Form FR 2052a FR 2052a Complex Institution Liquidity Monitoring Report

FR 2052a
Complex Institution Liquidity Monitoring Report
OMB Number 7100-0361
Approval expires August 31, 2017
The annual public reporting burden for this information collection is estimated to be 433,280
hours, including time to gather and maintain data in the required form and to review
instructions and complete the information collection. Comments regarding this burden estimate
or any other aspect of this information collection, including suggestions for reducing the
burden, may be sent to Secretary, Board of Governors of the Federal Reserve System, 20th and
C Streets, NW, Washington, DC 20551, and to the Office of Management and Budget,
Paperwork Reduction Project (7100-0361), Washington, DC 20503.

Firm ID_RSSD: Enter in
Cell C1
Firm Ticker: Enter in
Cell C1
Data As of Date:
Cell C2

Reporting Level    
LMMXQ751

Enter in

ID_RSSD
Ticker
(LMMX4539
)
mm/dd/yyyy
(LMMX9999)

Line

Metric

12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345

1.00
1.10
1.20
1.30
1.40
1.50
2.00
2.10
2.20
2.30
2.40
2.50
2.60
3.00

Secured Financing
ABCP Single-Seller
ABCP Multi-Seller
Term ABS
Collateralized CP
Other Secured Financing
Official Government Sources Drawn
Federal Reserve Borrowing
FHLB Borrowing
Bank of England Borrowing
European Central Bank Borrowing
Asia Pacific Central Bank Borrowing
Other Central Bank Borrowing
Repurchase & Securities Lending Transactions

Consolidated

12345

3.10

Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated

12345
12345
12345
12345
12345
12345
12345
12345

3.11
3.12
3.13
3.14
3.15
3.16
3.17
3.20

Repo Conducted with Non-Rehypothecated
Collateral
Category A-I
Category A-I Unencumbered
Category A-II
Category A-II Unencumbered
Category B
Category C
Category D
Repo conducted with Rehypothecated Collateral

Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated

12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345

3.21
3.22
3.23
3.24
3.25
3.30
3.31
3.32
3.33
3.34
3.35
3.40

Open

RSSDID of 
Record 

Business Business Business Business Business Business 
15 ‐ 30 
Day 1
Day 2
Day 3
Day 4
Day 5
Day 6
Days
‐ Cal Day 14

31 ‐ 60 
Days

61 ‐ 90 
Days

91 ‐ 120 
Days

121 ‐ 150 
Days

151 ‐ 180 
Days

181 ‐ 270 
Days

271 ‐ 1Yr >1Y <= 2Y >2Y <= 
3Y

>3Y <=  >4Y <= 
4Y
5Y

>5Y

Total

Comments

(LMMX9001)

Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated

Consolidated

12345

3.41

Category A-I
Category A-II
Category B
Category C
Category D
Securities Lending
Category A-I
Category A-II
Category B
Category C
Category D
Forward Start Repo and Securities Lending
Transactions
Cash Inflows due to Forward Settlements

Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated

12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345

4.00
4.11
4.12
4.21
4.22
4.31
4.32
4.41
4.42
4.51
4.52
5.00
5.10
5.20
5.30

Unencumbered Assets
Category A-I Market Value
Category A-I Lendable Value
Category A-II Market Value
Category A-II Lendable Value
Category B Market Value
Category B Lendable Value
Category C Market Value
Category C Lendable Value
Category D Market Value
Category D Lendable Value
Expected Cash Inflows
Derivative Receivables
TBA Sales
Collateral Called for Next Day Receipt

Consolidated

12345

5.40

Consolidated
Consolidated

12345
12345

5.50
6.00

Undrawn Committed Facilities Offered from
External Financial Institutions
Other Cash Inflows
Cash Inflows from External Counterparties

Consolidated
Consolidated
Consolidated

12345
12345
12345

6.10
6.20
6.30

Fed Funds and Eurodollars Sold
Loan Cash Inflows
Unsecured Cash Inflows due to Forward
Settlements

