 days'.  This classification is not applicable to direct clearers or their subsidiaries.
 | 22207 | Contractual inflows - FIs - all payments on loans and other deposits due in ≤ 30 days | All payments (including interest payments and instalments) from financial institutions on fully performing unsecured and secured loans, that are contractually due within the 30-day horizon, and the amount of deposits held at financial institutions that is or becomes available within 30 days.  Non-operational demand deposits placed by indirect clearers (that are not subsidiaries of a direct clearer) with an OSFI-regulated direct clearer should be reported in classification 22209 'Contractual inflows - FIs - non-operational demand deposits placed by indirect clearers with an OSFI-regulated direct clearer'. | 134
 | 22208 | Contractual inflows - other entities | All payments (including interest payments and instalments) from other entities (including sovereigns, multilateral development banks, and PSEs) on fully performing loans that are contractually due within 30 days. | 134
 | 22301 | Derivatives cash inflow | Institutions should calculate, in accordance with their existing valuation methodologies, expected contractual derivative cash inflows and outflows. Cash flows may be calculated on a net basis (i.e. inflows can offset outflows) by counterparty, only where a valid master netting agreement exists. The sum of all net cash inflows should be reported here. Institutions should exclude from such calculations those liquidity requirements that would result from increased collateral needs due to market value movements (to be reported under the classification 21408 'Market valuation changes on derivative and other transactions') or falls in value of collateral posted (reported under the classifications 21403 'Valuation changes on posted collateral - cash and Level 1 collateral' and 21404 'Valuation changes on posted collateral - non-Level 1 collateral'). Options should be assumed to be exercised when they are 'in the money' to the option buyer. | 138, 139
 | 22302 | Contractual inflows - securities maturing ≤ 30 days | Contractual inflows from securities, including certificates of deposit, maturing ≤ 30 days that are not already included in any other classification code, provided that they are fully performing (no default expected).  Level 1 and Level 2 securities maturing within 30 days should be included in the stock of HQLA, provided that they meet all related operational and definitional requirements. | 135
 | 22303 | Other contractual cash inflows | Any other contractual cash inflows to be received ≤ 30 days that are not already included in any other classification code.  Cash inflows related to non-financial revenues and any non-contractual contingent outflows are not to be included. | 140
 | 30001 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 1 borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-cash Level 1 assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-cash Level 1 collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30002 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 1 borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-cash Level 1 assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-cash Level 1 collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30003 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 1 borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-cash Level 1 assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the non-cash Level 1 collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30004 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 1 borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-cash Level 1 assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the non-cash Level 1 collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30005 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 2A borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-cash Level 1 assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-cash Level 1 collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30006 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 2A borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-cash Level 1 assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-cash Level 1 collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30007 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 2A borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-cash Level 1 assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the non-cash Level 1 collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30008 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 2A borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-cash Level 1 assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the non-cash Level 1 collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30009 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 2B RMBS borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-cash Level 1 assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-cash Level 1 collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30010 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 2B RMBS borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-cash Level 1 assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-cash Level 1 collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30011 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 2B RMBS borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-cash Level 1 assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the non-cash Level 1 collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30012 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 2B RMBS borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-cash Level 1 assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the non-cash Level 1 collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30013 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 2B non-RMBS borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-cash Level 1 assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-cash Level 1 collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30014 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 2B non-RMBS borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-cash Level 1 assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-cash Level 1 collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30015 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 2B non-RMBS borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-cash Level 1 assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the non-cash Level 1 collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30016 | Collateral swaps - borrowed assets not re-used - Level 1 lent / Level 2B non-RMBS borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-cash Level 1 assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-cash Level 1 collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30017 | Collateral swaps - borrowed assets not re-used - Level 1 lent / non-HQLA assets borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-cash Level 1 assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the collateral borrowed does not qualify as eligible HQLA and (ii) the non-cash Level 1 collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30018 | Collateral swaps - borrowed assets not re-used - Level 1 lent / non-HQLA assets borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-cash Level 1 assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the collateral borrowed does not qualify as eligible HQLA and (ii) the non-cash Level 1 collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30019 | Collateral swaps - borrowed assets not re-used - Level 1 lent / non-HQLA assets borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-cash Level 1 assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the collateral borrowed does not qualify as eligible HQLA and/or (ii) the non-cash Level 1 collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30020 | Collateral swaps - borrowed assets not re-used - Level 1 lent / non-HQLA assets borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-cash Level 1 assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the collateral borrowed does not qualify as eligible HQLA and/or (ii) the non-cash Level 1 collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30021 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 1 borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2A assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2A collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30022 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 1 borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2A assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2A collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30023 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 1 borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2A assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2A collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30024 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 1 borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2A assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2A collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30025 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 2A borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2A assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2A collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30026 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 2A borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2A assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2A collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30027 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 2A borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2A assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2A collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30028 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 