How Dynamic is Bank Liquidity, Including when the COVID-19 Pandemic First Set In? Accessible data

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How Dynamic is Bank Liquidity, Including when the COVID-19 Pandemic First Set In? Accessible data

Figure 1: Composite LCR Measures: 2017-19. All Eight G-SIBs

Percentage Point

Date	Daily	Quarterly
1/3/2017	115.78	118.11
1/4/2017	115.31	118.11
1/5/2017	116.22	118.11
1/6/2017	115.44	118.11
1/9/2017	114.91	118.11
1/10/2017	116.33	118.11
1/11/2017	116.57	118.11
1/12/2017	116.01	118.11
1/13/2017	116.35	118.11
1/17/2017	117.81	118.11
1/18/2017	117.42	118.11
1/19/2017	116.98	118.11
1/20/2017	116.73	118.11
1/23/2017	117.51	118.11
1/24/2017	119.00	118.11
1/25/2017	117.87	118.11
1/26/2017	117.93	118.11
1/27/2017	118.71	118.11
1/30/2017	118.22	118.11
1/31/2017	119.00	118.11
2/1/2017	118.72	118.11
2/2/2017	119.19	118.11
2/3/2017	119.43	118.11
2/6/2017	118.62	118.11
2/7/2017	119.24	118.11
2/8/2017	119.93	118.11
2/9/2017	119.66	118.11
2/10/2017	119.58	118.11
2/13/2017	119.43	118.11
2/14/2017	119.33	118.11
2/15/2017	119.71	118.11
2/16/2017	119.23	118.11
2/17/2017	119.67	118.11
2/21/2017	118.74	118.11
2/22/2017	118.42	118.11
2/23/2017	118.28	118.11
2/24/2017	118.30	118.11
2/27/2017	118.56	118.11
2/28/2017	118.03	118.11
3/1/2017	118.05	118.11
3/2/2017	118.01	118.11
3/3/2017	117.99	118.11
3/6/2017	117.56	118.11
3/7/2017	118.80	118.11
3/8/2017	118.58	118.11
3/9/2017	118.08	118.11
3/10/2017	118.06	118.11
3/13/2017	116.78	118.11
3/14/2017	117.37	118.11
3/15/2017	117.48	118.11
3/16/2017	116.42	118.11
3/17/2017	116.92	118.11
3/20/2017	117.25	118.11
3/21/2017	118.08	118.11
3/22/2017	118.63	118.11
3/23/2017	118.22	118.11
3/24/2017	118.72	118.11
3/27/2017	119.05	118.11
3/28/2017	119.76	118.11
3/29/2017	119.70	118.11
3/30/2017	120.22	118.11
3/31/2017	120.65	118.11
4/3/2017	120.20	121.67
4/4/2017	121.18	121.67
4/5/2017	121.24	121.67
4/6/2017	121.71	121.67
4/7/2017	121.73	121.67
4/10/2017	122.31	121.67
4/11/2017	121.61	121.67
4/12/2017	122.08	121.67
4/13/2017	120.09	121.67
4/14/2017	120.49	121.67
4/17/2017	121.27	121.67
4/18/2017	122.04	121.67
4/19/2017	122.39	121.67
4/20/2017	121.36	121.67
4/21/2017	121.39	121.67
4/24/2017	122.21	121.67
4/25/2017	120.56	121.67
4/26/2017	120.00	121.67
4/27/2017	121.00	121.67
4/28/2017	118.21	121.67
5/1/2017	119.55	121.67
5/2/2017	118.48	121.67
5/3/2017	119.92	121.67
5/4/2017	119.71	121.67
5/5/2017	118.75	121.67
5/8/2017	119.62	121.67
5/9/2017	119.65	121.67
5/10/2017	119.39	121.67
5/11/2017	120.12	121.67
5/12/2017	118.91	121.67
5/15/2017	119.08	121.67
5/16/2017	119.69	121.67
5/17/2017	120.60	121.67
5/18/2017	120.80	121.67
5/19/2017	121.89	121.67
5/22/2017	122.05	121.67
5/23/2017	122.46	121.67
5/24/2017	122.71	121.67
5/25/2017	122.57	121.67
5/26/2017	122.62	121.67
5/30/2017	122.68	121.67
5/31/2017	123.40	121.67
6/1/2017	122.92	121.67
6/2/2017	123.57	121.67
6/5/2017	124.19	121.67
6/6/2017	124.07	121.67
6/7/2017	124.23	121.67
6/8/2017	123.09	121.67
6/9/2017	123.22	121.67
6/12/2017	123.04	121.67
6/13/2017	122.80	121.67
6/14/2017	122.06	121.67
6/15/2017	122.25	121.67
6/16/2017	122.71	121.67
6/19/2017	122.59	121.67
6/20/2017	122.60	121.67
6/21/2017	123.13	121.67
6/22/2017	124.08	121.67
6/23/2017	123.86	121.67
6/26/2017	124.06	121.67
6/27/2017	123.90	121.67
6/28/2017	122.92	121.67
6/29/2017	122.62	121.67
6/30/2017	121.04	121.67
7/3/2017	121.38	124.24
7/5/2017	122.37	124.24
7/6/2017	122.70	124.24
7/7/2017	122.90	124.24
7/10/2017	122.68	124.24
7/11/2017	122.86	124.24
7/12/2017	122.89	124.24
7/13/2017	122.39	124.24
7/14/2017	121.48	124.24
7/17/2017	122.77	124.24
7/18/2017	122.41	124.24
7/19/2017	123.24	124.24
7/20/2017	122.57	124.24
7/21/2017	123.34	124.24
7/24/2017	123.95	124.24
7/25/2017	123.88	124.24
7/26/2017	124.68	124.24
7/27/2017	124.80	124.24
7/28/2017	126.22	124.24
7/31/2017	124.60	124.24
8/1/2017	124.60	124.24
8/2/2017	125.24	124.24
8/3/2017	125.39	124.24
8/4/2017	125.67	124.24
8/7/2017	125.72	124.24
8/8/2017	125.77	124.24
8/9/2017	126.09	124.24
8/10/2017	125.99	124.24
8/11/2017	127.03	124.24
8/14/2017	125.80	124.24
8/15/2017	125.06	124.24
8/16/2017	125.36	124.24
8/17/2017	125.58	124.24
8/18/2017	125.91	124.24
8/21/2017	126.44	124.24
8/22/2017	126.59	124.24
8/23/2017	126.30	124.24
8/24/2017	125.96	124.24
8/25/2017	125.39	124.24
8/28/2017	126.44	124.24
8/29/2017	127.32	124.24
8/30/2017	125.77	124.24
8/31/2017	124.57	124.24
9/1/2017	124.60	124.24
9/5/2017	124.41	124.24
9/6/2017	124.60	124.24
9/7/2017	124.66	124.24
9/8/2017	125.51	124.24
9/11/2017	124.64	124.24
9/12/2017	123.17	124.24
9/13/2017	123.44	124.24
9/14/2017	122.64	124.24
9/15/2017	122.20	124.24
9/18/2017	123.20	124.24
9/19/2017	122.24	124.24
9/20/2017	121.20	124.24
9/21/2017	122.31	124.24
9/22/2017	123.88	124.24
9/25/2017	123.34	124.24
9/26/2017	123.73	124.24
9/27/2017	123.35	124.24
9/28/2017	123.74	124.24
9/29/2017	122.32	124.24
10/2/2017	124.25	123.61
10/3/2017	124.04	123.61
10/4/2017	124.88	123.61
10/5/2017	125.08	123.61