LMMA

LMMB

LMMC

LMMD

LMME

LMMF

LMMG

LMMH

LMMJ

LMMK

LMML

LMMM

LMMN

LMMP

LMMQ

LMMR

LMMS

LMMT

LMMU

LMMV

LMMW

LMMZ

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N751
N752
Q752
Q753
N731

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

N729
N728
Q760
Q761
Q764
Q765

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q766
Q767
Q768
Q779
Q780
Q781
Q782

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q783
Q784
Q785
Q786
Q787

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q788
Q789
Q790
Q791
Q792

Q793

Q793

Q793

Q793

Q793

Q793

Q793

Q793

Q793

Q793

Q793

Q793

Q793

Q793

Q793

Q793

Q793

Q793

Q793

Q793

Q793

Q793

N539
N540
Q794
Q795
Q796
Q797
Q798
Q799
Q800
Q801

N539
N540
Q794
Q795
Q796
Q797
Q798
Q799
Q800
Q801

Q802
Q803

Q802
Q803

Q804

Q804

Q804

M890

M890

M890

N539
N540
Q794
Q795
Q796
Q797
Q798
Q799
Q800
Q801
Q802
Q803

Q802
Q803

Q802
Q803

Q802
Q803

Q802
Q803

Q802
Q803

Q802
Q803

Q802
Q803

Q802
Q803

Q802
Q803

Q802
Q803

Q802
Q803

Q802
Q803

Q802
Q803

Q802
Q803

Q803

Q803

Q803

Q803

Q803

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q805

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q806
M891

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Q807

Reporting Level    
LMMXQ751

Line

Metric

Reverse Repurchase & Securities Borrowing
Transactions
Reverse Repo
Category A-I
Category A-I Unencumbered
Category A-II
Category A-II Unencumbered
Category B
Category C
Category D
Securities Borrowing
Category A-I
Category A-II
Category B
Category C
Category D
Forward Start Reverse Repo and Securities
Borrowing
Cash Outflows due to Forward Settlements

Open

RSSDID of 
Record 

Business Business Business Business Business Business 
15 ‐ 30 
Day 1
Day 2
Day 3
Day 4
Day 5
Day 6
Days
‐ Cal Day 14

31 ‐ 60 
Days

61 ‐ 90 
Days

91 ‐ 120 
Days

121 ‐ 150 
Days

151 ‐ 180 
Days

181 ‐ 270 
Days

271 ‐ 1Yr >1Y <= 2Y >2Y <= 
3Y

>3Y <=  >4Y <= 
4Y
5Y

>5Y

Total

Comments

(LMMX9001)

Consolidated

12345

7.00

Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated

12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345

7.10
7.11
7.12
7.13
7.14
7.15
7.16
7.17
7.20
7.21
7.22
7.23
7.24
7.25
7.30

Consolidated

12345

7.31

Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated

12345
12345
12345
12345
12345
12345
12345
12345
12345

8.00
8.10
8.20
8.30
8.40
8.50
8.60
8.70
8.80

Consolidated
Consolidated

12345
12345

8.90
9.00

Consolidated
Consolidated
Consolidated
Consolidated

12345
12345
12345
12345

9.10
9.20
9.30
9.40

Consolidated

12345

9.41

Consolidated
Consolidated

12345
12345

9.50
9.51

Consolidated
Consolidated
Consolidated

12345
12345
12345

9.60
10.00
10.11

Fed Discount Window Borrowing Capacity using AI /A-II Collateral
Other Central Bank Borrowing Capacity
Other Central Bank Borrowing Capacity using AI/A-II Collateral
Nostro Balances
Deposit funding
Retail & SME deposits - Stable

Consolidated

12345

10.12

Retail & SME deposits - Less Stable

Consolidated
Consolidated
Consolidated

12345
12345
12345

10.21
10.22
10.31

Consolidated

12345

10.32

Consolidated
Consolidated
Consolidated
Consolidated
Consolidated

12345
12345
12345
12345
12345

10.40
11.00
11.10
11.20
11.30

Financial Institution - Operating
Financial Institution - Non-Operating
Corporate Accounts - Non-Financial Institution
- Operating
Corporate Accounts - Non-Financial Institution
- Non-Operating
Brokered CDs/Deposits
Expected Cash Outflows
Derivative Payables
TBA Purchases
Collateral Called for Next Day Delivery

