AmountinM$|T0|T1|T2|T3|T4|T5|T6|T7|T8|T9|T10
Cash|1000|1000|1000|1000|1000|1000|2000|1000|2000|1000|2000
Cash Delta|NA|0%|0%|0%|0%|0%|100%|-50%|100%|-50%|100%
Securities|1200|1300|1200|1200|1200|1100|1100|1200|1200|2200|1200
Securities Delta|NA|8.3%|-8%|0%|0%|-8.3%|0%|9%|0%|83%|-45%
Market Benchmark|0%|10%|-4%|0%|0%|-6.0%|0%|3%|0%|0%|0%
Total Liquidity buffer|2200|2300|2200|2200|2200|2100|3100|2200|3200|3200|3200
Outflows from unsecured transactions/deposits|1000|1000|1000|1000|5000|1000|1000|1000|2000|2000|7000
Outflows from secured lending and capital market-driventransactions|1000|1000|1000|2000|1000|1000|2000|1000|1000|1000|1000
Total outflows from collateral swaps|1000|1000|1000|1000|1000|1000|1000|1000|1000|1000|1000
Total outflows|3000|3000|3000|3000|7000|3000|4000|3000|4000|4000|9000
Total inflows|1200|1200|1200|1200|1200|1200|2200|1200|1200|1200|1200
Total net liquidity outflow|1800|1800|1800|1800|5800|1800|1800|1800|2800|2800|7800
Liquidity headroom|400|500|400|400|-3600|300|1300|400|400|400|-4600
LCR|122%|128%|122%|122%|38%|117%|172%|122%|114%|114%|41%
Delta|NA|5.6%|-6%|0%|-84%|79%|56%|-50%|-8%|0%|-73%
DQ Anomaly flag|NA|No|Yes|Yes|Yes|No|No|Yes|No|No|Yes