10/6/2017	124.76	123.61
10/10/2017	125.23	123.61
10/11/2017	124.79	123.61
10/12/2017	124.92	123.61
10/13/2017	124.51	123.61
10/16/2017	124.99	123.61
10/17/2017	125.09	123.61
10/18/2017	124.87	123.61
10/19/2017	124.63	123.61
10/20/2017	124.32	123.61
10/23/2017	125.19	123.61
10/24/2017	125.04	123.61
10/25/2017	124.63	123.61
10/26/2017	123.41	123.61
10/27/2017	123.47	123.61
10/30/2017	122.87	123.61
10/31/2017	123.37	123.61
11/1/2017	124.02	123.61
11/2/2017	122.36	123.61
11/3/2017	125.63	123.61
11/6/2017	125.01	123.61
11/7/2017	126.08	123.61
11/8/2017	126.06	123.61
11/9/2017	126.32	123.61
11/10/2017	125.22	123.61
11/13/2017	125.18	123.61
11/14/2017	124.27	123.61
11/15/2017	124.87	123.61
11/16/2017	123.93	123.61
11/17/2017	123.71	123.61
11/20/2017	123.21	123.61
11/21/2017	123.49	123.61
11/22/2017	123.21	123.61
11/24/2017	123.17	123.61
11/27/2017	123.49	123.61
11/28/2017	123.04	123.61
11/29/2017	122.27	123.61
11/30/2017	121.61	123.61
12/1/2017	121.92	123.61
12/4/2017	121.56	123.61
12/5/2017	122.41	123.61
12/6/2017	123.27	123.61
12/7/2017	122.27	123.61
12/8/2017	123.04	123.61
12/11/2017	123.09	123.61
12/12/2017	122.59	123.61
12/13/2017	122.58	123.61
12/14/2017	122.32	123.61
12/15/2017	122.72	123.61
12/18/2017	122.44	123.61
12/19/2017	121.73	123.61
12/20/2017	121.76	123.61
12/21/2017	122.04	123.61
12/22/2017	120.25	123.61
12/26/2017	121.61	123.61
12/27/2017	121.89	123.61
12/28/2017	122.05	123.61
12/29/2017	121.93	123.61
1/2/2018	120.74	120.60
1/3/2018	121.67	120.60
1/4/2018	120.55	120.60
1/5/2018	119.81	120.60
1/8/2018	119.50	120.60
1/9/2018	119.69	120.60
1/10/2018	119.89	120.60
1/11/2018	119.84	120.60
1/12/2018	119.12	120.60
1/16/2018	118.24	120.60
1/17/2018	118.31	120.60
1/18/2018	118.51	120.60
1/19/2018	117.74	120.60
1/22/2018	117.51	120.60
1/23/2018	118.77	120.60
1/24/2018	119.76	120.60
1/25/2018	120.20	120.60
1/26/2018	119.97	120.60
1/29/2018	120.68	120.60
1/30/2018	121.04	120.60
1/31/2018	121.03	120.60
2/1/2018	121.75	120.60
2/2/2018	120.58	120.60
2/5/2018	121.54	120.60
2/6/2018	121.50	120.60
2/7/2018	122.09	120.60
2/8/2018	122.61	120.60
2/9/2018	122.12	120.60
2/12/2018	123.03	120.60
2/13/2018	123.50	120.60
2/14/2018	123.27	120.60
2/15/2018	122.50	120.60
2/16/2018	122.95	120.60
2/20/2018	122.47	120.60
2/21/2018	122.19	120.60
2/22/2018	122.82	120.60
2/23/2018	121.84	120.60
2/26/2018	121.32	120.60
2/27/2018	121.22	120.60
2/28/2018	120.74	120.60
3/1/2018	120.70	120.60
3/2/2018	120.22	120.60
3/5/2018	118.91	120.60
3/6/2018	119.62	120.60
3/7/2018	119.86	120.60
3/8/2018	118.88	120.60
3/9/2018	119.25	120.60
3/12/2018	119.88	120.60
3/13/2018	120.83	120.60
3/14/2018	122.02	120.60
3/15/2018	120.92	120.60
3/16/2018	121.05	120.60
3/19/2018	121.24	120.60
3/20/2018	120.18	120.60
3/21/2018	121.94	120.60
3/22/2018	121.16	120.60
3/23/2018	120.42	120.60
3/26/2018	120.82	120.60
3/27/2018	120.89	120.60
3/28/2018	120.97	120.60
3/29/2018	117.27	120.60
3/30/2018	117.58	120.60
4/2/2018	119.81	120.17
4/3/2018	120.29	120.17
4/4/2018	121.11	120.17
4/5/2018	120.73	120.17
4/6/2018	121.67	120.17
4/9/2018	121.16	120.17
4/10/2018	121.93	120.17
4/11/2018	122.08	120.17
4/12/2018	121.81	120.17
4/13/2018	121.77	120.17
4/16/2018	121.88	120.17
4/17/2018	121.72	120.17
4/18/2018	121.97	120.17
4/19/2018	122.68	120.17
4/20/2018	121.91	120.17
4/23/2018	121.14	120.17
4/24/2018	121.44	120.17
4/25/2018	120.46	120.17
4/26/2018	119.73	120.17
4/27/2018	119.31	120.17
4/30/2018	118.55	120.17
5/1/2018	118.88	120.17
5/2/2018	119.22	120.17
5/3/2018	120.02	120.17
5/4/2018	120.32	120.17
5/7/2018	119.78	120.17
5/8/2018	121.01	120.17
5/9/2018	120.59	120.17
5/10/2018	120.53	120.17
5/11/2018	120.33	120.17
5/14/2018	120.52	120.17
5/15/2018	120.67	120.17
5/16/2018	120.05	120.17
5/17/2018	119.77	120.17
5/18/2018	120.39	120.17
5/21/2018	119.51	120.17
5/22/2018	120.37	120.17
5/23/2018	120.85	120.17
5/24/2018	120.71	120.17
5/25/2018	119.41	120.17
5/29/2018	119.34	120.17
5/30/2018	118.69	120.17
5/31/2018	118.65	120.17
6/1/2018	118.42	120.17
6/4/2018	118.59	120.17
6/5/2018	118.99	120.17
6/6/2018	119.19	120.17
6/7/2018	119.34	120.17
6/8/2018	120.54	120.17
6/11/2018	119.22	120.17
6/12/2018	119.17	120.17
6/13/2018	119.12	120.17
6/14/2018	117.73	120.17
6/15/2018	119.07	120.17
6/18/2018	118.84	120.17
6/19/2018	119.51	120.17
6/20/2018	120.39	120.17
6/21/2018	120.58	120.17
6/22/2018	120.39	120.17
6/25/2018	120.31	120.17
6/26/2018	120.30	120.17
6/27/2018	120.15	120.17
6/28/2018	119.10	120.17
6/29/2018	119.05	120.17
7/2/2018	119.13	121.02
7/3/2018	119.75	121.02
7/5/2018	121.39	121.02
7/6/2018	121.87	121.02
7/9/2018	121.51	121.02
7/10/2018	122.74	121.02
7/11/2018	122.69	121.02
7/12/2018	122.00	121.02
7/13/2018	122.64	121.02
7/16/2018	123.19	121.02
7/17/2018	123.71	121.02
7/18/2018	123.90	121.02
7/19/2018	123.21	121.02
7/20/2018	123.14	121.02
7/23/2018	123.14	121.02
7/24/2018	123.21	121.02
7/25/2018	123.26	121.02
7/26/2018	122.50	121.02
7/27/2018	122.88	121.02
7/30/2018	122.46	121.02
7/31/2018	122.15	121.02