Consolidated

12345

11.40

Committed & Undrawn Liquidity Facilities
Provided to Financial Insitutions

Consolidated

12345

11.50

Consolidated
Consolidated

12345
12345

11.60
11.70

Consolidated
Consolidated
Consolidated

12345
12345
12345

12.00
12.10
12.21

Committed & Undrawn Credit Facilities Provided
to Financial Institutions
Other Cash Outflows
Unsecured Cash Outflows Due to Forward
Settlements
Operating Cash Flows
Prime Brokerage Free Credits
External Funding used to Cover Customer Shorts

Consolidated

12345

12.22

Unsecured Financing
Commercial Paper
Promissory Notes
Fed Funds and Eurodollars Purchased
Long-Term Debt - Non-Structured
Long-Term Debt - Structured
Government Supported Debt
Wholesale CDs and Bank Notes
Draws on Committed Lines from External
Entities
Other Unsecured Financing
Central Bank, FHLB Sources, and Nostro
Balances
Cash Balance at Federal Reserve
Cash Balance at Other Central Banks
FHLB Borrowing Capacity
Fed Discount Window Borrowing Capacity

Internal Firm Funding used to Cover Customer
Shorts

LMMA

LMMB

LMMC

LMMD

LMME

LMMF

LMMG

LMMH

LMMJ

LMMK

LMML

LMMM

LMMN

LMMP

LMMQ

LMMR

LMMS

LMMT

LMMU

LMMV

LMMW

LMMZ

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q808
Q809
Q810
Q811
Q812
Q813
Q814

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q815
Q816
Q817
Q818
Q819

Q820

Q820

Q820

Q820

Q820

Q820

Q820

Q820

Q820

Q820

Q820

Q820

Q820

Q820

Q820

Q820

Q820

Q820

Q820

Q820

Q820

Q820

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N737
Q821
N738
Q822
Q823
Q824
N741

N740

N740

N740

N740

N740

N740

N740

N740

N740

N740

N740

N740

N740

N740

N740

N740

N740

N740

N740

N740

N740

N740

N742

N742

N742

N742

N742

N742

N742

N742

N742

N742

N742

N742

N742

N742

N742

N742

N742

N742

N742

N742

N742

N742

Q825
Q826
Q827

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826

Q825
Q826
Q827

Q825
Q826
Q827

Q828

Q828

Q828

Q829

Q829

Q829

Q830

Q830

Q830

Q831

Q831

Q831

Q832

Q832

Q832

Q832

Q832

Q832

Q832

Q832

Q832

Q832

Q832

Q832

Q832

Q832

Q832

Q832

Q832

Q832

Q832

Q832

Q832

Q832

N747

N747

N747

N747

N747

N747

N747

N747

N747

N747

N747

N747

N747

N747

N747

N747

N747

N747

N747

N747

N747

N747

N748

N748

N748

N748

N748

N748

N748

N748

N748

N748

N748

N748

N748

N748

N748

N748

N748

N748

N748

N748

N748

N748

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q833
Q834

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q835

Q836

Q836

Q836

Q836

Q836

Q836

Q836

Q836

Q836

Q836

Q836

Q836

Q836

Q836

Q836

Q836

Q836

Q836

Q836

Q836

Q836

Q836

N750

N750

N750

N750

N750

N750

N750

N750

N750

N750

N750

N750

N750

N750

N750

N750

N750

N750

N750

N750

N750

N750

Q837
Q838

Q837
Q838

Q837
Q838

Q837
Q838

Q837
Q838

Q837
Q838

Q837
Q838

Q837
Q838

Q837
Q838

Q837
Q838

Q837
Q838

Q837
Q838

Q837
Q838

Q837
Q838

Q837
Q838

Q838

Q837
Q838

Q837
Q838

Q839

Q839

Q839

Q840

Q840

Q840

Q838

Q838

Q838

Q838

Q841

Q841

Q841

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q842

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q843

Q844

Q844

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q845

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q846

Q844

Reporting Level    
LMMXQ751

Line

Metric

Open

RSSDID of 
Record 

Business Business Business Business Business Business 
15 ‐ 30 
Day 1
Day 2
Day 3
Day 4
Day 5
Day 6
Days
‐ Cal Day 14