2A borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2A assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2A collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30029 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 2B RMBS borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2A assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2A collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30030 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 2B RMBS borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2A assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2A collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30031 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 2B RMBS borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2A assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2A collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30032 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 2B RMBS borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2A assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2A collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30033 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 2B non-RMBS borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2A assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2A collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30034 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 2B non-RMBS borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2A assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2A collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30035 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 2B non-RMBS borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2A assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2A collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30036 | Collateral swaps - borrowed assets not re-used - Level 2A lent / Level 2B non-RMBS borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2A assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2A collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30037 | Collateral swaps - borrowed assets not re-used - Level 2A lent / non-HQLA assets borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2A assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the collateral borrowed does not qualify as eligible HQLA and (ii) the Level 2A collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30038 | Collateral swaps - borrowed assets not re-used - Level 2A lent / non-HQLA assets borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2A assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the collateral borrowed does not qualify as eligible HQLA and (ii) the Level 2A collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30039 | Collateral swaps - borrowed assets not re-used - Level 2A lent / non-HQLA assets borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2A assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-HQLA collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2A collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30040 | Collateral swaps - borrowed assets not re-used - Level 2A lent / non-HQLA assets borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2A assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-HQLA collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2A collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30041 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 1 borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B RMBS assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2B RMBS collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30042 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 1 borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B RMBS assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2B RMBS collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30043 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 1 borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B RMBS assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30044 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 1 borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B RMBS assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30045 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 2A borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B RMBS assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2A collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30046 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 2A borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B RMBS assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2A collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30047 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 2A borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B RMBS assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30048 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 2A borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B RMBS assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30049 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 2B RMBS borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B RMBS assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2AB RMBS collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30050 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 2B RMBS borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B RMBS assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2B RMBS collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30051 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 2B RMBS borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B RMBS assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30052 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 2B RMBS borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B RMBS assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30053 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 2B non-RMBS borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B RMBS assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2B RMBS collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30054 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 2B non-RMBS borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B RMBS assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2B RMBS collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30055 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 2B non-RMBS borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B RMBS assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30056 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / Level 2B non-RMBS borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B RMBS assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30057 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / non-HQLA assets borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B RMBS assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the collateral borrowed does not qualify as eligible HQLA and (ii) the Level 2B RMBS collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30058 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / non-HQLA assets borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B RMBS assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the collateral borrowed does not qualify as eligible HQLA and (ii) the Level 2B RMBS collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30059 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / non-HQLA assets borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B RMBS assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-HQLA collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30060 | Collateral swaps - borrowed assets not re-used - Level 2B RMBS lent / non-HQLA assets borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B RMBS assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-HQLA collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30061 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 1 borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B non-RMBS assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2B non-RMBS collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30062 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 1 borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B non-RMBS assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2B non-RMBS collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30063 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 1 borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B non-RMBS assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B non-RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30064 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 1 borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B non-RMBS assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B non-RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30065 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 2A borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B non-RMBS assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2B non-RMBS collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30066 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 2A borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B non-RMBS assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2B non-RMBS collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30067 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 2A borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B non-RMBS assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B non-RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30068 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 2A borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B non-RMBS assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B non-RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30069 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 