8/1/2018	121.89	121.02
8/2/2018	121.45	121.02
8/6/2018	121.88	121.02
8/7/2018	121.45	121.02
8/8/2018	120.89	121.02
8/9/2018	120.04	121.02
8/10/2018	120.18	121.02
8/13/2018	121.13	121.02
8/14/2018	120.88	121.02
8/15/2018	121.45	121.02
8/16/2018	120.91	121.02
8/17/2018	120.11	121.02
8/20/2018	120.92	121.02
8/21/2018	121.12	121.02
8/22/2018	121.04	121.02
8/23/2018	121.05	121.02
8/24/2018	121.25	121.02
8/27/2018	120.63	121.02
8/28/2018	120.96	121.02
8/29/2018	121.05	121.02
8/30/2018	120.62	121.02
8/31/2018	120.48	121.02
9/4/2018	120.28	121.02
9/5/2018	121.35	121.02
9/6/2018	120.17	121.02
9/7/2018	119.84	121.02
9/10/2018	120.08	121.02
9/11/2018	119.38	121.02
9/12/2018	120.67	121.02
9/13/2018	120.31	121.02
9/14/2018	119.39	121.02
9/17/2018	121.17	121.02
9/18/2018	119.94	121.02
9/19/2018	120.63	121.02
9/20/2018	120.02	121.02
9/21/2018	117.47	121.02
9/24/2018	118.38	121.02
9/25/2018	117.68	121.02
9/26/2018	118.47	121.02
9/27/2018	117.78	121.02
9/28/2018	118.47	121.02
10/1/2018	117.56	121.10
10/2/2018	118.16	121.10
10/3/2018	119.22	121.10
10/4/2018	119.57	121.10
10/5/2018	119.44	121.10
10/9/2018	119.53	121.10
10/10/2018	120.83	121.10
10/11/2018	120.96	121.10
10/12/2018	119.77	121.10
10/15/2018	120.64	121.10
10/16/2018	121.30	121.10
10/17/2018	121.23	121.10
10/18/2018	121.93	121.10
10/19/2018	121.67	121.10
10/22/2018	122.07	121.10
10/23/2018	122.87	121.10
10/24/2018	123.16	121.10
10/25/2018	122.43	121.10
10/26/2018	123.38	121.10
10/29/2018	123.92	121.10
10/30/2018	123.00	121.10
10/31/2018	121.23	121.10
11/1/2018	119.66	121.10
11/2/2018	119.12	121.10
11/5/2018	120.33	121.10
11/6/2018	120.13	121.10
11/7/2018	120.31	121.10
11/8/2018	119.73	121.10
11/9/2018	120.51	121.10
11/13/2018	119.20	121.10
11/14/2018	119.94	121.10
11/15/2018	120.37	121.10
11/16/2018	119.79	121.10
11/19/2018	121.01	121.10
11/20/2018	122.57	121.10
11/21/2018	121.18	121.10
11/23/2018	121.33	121.10
11/26/2018	120.96	121.10
11/27/2018	121.14	121.10
11/28/2018	121.31	121.10
11/29/2018	121.29	121.10
11/30/2018	121.09	121.10
12/3/2018	122.29	121.10
12/4/2018	121.28	121.10
12/5/2018	122.51	121.10
12/6/2018	123.08	121.10
12/7/2018	122.80	121.10
12/10/2018	122.06	121.10
12/11/2018	121.39	121.10
12/12/2018	122.79	121.10
12/13/2018	121.89	121.10
12/14/2018	121.62	121.10
12/17/2018	121.85	121.10
12/18/2018	122.51	121.10
12/19/2018	121.50	121.10
12/20/2018	121.36	121.10
12/21/2018	120.17	121.10
12/24/2018	120.62	121.10
12/26/2018	121.24	121.10
12/27/2018	121.18	121.10
12/28/2018	120.46	121.10
12/31/2018	120.66	121.10
1/2/2019	122.10	122.51
1/3/2019	122.85	122.51
1/4/2019	122.70	122.51
1/7/2019	122.29	122.51
1/8/2019	122.39	122.51
1/9/2019	123.21	122.51
1/10/2019	123.25	122.51
1/11/2019	122.44	122.51
1/14/2019	122.28	122.51
1/15/2019	123.01	122.51
1/16/2019	123.24	122.51
1/17/2019	122.13	122.51
1/18/2019	122.27	122.51
1/22/2019	122.80	122.51
1/23/2019	124.70	122.51
1/24/2019	124.91	122.51
1/25/2019	124.32	122.51
1/28/2019	123.36	122.51
1/29/2019	123.31	122.51
1/30/2019	123.38	122.51
1/31/2019	123.50	122.51
2/1/2019	123.53	122.51
2/4/2019	122.95	122.51
2/5/2019	123.36	122.51
2/6/2019	123.34	122.51
2/7/2019	123.36	122.51
2/8/2019	122.43	122.51
2/11/2019	122.39	122.51
2/12/2019	123.58	122.51
2/13/2019	122.34	122.51
2/14/2019	121.44	122.51
2/15/2019	122.23	122.51
2/19/2019	122.84	122.51
2/20/2019	122.78	122.51
2/21/2019	122.96	122.51
2/22/2019	122.54	122.51
2/25/2019	122.76	122.51
2/26/2019	122.87	122.51
2/27/2019	121.75	122.51
2/28/2019	120.84	122.51
3/1/2019	119.89	122.51
3/4/2019	119.98	122.51
3/5/2019	121.56	122.51
3/6/2019	121.52	122.51
3/7/2019	121.67	122.51
3/8/2019	121.86	122.51
3/11/2019	121.52	122.51
3/12/2019	121.68	122.51
3/13/2019	122.11	122.51
3/14/2019	121.63	122.51
3/15/2019	122.62	122.51
3/18/2019	122.40	122.51
3/19/2019	121.65	122.51
3/20/2019	121.38	122.51
3/21/2019	123.36	122.51
3/22/2019	123.15	122.51
3/25/2019	123.00	122.51
3/26/2019	122.21	122.51
3/27/2019	121.97	122.51
3/28/2019	121.48	122.51
3/29/2019	121.46	122.51
4/1/2019	121.01	121.90
4/2/2019	122.34	121.90
4/3/2019	122.46	121.90
4/4/2019	121.67	121.90
4/5/2019	122.10	121.90
4/8/2019	121.51	121.90
4/9/2019	122.62	121.90
4/10/2019	123.00	121.90
4/11/2019	121.98	121.90
4/12/2019	121.73	121.90
4/15/2019	121.72	121.90
4/16/2019	122.23	121.90
4/17/2019	122.03	121.90
4/18/2019	118.39	121.90
4/19/2019	118.74	121.90
4/22/2019	120.61	121.90
4/23/2019	121.26	121.90
4/24/2019	121.85	121.90
4/25/2019	121.07	121.90
4/26/2019	120.44	121.90
4/29/2019	119.82	121.90
4/30/2019	117.82	121.90
5/1/2019	119.33	121.90
5/2/2019	120.02	121.90
5/3/2019	119.59	121.90
5/6/2019	121.14	121.90
5/7/2019	121.18	121.90
5/8/2019	121.55	121.90
5/9/2019	121.51	121.90
5/10/2019	122.39	121.90
5/13/2019	122.29	121.90
5/14/2019	122.83	121.90
5/15/2019	122.79	121.90
5/16/2019	121.87	121.90
5/17/2019	122.51	121.90
5/20/2019	122.16	121.90
5/21/2019	122.96	121.90
5/22/2019	122.87	121.90
5/23/2019	123.84	121.90
5/24/2019	123.94	121.90
5/28/2019	123.27	121.90
