Subsidiary Liquidity That Cannot Be Transferred

Refers to the amount of assets of each reporting entity’s consolidated subsidiaries that is in excess of the net outflows, calculated pursuant to the LRM Standards, of that consolidated subsidiary that is not freely transferrable to affiliates 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.