31 ‐ 60 
Days

61 ‐ 90 
Days

91 ‐ 120 
Days

121 ‐ 150 
Days

151 ‐ 180 
Days

181 ‐ 270 
Days

271 ‐ 1Yr >1Y <= 2Y >2Y <= 
3Y

>3Y <=  >4Y <= 
4Y
5Y

>5Y

Total

Comments

(LMMX9001)

Consolidated

12345

12.23

Consolidated
Consolidated
Consolidated
Consolidated

12345
12345
12345
12345

12.24
12.30
13.00
13.11

Internal Customer Funding used to Cover
Customer Shorts
Margin Loans
Lockup Cash Flows
Unsecured Internal Cash Flows
Due from Subsidiaries of Parent Company

Consolidated

12345

13.12

Due to Parent Company from Subsidiaries

Consolidated
Consolidated

12345
12345

13.13
13.14

Due to Subsidiaries of Parent Company
Due from Parent Company to Subsidiaries

Consolidated
Consolidated
Consolidated

12345
12345
12345

13.15
13.16
13.21

Consolidated

12345

13.22

Consolidated
Consolidated

12345
12345

14.00
14.10

Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated

12345
12345
12345
12345
12345
12345
12345
12345

14.11
14.12
14.13
14.14
14.15
14.16
14.17
14.20

Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated

12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345

14.21
14.22
14.23
14.24
14.25
14.30
14.31
14.32
14.33
14.34
14.35
14.40
14.41

Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated
Consolidated

12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345
12345

14.50
14.51
14.52
14.53
14.54
14.55
14.56
14.57
14.60
14.61
14.62
14.63
14.64
14.65
14.70

Due from Affiliate Entities
Due to Affiliate Entities
Internal Unsecured Cash Outflows due to
Forward Settlements
Internal Unsecured Cash Inlows due to Forward
Settlements
Secured Internal Cash Flows
Internal Repo conducted with NonRehypothecated Collateral
Category A-I
Category A-I Unencumbered
Category A-II
Category A-II Unencumbered
Category B
Category C
Category D
Internal Repo Conducted with Rehypothecated
Collateral
Category A-I
Category A-II
Category B
Category C
Category D
Internal Securities Lending
Category A-I
Category A-II
Category B
Category C
Category D
Internal Forward Start Repo
Internal Cash Inflows due to Forward
Settlements
Internal Reverse Repos
Category A-I
Category A-I Unencumbered
Category A-II
Category A-II Unencumbered
Category B
Category C
Category D
Internal Securities Borrowing
Category A-I
Category A-II
Category B
Category C
Category D
Internal Forward Start Reverse Repo

Consolidated

12345

14.71

Consolidated
Consolidated

12345
12345

14.80
14.81

Internal Cash Outflows due to Forward
Settlements
Internal Supplemental Information
Trapped Liquidity due to Legal Ring Fencing

Consolidated

12345

14.82

FRB 23-A Capacity

LMMA

LMMB

LMMC

LMMD

LMME

LMMF

LMMG

LMMH

LMMJ

LMMK

LMML

LMMM

LMMN

LMMP

LMMQ

LMMR

LMMS

LMMT

LMMU

LMMV

LMMW

LMMZ

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q847

Q848
Q849

Q848

Q848

Q848

Q848

Q848

Q848

Q848

Q848

Q848

Q848

Q848

Q848

Q848

Q848

Q848

Q848

Q848

Q848

Q848

Q848
Q849

Q848
Q849

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q850

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q851

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q852

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q853

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q854
Q855

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q856

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q857

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q858
Q859
Q860
Q861
Q862
Q863
Q864

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q865
Q866
Q867
Q868
Q869

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q870
Q871
Q872
Q873
Q874

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q875

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q876
Q877
Q878
Q879
Q880
Q881
Q882

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q883
Q884
Q885
Q886
Q887

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q888

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q889

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Q890

Firm ID_RSSD: Enter in
Cell C1
Firm Ticker: Enter in Cell
C1
Data As of Date:
Cell C2

Reporting Level    
LMMXQ751

Enter in

ID_RSSD

Ticker
(LMMX4539)
mm/dd/yyyy
(LMMX9999)