5/29/2019	123.81	121.90
5/30/2019	123.59	121.90
5/31/2019	122.98	121.90
6/3/2019	124.05	121.90
6/4/2019	124.11	121.90
6/5/2019	123.87	121.90
6/6/2019	123.88	121.90
6/7/2019	123.25	121.90
6/10/2019	123.58	121.90
6/11/2019	123.08	121.90
6/12/2019	123.67	121.90
6/13/2019	122.50	121.90
6/14/2019	122.62	121.90
6/17/2019	122.89	121.90
6/18/2019	122.76	121.90
6/19/2019	122.46	121.90
6/20/2019	121.43	121.90
6/21/2019	121.98	121.90
6/24/2019	120.88	121.90
6/25/2019	120.33	121.90
6/26/2019	119.09	121.90
6/27/2019	120.31	121.90
6/28/2019	120.01	121.90
7/1/2019	119.74	120.50
7/2/2019	119.59	120.50
7/3/2019	120.71	120.50
7/5/2019	121.27	120.50
7/8/2019	120.19	120.50
7/9/2019	120.75	120.50
7/10/2019	120.87	120.50
7/11/2019	121.09	120.50
7/12/2019	119.44	120.50
7/15/2019	121.32	120.50
7/16/2019	120.81	120.50
7/17/2019	121.43	120.50
7/18/2019	121.02	120.50
7/19/2019	121.07	120.50
7/22/2019	120.24	120.50
7/23/2019	122.68	120.50
7/24/2019	121.75	120.50
7/25/2019	121.71	120.50
7/26/2019	121.23	120.50
7/29/2019	121.57	120.50
7/30/2019	120.99	120.50
7/31/2019	120.59	120.50
8/1/2019	119.79	120.50
8/2/2019	120.77	120.50
8/5/2019	122.19	120.50
8/6/2019	121.94	120.50
8/7/2019	122.33	120.50
8/8/2019	120.71	120.50
8/9/2019	121.09	120.50
8/12/2019	122.52	120.50
8/13/2019	121.87	120.50
8/14/2019	122.06	120.50
8/15/2019	121.94	120.50
8/16/2019	122.19	120.50
8/19/2019	121.64	120.50
8/20/2019	121.38	120.50
8/21/2019	121.64	120.50
8/22/2019	121.75	120.50
8/23/2019	122.10	120.50
8/26/2019	122.36	120.50
8/27/2019	121.22	120.50
8/28/2019	119.98	120.50
8/29/2019	120.62	120.50
8/30/2019	120.15	120.50
9/3/2019	120.76	120.50
9/4/2019	121.53	120.50
9/5/2019	120.49	120.50
9/6/2019	120.65	120.50
9/9/2019	119.83	120.50
9/10/2019	119.37	120.50
9/11/2019	119.07	120.50
9/12/2019	117.62	120.50
9/13/2019	116.64	120.50
9/16/2019	117.77	120.50
9/17/2019	118.06	120.50
9/18/2019	118.47	120.50
9/19/2019	117.84	120.50
9/20/2019	117.98	120.50
9/23/2019	118.80	120.50
9/24/2019	118.26	120.50
9/25/2019	118.78	120.50
9/26/2019	118.40	120.50
9/27/2019	118.91	120.50
10/1/2019	119.47	119.26
10/2/2019	120.20	119.26
10/3/2019	120.19	119.26
10/4/2019	119.26	119.26
10/7/2019	119.91	119.26
10/8/2019	120.74	119.26
10/9/2019	120.37	119.26
10/10/2019	120.63	119.26
10/11/2019	118.94	119.26
10/15/2019	118.58	119.26
10/16/2019	118.75	119.26
10/17/2019	119.29	119.26
10/18/2019	120.17	119.26
10/21/2019	118.96	119.26
10/22/2019	119.31	119.26
10/23/2019	120.02	119.26
10/24/2019	119.69	119.26
10/25/2019	119.60	119.26
10/28/2019	119.53	119.26
10/29/2019	118.99	119.26
10/30/2019	118.68	119.26
10/31/2019	119.68	119.26
11/1/2019	119.21	119.26
11/4/2019	119.05	119.26
11/5/2019	119.70	119.26
11/6/2019	119.78	119.26
11/7/2019	119.17	119.26
11/8/2019	119.29	119.26
11/12/2019	119.46	119.26
11/13/2019	120.51	119.26
11/14/2019	120.08	119.26
11/15/2019	119.47	119.26
11/18/2019	120.06	119.26
11/19/2019	119.34	119.26
11/20/2019	119.58	119.26
11/21/2019	120.68	119.26
11/22/2019	120.94	119.26
11/25/2019	120.38	119.26
11/26/2019	120.30	119.26
11/27/2019	119.57	119.26
11/29/2019	119.68	119.26
12/2/2019	119.99	119.26
12/3/2019	119.29	119.26
12/4/2019	120.08	119.26
12/5/2019	119.62	119.26
12/6/2019	119.17	119.26
12/9/2019	119.11	119.26
12/10/2019	119.93	119.26
12/11/2019	120.19	119.26
12/12/2019	118.39	119.26
12/13/2019	118.07	119.26
12/16/2019	117.09	119.26
12/17/2019	117.24	119.26
12/18/2019	118.36	119.26
12/19/2019	117.42	119.26
12/20/2019	118.03	119.26
12/23/2019	117.39	119.26
12/24/2019	115.63	119.26
12/26/2019	118.02	119.26
12/27/2019	119.08	119.26
12/30/2019	117.76	119.26
12/31/2019	117.00	119.26

Source: FR 2052a.

Return to text

Figure 2: Difference Between Daily and Quarterly Composite LCR Measures: 2017-19. All Eight G-SIBs

Percentage Point

Date	Average Distance
1/2/2019	-0.40
1/3/2019	0.34
1/4/2019	0.19
1/7/2019	-0.21
1/8/2019	-0.12
1/9/2019	0.71
1/10/2019	0.74
1/11/2019	-0.07
1/14/2019	-0.23
1/15/2019	0.51
1/16/2019	0.74
1/17/2019	-0.38
1/18/2019	-0.23
1/22/2019	0.29
1/23/2019	2.20
1/24/2019	2.40
1/25/2019	1.82
1/28/2019	0.85
1/29/2019	0.81
1/30/2019	0.88
1/31/2019	0.99
2/1/2019	1.03
2/4/2019	0.44
2/5/2019	0.85
2/6/2019	0.83
2/7/2019	0.86
2/8/2019	-0.08
2/11/2019	-0.11
2/12/2019	1.08
2/13/2019	-0.17
2/14/2019	-1.06
2/15/2019	-0.28
2/19/2019	0.34
2/20/2019	0.27
2/21/2019	0.45
2/22/2019	0.03
2/25/2019	0.26
2/26/2019	0.36
2/27/2019	-0.76
2/28/2019	-1.66
3/1/2019	-2.61
3/4/2019	-2.53
3/5/2019	-0.95
3/6/2019	-0.99
3/7/2019	-0.83
3/8/2019	-0.64
3/11/2019	-0.98
3/12/2019	-0.82
3/13/2019	-0.40
3/14/2019	-0.87
3/15/2019	0.12
3/18/2019	-0.10
3/19/2019	-0.86
3/20/2019	-1.12
3/21/2019	0.86
3/22/2019	0.64
3/25/2019	0.49
3/26/2019	-0.30
3/27/2019	-0.54
3/28/2019	-1.02
3/29/2019	-1.04
4/1/2019	-0.89
4/2/2019	0.44
4/3/2019	0.56
4/4/2019	-0.23
4/5/2019	0.20
4/8/2019	-0.39
4/9/2019	0.72
4/10/2019	1.10
4/11/2019	0.08
4/12/2019	-0.17
4/15/2019	-0.18
4/16/2019	0.34
4/17/2019	0.13
4/18/2019	-3.51
4/19/2019	-3.16
4/22/2019	-1.29
4/23/2019	-0.64