2B RMBS borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B non-RMBS assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2B non-RMBS collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30070 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 2B RMBS borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B non-RMBS assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2B non-RMBS collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30071 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 2B RMBS borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B non-RMBS assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B non-RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30072 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 2B RMBS borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B non-RMBS assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B non-RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30073 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 2B non-RMBS borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B non-RMBS assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2B non-RMBS collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30074 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 2B non-RMBS borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B non-RMBS assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the Level 2B non-RMBS collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30075 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 2B non-RMBS borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B non-RMBS assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B non-RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30076 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / Level 2B non-RMBS borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B non-RMBS assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B non-RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30077 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / non-HQLA assets borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2A assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the collateral borrowed does not qualify as eligible HQLA and (ii) the Level 2A collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30078 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / non-HQLA assets borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B non-RMBS assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the collateral borrowed does not qualify as eligible HQLA and (ii) the Level 2B non-RMBS collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30079 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / non-HQLA assets borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where Level 2B non-RMBS assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-HQLA collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B non-RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30080 | Collateral swaps - borrowed assets not re-used - Level 2B non-RMBS lent / non-HQLA assets borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where Level 2B non-RMBS assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-HQLA collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the Level 2B non-RMBS collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30081 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 1 borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-HQLA assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-HQLA collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30082 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 1 borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-HQLA assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-HQLA collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30083 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 1 borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-HQLA assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the non-HQLA collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30084 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 1 borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-HQLA assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the non-cash Level 1 collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the non-HQLA collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30085 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 2A borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-HQLA assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-HQLA collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30086 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 2A borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-HQLA assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-HQLA collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30087 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 2A borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-HQLA assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the non-HQLA collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30088 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 2A borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-HQLA assets are lent and Level 2A assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2A collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the non-HQLA collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30089 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 2B RMBS borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-HQLA assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-HQLA collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30090 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 2B RMBS borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-HQLA assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-HQLA collateral lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30091 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 2B RMBS borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-HQLA assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the non-HQLA collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30092 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 2B RMBS borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-HQLA assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the non-HQLA collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30093 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 2B non-RMBS borrowed (transactions using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-HQLA assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-HQLA collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30094 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 2B non-RMBS borrowed (transactions using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-HQLA assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is reported as eligible HQLA as the assets meet the operational requirements for HQLA and (ii) the non-HQLA collateral  lent would otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would be unencumbered and would meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30095 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 2B non-RMBS borrowed (transactions not using eligible HQLA) - market value of collateral lent | The market value of collateral lent in only those transactions where non-HQLA assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the non-HQLA collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30096 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / Level 2B non-RMBS borrowed (transactions not using eligible HQLA) - market value of collateral borrowed | The market value of collateral borrowed in only those transactions where non-HQLA assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions and where: (i) the Level 2B non-RMBS collateral borrowed is not reported as eligible HQLA as the assets do not meet the operational requirements for HQLA and/or (ii) the non-HQLA collateral lent would not otherwise qualify to be reported as eligible HQLA if it were not already securing the particular transaction in question (i.e. would not be unencumbered and/or would not meet the operational requirements for HQLA). | 36-41, 93, 126
 | 30097 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / non-HQLA assets borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where non-HQLA assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30098 | Collateral swaps - borrowed assets not re-used - Non-HQLA assets lent / non-HQLA assets borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where non-HQLA assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is not re-used (not rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30099 | Collateral swaps - borrowed assets re-used - Level 1 lent / Level 1 borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where non-cash Level 1 assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30100 | Collateral swaps - borrowed assets re-used - Level 1 lent / Level 1 borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where non-cash Level 1 assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30101 | Collateral swaps - borrowed assets re-used - Level 1 lent / Level 2A borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where non-cash Level 1 assets are lent and Level 2A assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30102 | Collateral swaps - borrowed assets re-used - Level 1 lent / Level 2A borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where non-cash Level 1 assets are lent and Level 2A assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30103 | Collateral swaps - borrowed assets re-used - Level 1 lent / Level 2B RMBS borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where non-cash Level 1 assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30104 | Collateral swaps - borrowed assets re-used - Level 1 lent / Level 2B RMBS borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where non-cash Level 1 assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30105 | Collateral swaps - borrowed assets re-used - Level 1 lent / Level 2B non-RMBS borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where non-cash Level 1 assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30106 | Collateral swaps - borrowed assets re-used - Level 1 lent / Level 2B non-RMBS borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where non-cash Level 1 assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30107 | Collateral swaps - borrowed assets re-used - Level 1 lent / non-HQLA assets borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where non-cash Level 1 assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30108 | Collateral swaps - borrowed assets re-used - Level 1 lent / non-HQLA assets borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where non-cash Level 1 assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30109 | Collateral swaps - borrowed assets re-used - Level 2A lent / Level 1 borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where Level 2A assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30110 | Collateral swaps - borrowed assets re-used - Level 2A lent / Level 1 borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where Level 2A assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30111 | Collateral swaps - borrowed assets re-used - Level 2A lent / Level 2A borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where Level 2A assets are lent and Level 2A assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30112 | Collateral swaps - borrowed assets re-used - Level 2A lent / Level 2A borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where Level 2A assets are lent and Level 2A assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30113 | Collateral swaps - borrowed assets re-used - Level 2A lent / Level 2B RMBS borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where Level 2A assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30114 | Collateral swaps - borrowed assets re-used - Level 2A lent / Level 2B RMBS borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where Level 2A assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30115 | Collateral swaps - borrowed assets re-used - Level 2A lent / Level 2B non-RMBS borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where Level 2A assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30116 | Collateral swaps - borrowed assets re-used - Level 2A lent / Level 2B non-RMBS borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where Level 2A assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30117 | Collateral swaps - borrowed assets re-used - Level 2A lent / non-HQLA assets borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where Level 2A assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30118 | Collateral swaps - borrowed assets re-used - Level 2A lent / non-HQLA assets borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where Level 2A assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30119 | Collateral swaps - borrowed assets re-used - Level 2B RMBS lent / Level 1 borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where Level 2B RMBS assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30120 | Collateral swaps - borrowed assets re-used - Level 2B RMBS lent / Level 1 borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where Level 2B RMBS assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30121 | Collateral swaps - borrowed assets re-used - Level 2B RMBS lent / Level 2A borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where Level 2B RMBS assets are lent and Level 2A assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30122 | Collateral swaps - borrowed assets re-used - Level 2B RMBS lent / Level 2A borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where Level 2B RMBS assets are lent and Level 2A assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30123 | Collateral swaps - borrowed assets re-used - Level 2B RMBS lent / Level 2B RMBS borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where Level 2B RMBS assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30124 | Collateral swaps - borrowed assets re-used - Level 2B RMBS lent / Level 2B RMBS borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where Level 2B RMBS assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30125 | Collateral swaps - borrowed assets re-used - Level 2B RMBS lent / Level 2B non-RMBS borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where Level 2B RMBS assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30126 | Collateral swaps - borrowed assets re-used - Level 2B RMBS lent / Level 2B non-RMBS borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where Level 2B RMBS assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30127 | Collateral swaps - borrowed assets re-used - Level 2B RMBS lent / non-HQLA assets borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where Level 2B RMBS assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30128 | Collateral swaps - borrowed assets re-used - Level 2B RMBS lent / non-HQLA assets borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where Level 2B RMBS assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30129 | Collateral swaps - borrowed assets re-used - Level 2B non-RMBS lent / Level 1 borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where Level 2B non-RMBS assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30130 | Collateral swaps - borrowed assets re-used - Level 2B non-RMBS lent / Level 1 borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where Level 2B non-RMBS assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30131 | Collateral swaps - borrowed assets re-used - Level 2B non-RMBS lent / Level 2A borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where Level 2B non-RMBS assets are lent and Level 2A assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30132 | Collateral swaps - borrowed assets re-used - Level 2B non-RMBS lent / Level 2A borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where Level 2B non-RMBS assets are lent and Level 2A assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30133 | Collateral swaps - borrowed assets re-used - Level 2B non-RMBS lent / Level 2B RMBS borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where Level 2B non-RMBS assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30134 | Collateral swaps - borrowed assets re-used - Level 2B non-RMBS lent / Level 2B RMBS borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where Level 2B non-RMBS assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30135 | Collateral swaps - borrowed assets re-used - Level 2B non-RMBS lent / Level 2B non-RMBS borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where Level 2B non-RMBS assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30136 | Collateral swaps - borrowed assets re-used - Level 2B non-RMBS lent / Level 2B non-RMBS borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where Level 2B non-RMBS assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30137 | Collateral swaps - borrowed assets re-used - Level 2B non-RMBS lent / non-HQLA assets borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where Level 2B non-RMBS assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30138 | Collateral swaps - borrowed assets re-used - Level 2B non-RMBS lent / non-HQLA assets borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where Level 2B non-RMBS assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30139 | Collateral swaps - borrowed assets re-used - Non-HQLA assets lent / Level 1 borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where non-HQLA assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30140 | Collateral swaps - borrowed assets re-used - Non-HQLA assets lent / Level 1 borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where non-HQLA assets are lent and non-cash Level 1 assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30141 | Collateral swaps - borrowed assets re-used - Non-HQLA assets lent / Level 2A borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where non-HQLA assets are lent and Level 2A assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30142 | Collateral swaps - borrowed assets re-used - Non-HQLA assets lent / Level 2A borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where non-HQLA assets are lent and Level 2A assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30143 | Collateral swaps - borrowed assets re-used - Non-HQLA assets lent / Level 2B RMBS borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where non-HQLA assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30144 | Collateral swaps - borrowed assets re-used - Non-HQLA assets lent / Level 2B RMBS borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where non-HQLA assets are lent and Level 2B RMBS assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30145 | Collateral swaps - borrowed assets re-used - Non-HQLA assets lent / Level 2B non-RMBS borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where non-HQLA assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30146 | Collateral swaps - borrowed assets re-used - Non-HQLA assets lent / Level 2B non-RMBS borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where non-HQLA assets are lent and Level 2B non-RMBS assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30147 | Collateral swaps - borrowed assets re-used - Non-HQLA assets lent / non-HQLA assets borrowed (all transactions) - market value of collateral lent | The market value of collateral lent in all transactions where non-HQLA assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126
 | 30148 | Collateral swaps - borrowed assets re-used - Non-HQLA assets lent / non-HQLA assets borrowed (all transactions) - market value of collateral borrowed | The market value of collateral borrowed in all transactions where non-HQLA assets are lent and non-HQLA assets are borrowed, where the collateral borrowed is  re-used (rehypothecated) to cover the institution's outright short positions. | 36-41, 93, 126