RSSDID of 
Record 

Line

Metric
Open
LMNA

(LMMX9001)

Contingency

12345

15.00

Contingency line items

Contingency

12345

15.11

Undrawn Secured Committed Facilities
Received Including Warehousing Facilities

Contingency

12345

15.12

Undrawn Committed Liquidity Facilities
Provided to Non-Financial Corporates

Contingency

12345

15.13

Undrawn Committed Credit Facilities
Provided to Non-Financial Corporates

Contingency

12345

15.14

Undrawn Retail Overdraft Facilities,
Committed Mortgage Pipeline Business and
any other Retail Lending Commitments

Contingency

12345

15.15

Undrawn Commitments & Explicit Funding
Guarantees to Sponsored & 3rd Party
Structured Vehicles (Conduit, SPVs & SIVs)

Contingency

12345

15.16

Contingency
Contingency

12345
12345

15.21
15.22

Contingency

12345

15.23

Contingency

12345

15.24

Contingency

12345

15.31

Contingency

12345

15.32

Contingency

12345

15.33

Contingency

12345

15.40

Pricing

12345

16.00

Pricing
Pricing
Pricing
Pricing
Pricing

12345
12345
12345
12345
12345

16.10
16.11
16.12
16.13
16.20

Pricing

12345

16.21

Pricing
Pricing
Pricing
Pricing
Pricing
Pricing

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16.22
16.23
16.30
16.31
16.32
16.33

Undrawn Commitments & Explicit Funding
Guarantees to Sovereigns
Debt Bought Back on Day T
Debt Held in Inventory on Day T
Securities with Put Options - Optionality
Exercised
Securities with Put Options - Potential to
be Exercised
Total Collateral Required from a One-Notch
Downgrade
Total Collateral Required from a Two-Notch
Downgrade
Total Collateral Required from a ThreeNotch Downgrade
Trapped Liquidity in Foreign Entities
Under Stress
Funding Pricing
ABCP Pricing
ABCP Single-Seller
ABCP Multi-Seller
Collateralized CP
Unsecured Funding Pricing
Fed Funds, Eurodollars, CDs, Prom Notes,
and Bank Notes
Commercial Paper
Large Institutional Deposits
Secured Funding Pricing
Treasury
Agency
Agency MBS

Business Day 
Business Business Business Business Business
6
Day 1
Day 2
Day 3
Day 4
Day 5
‐ Cal Day 14 15 ‐ 30 Days 31 ‐ 60 Days 61 ‐ 90 Days 91 ‐ 120 Days 121 ‐ 150 Days 151 ‐ 180 Days181 ‐ 270 Days 271 ‐ 1Yr >1Y <= 2Y >2Y <= 3Y >3Y <= 4Y >4Y <= 5Y
LMNB
LMNC
LMND
LMNE
LMNF
LMNG
LMNH
LMNJ
LMNK
LMNL
LMNM
LMNN
LMNP
LMNQ
LMNR
LMNS
LMNT
LMNU

>5Y
LMNV

Total Comments
LMNW
LMNZ

Q891

Q891

Q891

Q891

Q891

Q891

Q891

Q891

Q891

Q891

Q891

Q891

Q891

Q891

Q891

Q891

Q891

Q891

Q891

Q891

Q891

Q891

N754

N754

N754

N754

N754

N754

N754

N754

N754

N754

N754

N754

N754

N754

N754

N754

N754

N754

N754

N754

N754

N754

N753

N753

N753

N755

N755

N755

Q892

Q892

Q892

Q893

Q893

Q893

Q894
Q895
Q896

Q894
Q895
Q896

Q894
Q895
Q896

Q897

Q897

Q897

Q898

Q898

Q898

Q899

Q899

Q899

Q900

Q900

Q900

Q901

Q901

Q901

LMNA

LMNB

LMNC

LMND

LMNE

LMNF

LMNG

LMNH

LMNJ

LMNK

LMNL

LMNM

LMNN

LMNP

LMNQ

LMNR

LMNS

LMNT

LMNU

LMNV

LMNW

LMNZ

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

N779
N778
Q902

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q903

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q904
Q905

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908

Q906
Q907
Q908