4/24/2019	-0.05
4/25/2019	-0.83
4/26/2019	-1.45
4/29/2019	-2.08
4/30/2019	-4.08
5/1/2019	-2.57
5/2/2019	-1.88
5/3/2019	-2.31
5/6/2019	-0.76
5/7/2019	-0.72
5/8/2019	-0.35
5/9/2019	-0.39
5/10/2019	0.49
5/13/2019	0.39
5/14/2019	0.93
5/15/2019	0.89
5/16/2019	-0.03
5/17/2019	0.61
5/20/2019	0.26
5/21/2019	1.06
5/22/2019	0.97
5/23/2019	1.94
5/24/2019	2.04
5/28/2019	1.37
5/29/2019	1.91
5/30/2019	1.69
5/31/2019	1.08
6/3/2019	2.15
6/4/2019	2.21
6/5/2019	1.97
6/6/2019	1.98
6/7/2019	1.35
6/10/2019	1.68
6/11/2019	1.18
6/12/2019	1.77
6/13/2019	0.60
6/14/2019	0.72
6/17/2019	0.99
6/18/2019	0.86
6/19/2019	0.56
6/20/2019	-0.47
6/21/2019	0.08
6/24/2019	-1.02
6/25/2019	-1.57
6/26/2019	-2.81
6/27/2019	-1.59
6/28/2019	-1.89
7/1/2019	-0.76
7/2/2019	-0.91
7/3/2019	0.21
7/5/2019	0.77
7/8/2019	-0.31
7/9/2019	0.25
7/10/2019	0.37
7/11/2019	0.59
7/12/2019	-1.06
7/15/2019	0.82
7/16/2019	0.31
7/17/2019	0.93
7/18/2019	0.52
7/19/2019	0.57
7/22/2019	-0.26
7/23/2019	2.18
7/24/2019	1.25
7/25/2019	1.21
7/26/2019	0.73
7/29/2019	1.07
7/30/2019	0.49
7/31/2019	0.09
8/1/2019	-0.71
8/2/2019	0.27
8/5/2019	1.69
8/6/2019	1.44
8/7/2019	1.83
8/8/2019	0.21
8/9/2019	0.59
8/12/2019	2.02
8/13/2019	1.37
8/14/2019	1.56
8/15/2019	1.44
8/16/2019	1.69
8/19/2019	1.14
8/20/2019	0.88
8/21/2019	1.14
8/22/2019	1.25
8/23/2019	1.60
8/26/2019	1.86
8/27/2019	0.72
8/28/2019	-0.52
8/29/2019	0.12
8/30/2019	-0.35
9/3/2019	0.26
9/4/2019	1.03
9/5/2019	-0.01
9/6/2019	0.15
9/9/2019	-0.67
9/10/2019	-1.13
9/11/2019	-1.43
9/12/2019	-2.88
9/13/2019	-3.86
9/16/2019	-2.73
9/17/2019	-2.44
9/18/2019	-2.03
9/19/2019	-2.66
9/20/2019	-2.53
9/23/2019	-1.70
9/24/2019	-2.24
9/25/2019	-1.72
9/26/2019	-2.10
9/27/2019	-1.59
10/1/2019	0.21
10/2/2019	0.94
10/3/2019	0.93
10/4/2019	0.00
10/7/2019	0.65
10/8/2019	1.48
10/9/2019	1.11
10/10/2019	1.37
10/11/2019	-0.31
10/15/2019	-0.68
10/16/2019	-0.51
10/17/2019	0.03
10/18/2019	0.91
10/21/2019	-0.30
10/22/2019	0.05
10/23/2019	0.76
10/24/2019	0.43
10/25/2019	0.34
10/28/2019	0.27
10/29/2019	-0.27
10/30/2019	-0.58
10/31/2019	0.42
11/1/2019	-0.05
11/4/2019	-0.21
11/5/2019	0.44
11/6/2019	0.52
11/7/2019	-0.09
11/8/2019	0.03
11/12/2019	0.20
11/13/2019	1.26
11/14/2019	0.83
11/15/2019	0.21
11/18/2019	0.80
11/19/2019	0.08
11/20/2019	0.32
11/21/2019	1.42
11/22/2019	1.68
11/25/2019	1.12
11/26/2019	1.04
11/27/2019	0.31
11/29/2019	0.43
12/2/2019	0.73
12/3/2019	0.03
12/4/2019	0.82
12/5/2019	0.37
12/6/2019	-0.09
12/9/2019	-0.15
12/10/2019	0.67
12/11/2019	0.93
12/12/2019	-0.87
12/13/2019	-1.19
12/16/2019	-2.17
12/17/2019	-2.02
12/18/2019	-0.90
12/19/2019	-1.84
12/20/2019	-1.23
12/23/2019	-1.87
12/24/2019	-3.63
12/26/2019	-1.24
12/27/2019	-0.18
12/30/2019	-1.50
12/31/2019	-2.26
1/2/2020	-0.92
1/3/2020	0.19
1/6/2020	0.21
1/7/2020	1.00
1/8/2020	0.72
1/9/2020	0.19
1/10/2020	-0.02
1/13/2020	0.76
1/14/2020	0.00
1/15/2020	0.70
1/16/2020	-0.38
1/17/2020	-0.68
1/21/2020	-1.03
1/22/2020	-0.69
1/23/2020	-0.07
1/24/2020	0.00
1/27/2020	0.53
1/28/2020	0.87
1/29/2020	0.70
1/30/2020	0.61
1/31/2020	0.99
2/3/2020	0.79
2/4/2020	0.07
2/5/2020	0.57
2/6/2020	0.23
2/7/2020	0.51
2/10/2020	1.08
2/11/2020	1.57
2/12/2020	0.82
2/13/2020	0.41
2/14/2020	0.52
2/18/2020	0.38
2/19/2020	0.14
2/20/2020	0.29
2/21/2020	-0.39
2/24/2020	0.62
2/25/2020	1.17
2/26/2020	1.42
2/27/2020	1.49
2/28/2020	-0.19
3/2/2020	-0.59
3/3/2020	-0.54
3/4/2020	-1.11
3/5/2020	0.33
3/6/2020	-0.02
3/9/2020	0.18
3/10/2020	-1.40
3/11/2020	-2.38
3/12/2020	-3.40
3/13/2020	-5.18
3/16/2020	-2.15
3/17/2020	-3.97
3/18/2020	-1.52
3/19/2020	-4.12
3/20/2020	-1.27
3/23/2020	-0.55
3/24/2020	-0.98
3/25/2020	0.00
3/26/2020	1.09
3/27/2020	2.71
3/30/2020	4.16
3/31/2020	5.54
4/1/2020	-0.75
4/2/2020	-0.81
4/3/2020	0.87
4/6/2020	-0.26
4/7/2020	0.28
4/8/2020	-0.43
4/9/2020	-4.67
4/10/2020	-3.78
4/13/2020	-1.39
4/14/2020	-2.23
4/15/2020	-0.37
4/16/2020	-0.57
4/17/2020	-1.20
4/20/2020	-1.41
4/21/2020	-1.48
4/22/2020	-0.65
4/23/2020	-0.35
4/24/2020	0.22
4/27/2020	0.19
4/28/2020	-0.04
4/29/2020	0.13
4/30/2020	-1.37
5/1/2020	-1.35
5/4/2020	-0.85
5/5/2020	-0.69
5/6/2020	0.72
5/7/2020	0.59
5/8/2020	1.00
5/11/2020	1.01
5/12/2020	-0.25
5/13/2020	0.70
5/14/2020	0.99
5/15/2020	0.75
5/18/2020	-0.17
5/19/2020	0.32
5/20/2020	0.79
5/21/2020	0.96
5/22/2020	1.54
5/26/2020	1.14
5/27/2020	1.35
5/28/2020	1.23
5/29/2020	0.53
6/1/2020	-0.23
6/2/2020	0.09
6/3/2020	0.13
6/4/2020	0.42
6/5/2020	-0.68
6/8/2020	-0.25
6/9/2020	0.48
6/10/2020	0.72
6/11/2020	1.12
6/12/2020	0.82
6/15/2020	0.40
6/16/2020	0.50
6/17/2020	0.95
6/18/2020	0.47
6/19/2020	0.71
6/22/2020	0.63
6/23/2020	0.34
6/24/2020	0.98
6/25/2020	1.04
6/26/2020	1.16
6/29/2020	0.10
6/30/2020	-0.14
7/1/2020	2.50
7/2/2020	1.69
7/3/2020	1.91
7/6/2020	2.29
7/7/2020	3.88
7/8/2020	3.01
7/9/2020	3.68
7/10/2020	3.48
7/13/2020	3.40
7/14/2020	2.85
7/15/2020	1.99
7/16/2020	2.13
7/17/2020	2.56
7/20/2020	2.11
7/21/2020	1.78
7/22/2020	1.83
7/23/2020	1.78
7/24/2020	1.77
7/27/2020	1.86
7/28/2020	2.17
7/29/2020	1.24
7/30/2020	1.56
7/31/2020	0.93
8/3/2020	0.77
