Subsidiary Liquidity Not Transferrable

For U.S. firms that are identified as Category IV banking organizations and FBOs that are identified as Category IV foreign banking organizations, report the amount of highly liquid assets of each reporting entity’s consolidated subsidiaries that are in excess of the subsidiary’s modeled net outflows over a 30-day planning horizon and would not be freely transferrable to the parent company due to statutory, regulatory, contractual, or supervisory restrictions (including sections 23A and 23B of the Federal Reserve Act and Regulation W). Use the “Internal Counterparty” (S.I.[Internal Counterparty]) field to indicate the lowest-level subsidiary entity from which the assets cannot be transferred; however do not flag this product as [Internal] = “Y”. The [Currency] and [Collateral Class] fields must also accurately reflect the characteristics of the assets that are trapped in the subsidiary reporting entity.