8/4/2020	0.19
8/5/2020	0.47
8/6/2020	-0.07
8/7/2020	-0.65
8/10/2020	-0.54
8/11/2020	-0.23
8/12/2020	-0.72
8/13/2020	-1.08
8/14/2020	-1.13
8/17/2020	-0.78
8/18/2020	-0.81
8/19/2020	-1.03
8/20/2020	-0.84
8/21/2020	-0.51
8/24/2020	-0.99
8/25/2020	-1.48
8/26/2020	-1.27
8/27/2020	-1.93
8/28/2020	-2.72
8/31/2020	-2.09
9/1/2020	-2.95
9/2/2020	-2.84
9/3/2020	-2.21
9/4/2020	-1.96
9/8/2020	-1.98
9/9/2020	-1.65
9/10/2020	-2.06
9/11/2020	-1.98
9/14/2020	-2.05
9/15/2020	-2.01
9/16/2020	-2.13
9/17/2020	-1.86
9/18/2020	-3.39
9/21/2020	-3.29
9/22/2020	-1.69
9/23/2020	-0.74
9/24/2020	-0.03
9/25/2020	0.45
9/28/2020	0.10
9/29/2020	-0.30
9/30/2020	-0.39
10/1/2020	0.57
10/2/2020	0.44
10/5/2020	0.77
10/6/2020	1.08
10/7/2020	0.41
10/8/2020	0.50
10/9/2020	0.22
10/13/2020	-0.04
10/14/2020	-0.61
10/15/2020	0.19
10/16/2020	0.03
10/19/2020	-0.17
10/20/2020	-0.28
10/21/2020	0.54
10/22/2020	0.22
10/23/2020	-0.10
10/26/2020	-0.24
10/27/2020	0.24
10/28/2020	0.49
10/29/2020	0.20
10/30/2020	0.25
11/2/2020	-0.40
11/3/2020	0.08
11/4/2020	-0.22
11/5/2020	0.87
11/6/2020	0.85
11/9/2020	-0.01
11/10/2020	0.29
11/12/2020	-0.46
11/13/2020	0.13
11/16/2020	-0.30
11/17/2020	0.09
11/18/2020	0.26
11/19/2020	0.32
11/20/2020	0.06
11/23/2020	0.09
11/24/2020	0.14
11/25/2020	0.05
11/27/2020	0.14
11/30/2020	-1.38
12/1/2020	-1.50
12/2/2020	-1.43
12/3/2020	-0.41
12/4/2020	-0.51
12/7/2020	-0.91
12/8/2020	-0.58
12/9/2020	-0.26
12/10/2020	0.84
12/11/2020	0.70
12/14/2020	0.17
12/15/2020	0.10
12/16/2020	0.19
12/17/2020	-0.34
12/18/2020	-2.12
12/21/2020	-1.88
12/22/2020	-1.45
12/23/2020	-0.22
12/24/2020	1.77
12/28/2020	1.01
12/29/2020	0.78
12/30/2020	-0.45
12/31/2020	1.18

Source: FR 2052a.

Return to text

Figure 3.1: Composite LCR Measures: 2017-19. High LCR G-SIB Group*

Percentage Point

Date	Daily	Quarterly
1/3/2017	116.37	120.50
1/4/2017	115.38	120.50
1/5/2017	116.72	120.50
1/6/2017	115.01	120.50
1/9/2017	114.54	120.50
1/10/2017	116.63	120.50
1/11/2017	116.85	120.50
1/12/2017	115.77	120.50
1/13/2017	116.11	120.50
1/17/2017	117.86	120.50
1/18/2017	118.43	120.50
1/19/2017	117.12	120.50
1/20/2017	117.01	120.50
1/23/2017	118.38	120.50
1/24/2017	121.24	120.50
1/25/2017	119.61	120.50
1/26/2017	120.07	120.50
1/27/2017	120.86	120.50
1/30/2017	120.23	120.50
1/31/2017	121.49	120.50
2/1/2017	121.08	120.50
2/2/2017	121.32	120.50
2/3/2017	121.83	120.50
2/6/2017	121.21	120.50
2/7/2017	121.57	120.50
2/8/2017	122.44	120.50
2/9/2017	121.82	120.50
2/10/2017	121.60	120.50
2/13/2017	121.75	120.50
2/14/2017	122.33	120.50
2/15/2017	122.57	120.50
2/16/2017	122.64	120.50
2/17/2017	123.75	120.50
2/21/2017	122.59	120.50
2/22/2017	122.33	120.50
2/23/2017	121.38	120.50
2/24/2017	122.47	120.50
2/27/2017	123.10	120.50
2/28/2017	122.45	120.50
3/1/2017	122.18	120.50
3/2/2017	121.93	120.50
3/3/2017	122.22	120.50
3/6/2017	120.96	120.50
3/7/2017	123.29	120.50
3/8/2017	122.85	120.50
3/9/2017	122.47	120.50
3/10/2017	122.17	120.50
3/13/2017	120.96	120.50
3/14/2017	121.02	120.50
3/15/2017	120.56	120.50
3/16/2017	119.42	120.50
3/17/2017	119.52	120.50
3/20/2017	119.30	120.50
3/21/2017	120.29	120.50
3/22/2017	121.05	120.50
3/23/2017	120.54	120.50
3/24/2017	121.90	120.50
3/27/2017	121.65	120.50
3/28/2017	122.34	120.50
3/29/2017	122.67	120.50
3/30/2017	122.33	120.50
3/31/2017	123.73	120.50
4/3/2017	123.83	123.45
4/4/2017	124.91	123.45
4/5/2017	125.15	123.45
4/6/2017	125.49	123.45
4/7/2017	125.05	123.45
4/10/2017	126.57	123.45
4/11/2017	124.65	123.45
4/12/2017	125.25	123.45
4/13/2017	121.76	123.45
4/14/2017	122.65	123.45
4/17/2017	124.01	123.45
4/18/2017	125.61	123.45
4/19/2017	126.18	123.45
4/20/2017	124.13	123.45
4/21/2017	124.02	123.45
4/24/2017	124.71	123.45
4/25/2017	122.45	123.45
4/26/2017	122.60	123.45
4/27/2017	123.23	123.45
4/28/2017	120.22	123.45
5/1/2017	120.94	123.45
5/2/2017	118.79	123.45
5/3/2017	121.38	123.45
5/4/2017	120.93	123.45
5/5/2017	119.74	123.45
5/8/2017	120.90	123.45
5/9/2017	121.23	123.45
5/10/2017	120.73	123.45
5/11/2017	121.12	123.45
5/12/2017	120.47	123.45
5/15/2017	120.36	123.45
5/16/2017	121.25	123.45
5/17/2017	121.72	123.45
5/18/2017	122.38	123.45
5/19/2017	124.19	123.45
5/22/2017	123.31	123.45
5/23/2017	124.61	123.45
5/24/2017	124.55	123.45
5/25/2017	124.67	123.45
5/26/2017	124.63	123.45
5/30/2017	125.02	123.45
5/31/2017	126.85	123.45
6/1/2017	125.65	123.45
6/2/2017	125.41	123.45
6/5/2017	126.37	123.45
6/6/2017	125.92	123.45
6/7/2017	126.64	123.45
6/8/2017	124.20	123.45
6/9/2017	125.18	123.45
6/12/2017	124.53	123.45
6/13/2017	123.43	123.45
6/14/2017	122.61	123.45
6/15/2017	123.60	123.45
6/16/2017	123.85	123.45
6/19/2017	123.06	123.45
6/20/2017	122.04	123.45
6/21/2017	122.51	123.45
6/22/2017	124.37	123.45
6/23/2017	124.81	123.45
6/26/2017	124.16	123.45
6/27/2017	123.73	123.45
6/28/2017	122.25	123.45
6/29/2017	122.56	123.45
6/30/2017	121.89	123.45
7/3/2017	121.81	127.92
7/5/2017	123.59	127.92
7/6/2017	123.54	127.92
7/7/2017	124.60	127.92
7/10/2017	124.14	127.92
7/11/2017	124.18	127.92
7/12/2017	124.72	127.92
7/13/2017	124.50	127.92
7/14/2017	123.20	127.92
7/17/2017	125.40	127.92
7/18/2017	124.58	127.92
7/19/2017	126.12	127.92
7/20/2017	124.62	127.92
7/21/2017	126.20	127.92
7/24/2017	126.75	127.92
7/25/2017	126.76	127.92
7/26/2017	128.13	127.92
7/27/2017	128.97	127.92
7/28/2017	131.72	127.92
7/31/2017	129.72	127.92
8/1/2017	129.32	127.92
8/2/2017	130.83	127.92
8/3/2017	129.98	127.92
8/4/2017	130.94	127.92
8/7/2017	130.49	127.92
8/8/2017	130.08	127.92
8/9/2017	130.70	127.92
8/10/2017	130.33	127.92
8/11/2017	132.29	127.92
8/14/2017	130.30	127.92
8/15/2017	128.64	127.92
8/16/2017	128.67	127.92
8/17/2017	129.42	127.92
8/18/2017	130.62	127.92
8/21/2017	131.94	127.92
8/22/2017	132.07	127.92
8/23/2017	131.81	127.92
8/24/2017	131.44	127.92
8/25/2017	130.42	127.92
8/28/2017	131.46	127.92
8/29/2017	134.22	127.92
8/30/2017	131.67	127.92
8/31/2017	129.28	127.92
9/1/2017	129.34	127.92
9/5/2017	129.63	127.92
9/6/2017	129.64	127.92
9/7/2017	129.48	127.92
9/8/2017	131.53	127.92
9/11/2017	129.81	127.92
9/12/2017	127.41	127.92
9/13/2017	128.03	127.92
9/14/2017	126.50	127.92
9/15/2017	124.85	127.92
9/18/2017	126.76	127.92
9/19/2017	124.26	127.92
9/20/2017	121.48	127.92
9/21/2017	124.53	127.92
9/22/2017	126.95	127.92
9/25/2017	125.79	127.92
9/26/2017	125.88	127.92
9/27/2017	125.95	127.92
9/28/2017	125.87	127.92
9/29/2017	125.05	127.92
10/2/2017	126.93	126.54
10/3/2017	126.30	126.54
10/4/2017	127.61	126.54
10/5/2017	128.10	126.54
10/6/2017	127.70	126.54
10/10/2017	128.35	126.54
10/11/2017	128.12	126.54
10/12/2017	128.76	126.54
10/13/2017	127.94	126.54
10/16/2017	129.46	126.54
10/17/2017	129.54	126.54
10/18/2017	128.81	126.54
10/19/2017	128.04	126.54
10/20/2017	127.89	126.54
10/23/2017	128.79	126.54
10/24/2017	128.36	126.54
10/25/2017	126.97	126.54
10/26/2017	124.75	126.54
10/27/2017	124.68	126.54
10/30/2017	124.90	126.54
10/31/2017	125.98	126.54
11/1/2017	127.28	126.54
11/2/2017	124.78	126.54
11/3/2017	130.36	126.54
11/6/2017	129.53	126.54
11/7/2017	130.26	126.54
11/8/2017	130.31	126.54
11/9/2017	130.49	126.54
11/10/2017	129.40	126.54
11/13/2017	129.09	126.54
11/14/2017	127.83	126.54
11/15/2017	128.28	126.54
11/16/2017	127.34	126.54
11/17/2017	126.30	126.54
11/20/2017	125.78	126.54
11/21/2017	126.41	126.54
11/22/2017	125.30	126.54
11/24/2017	126.03	126.54
11/27/2017	127.25	126.54
11/28/2017	125.80	126.54
11/29/2017	124.45	126.54
11/30/2017	123.80	126.54
12/1/2017	125.03	126.54
12/4/2017	124.13	126.54
12/5/2017	125.57	126.54
12/6/2017	126.59	126.54
12/7/2017	124.81	126.54
12/8/2017	125.70	126.54
12/11/2017	125.85	126.54
12/12/2017	124.89	126.54
12/13/2017	125.14	126.54
12/14/2017	124.35	126.54
12/15/2017	125.87	126.54
12/18/2017	124.84	126.54
12/19/2017	124.23	126.54
12/20/2017	123.94	126.54
12/21/2017	123.67	126.54
12/22/2017	120.62	126.54
12/26/2017	122.33	126.54
12/27/2017	123.75	126.54
12/28/2017	124.92	126.54
12/29/2017	125.47	126.54
1/2/2018	124.33	122.07
1/3/2018	124.76	122.07
1/4/2018	121.71	122.07
1/5/2018	121.11	122.07
1/8/2018	120.15	122.07
1/9/2018	120.08	122.07
1/10/2018	120.62	122.07
1/11/2018	120.43	122.07
1/12/2018	118.97	122.07
1/16/2018	117.44	122.07
1/17/2018	117.37	122.07
1/18/2018	118.02	122.07
1/19/2018	117.79	122.07
1/22/2018	117.81	122.07
1/23/2018	120.37	122.07
1/24/2018	121.57	122.07
1/25/2018	121.77	122.07
1/26/2018	122.23	122.07
1/29/2018	123.14	122.07
1/30/2018	124.36	122.07
1/31/2018	124.31	122.07
2/1/2018	125.18	122.07
2/2/2018	123.30	122.07
2/5/2018	124.01	122.07
2/6/2018	123.44	122.07
2/7/2018	123.95	122.07
2/8/2018	125.00	122.07
2/9/2018	123.05	122.07
2/12/2018	125.12	122.07
2/13/2018	126.53	122.07
2/14/2018	126.47	122.07
2/15/2018	125.62	122.07
2/16/2018	125.73	122.07
2/20/2018	125.64	122.07
2/21/2018	124.71	122.07
2/22/2018	125.17	122.07
2/23/2018	123.81	122.07
2/26/2018	122.63	122.07
2/27/2018	123.03	122.07
2/28/2018	122.12	122.07
3/1/2018	121.71	122.07
3/2/2018	121.47	122.07
3/5/2018	118.06	122.07
3/6/2018	119.38	122.07
3/7/2018	120.58	122.07
3/8/2018	118.85	122.07
3/9/2018	120.17	122.07
3/12/2018	120.65	122.07
3/13/2018	121.68	122.07
3/14/2018	123.02	122.07
3/15/2018	121.98	122.07
3/16/2018	122.54	122.07
3/19/2018	122.76	122.07
3/20/2018	119.66	122.07
3/21/2018	121.97	122.07
3/22/2018	121.67	122.07
3/23/2018	122.89	122.07
3/26/2018	122.81	122.07
3/27/2018	123.73	122.07
3/28/2018	123.13	122.07
3/29/2018	118.11	122.07
3/30/2018	118.47	122.07
4/2/2018	123.70	124.71
4/3/2018	123.87	124.71
4/4/2018	124.89	124.71
4/5/2018	124.33	124.71
4/6/2018	126.45	124.71
4/9/2018	125.86	124.71
4/10/2018	126.50	124.71
4/11/2018	126.99	124.71
4/12/2018	126.67	124.71
4/13/2018	127.14	124.71
4/16/2018	127.06	124.71
4/17/2018	126.73	124.71
4/18/2018	127.55	124.71
4/19/2018	127.81	124.71
4/20/2018	127.50	124.71
4/23/2018	126.04	124.71
4/24/2018	127.37	124.71
4/25/2018	124.63	124.71
4/26/2018	123.73	124.71
4/27/2018	123.80	124.71
4/30/2018	122.25	124.71
5/1/2018	122.14	124.71
5/2/2018	121.96	124.71
5/3/2018	123.65	124.71
5/4/2018	124.23	124.71
5/7/2018	123.61	124.71
5/8/2018	125.68	124.71
5/9/2018	125.15	124.71
5/10/2018	124.74	124.71
5/11/2018	125.08	124.71
5/14/2018	125.82	124.71
5/15/2018	125.72	124.71
5/16/2018	124.41	124.71
5/17/2018	124.11	124.71
5/18/2018	125.89	124.71
5/21/2018	123.65	124.71
5/22/2018	125.45	124.71
5/23/2018	126.25	124.71
5/24/2018	126.08	124.71
5/25/2018	123.84	124.71
5/29/2018	122.96	124.71
5/30/2018	122.40	124.71
5/31/2018	122.73	124.71
6/1/2018	122.54	124.71
6/4/2018	122.70	124.71
6/5/2018	122.90	124.71
6/6/2018	123.49	124.71
6/7/2018	123.96	124.71
6/8/2018	126.41	124.71
6/11/2018	124.40	124.71
6/12/2018	123.85	124.71
6/13/2018	124.16	124.71
6/14/2018	121.57	124.71
6/15/2018	123.96	124.71
6/18/2018	123.51	124.71
6/19/2018	123.61	124.71
6/20/2018	125.26	124.71
6/21/2018	126.05	124.71
6/22/2018	125.52	124.71
6/25/2018	125.78	124.71
6/26/2018	124.85	124.71
6/27/2018	124.90	124.71
6/28/2018	123.23	124.71
6/29/2018	122.62	124.71
7/2/2018	123.56	126.73
7/3/2018	124.64	126.73
7/5/2018	127.10	126.73
7/6/2018	128.18	126.73
7/9/2018	127.53	126.73
7/10/2018	129.71	126.73
7/11/2018	129.76	126.73
7/12/2018	128.71	126.73
7/13/2018	130.10	126.73
7/16/2018	130.87	126.73
7/17/2018	131.96	126.73
7/18/2018	131.95	126.73
7/19/2018	131.20	126.73
7/20/2018	131.33	126.73
7/23/2018	130.27	126.73
7/24/2018	130.64	126.73
7/25/2018	130.20	126.73
7/26/2018	129.44	126.73
7/27/2018	130.00	126.73
7/30/2018	129.35	126.73
7/31/2018	128.46	126.73
8/1/2018	128.28	126.73
8/2/2018	127.44	126.73
8/6/2018	127.94	126.73
8/7/2018	127.25	126.73
8/8/2018	126.28	126.73
8/9/2018	124.59	126.73
8/10/2018	124.93	126.73
8/13/2018	126.50	126.73
8/14/2018	126.10	126.73
8/15/2018	126.93	126.73
8/16/2018	126.06	126.73
8/17/2018	124.74	126.73
8/20/2018	126.27	126.73
8/21/2018	127.02	126.73
8/22/2018	126.47	126.73
8/23/2018	126.53	126.73
8/24/2018	127.09	126.73
8/27/2018	126.00	126.73
8/28/2018	126.40	126.73
8/29/2018	126.91	126.73
8/30/2018	126.12	126.73
8/31/2018	126.07	126.73
9/4/2018	125.54	126.73
9/5/2018	127.64	126.73
9/6/2018	125.72	126.73
9/7/2018	125.03	126.73
9/10/2018	125.13	126.73
9/11/2018	123.80	126.73
9/12/2018	126.14	126.73
9/13/2018	125.21	126.73
9/14/2018	123.59	126.73
9/17/2018	126.85	126.73
9/18/2018	125.12	126.73
9/19/2018	126.20	126.73
9/20/2018	125.32	126.73
9/21/2018	120.42	126.73
9/24/2018	122.43	126.73
9/25/2018	121.09	126.73
9/26/2018	122.36	126.73
9/27/2018	121.56	126.73
9/28/2018	121.51	126.73
10/1/2018	120.50	127.37
10/2/2018	120.88	127.37
10/3/2018	122.94	127.37
10/4/2018	123.33	127.37
10/5/2018	123.70	127.37
10/9/2018	123.78	127.37
10/10/2018	126.26	127.37
10/11/2018	126.41	127.37
10/12/2018	124.28	127.37
10/15/2018	126.45	127.37
10/16/2018	127.23	127.37
10/17/2018	127.42	127.37
10/18/2018	128.02	127.37
10/19/2018	128.63	127.37
10/22/2018	129.50	127.37
10/23/2018	130.32	127.37
10/24/2018	130.33	127.37
10/25/2018	129.57	127.37
10/26/2018	131.14	127.37
10/29/2018	131.84	127.37
10/30/2018	130.67	127.37
10/31/2018	127.27	127.37
11/1/2018	124.96	127.37
11/2/2018	123.90	127.37
11/5/2018	125.92	127.37
11/6/2018	125.07	127.37
11/7/2018	125.90	127.37
11/8/2018	124.20	127.37
11/9/2018	125.88	127.37
11/13/2018	124.31	127.37
11/14/2018	126.41	127.37
11/15/2018	126.28	127.37
11/16/2018	125.85	127.37
11/19/2018	127.30	127.37
11/20/2018	129.87	127.37
11/21/2018	127.80	127.37
11/23/2018	128.16	127.37
11/26/2018	127.78	127.37
11/27/2018	128.15	127.37
11/28/2018	127.94	127.37
11/29/2018	128.69	127.37
11/30/2018	127.83	127.37
12/3/2018	129.88	127.37
12/4/2018	127.90	127.37
12/5/2018	129.69	127.37
12/6/2018	130.29	127.37
12/7/2018	129.83	127.37
12/10/2018	128.48	127.37
12/11/2018	128.99	127.37
12/12/2018	130.14	127.37
12/13/2018	128.45	127.37
12/14/2018	128.16	127.37
12/17/2018	128.95	127.37
12/18/2018	129.36	127.37
12/19/2018	128.88	127.37
12/20/2018	128.30	127.37
12/21/2018	126.14	127.37
12/24/2018	127.40	127.37
12/26/2018	128.81	127.37
12/27/2018	129.03	127.37
12/28/2018	127.73	127.37
12/31/2018	127.60	127.37
1/2/2019	128.77	131.06
1/3/2019	130.60	131.06
1/4/2019	129.88	131.06
1/7/2019	129.28	131.06
1/8/2019	129.76	131.06
1/9/2019	131.54	131.06
1/10/2019	131.12	131.06
1/11/2019	129.66	131.06
1/14/2019	129.41	131.06
1/15/2019	130.94	131.06
1/16/2019	131.73	131.06
1/17/2019	129.64	131.06
1/18/2019	129.53	131.06
1/22/2019	130.56	131.06
1/23/2019	133.55	131.06
1/24/2019	134.04	131.06
1/25/2019	133.00	131.06
1/28/2019	130.99	131.06
1/29/2019	131.06	131.06
1/30/2019	131.61	131.06
1/31/2019	131.50	131.06
2/1/2019	132.30	131.06
2/4/2019	131.60	131.06
2/5/2019	132.37	131.06
2/6/2019	131.43	131.06
2/7/2019	131.17	131.06
2/8/2019	129.20	131.06
2/11/2019	129.86	131.06
2/12/2019	132.18	131.06
2/13/2019	129.87	131.06
2/14/2019	128.69	131.06
2/15/2019	130.02	131.06
2/19/2019	131.36	131.06
2/20/2019	130.66	131.06
2/21/2019	131.11	131.06
2/22/2019	130.70	131.06
2/25/2019	131.06	131.06
2/26/2019	131.49	131.06
2/27/2019	129.85	131.06
2/28/2019	129.70	131.06
3/1/2019	128.22	131.06
3/4/2019	128.20	131.06
3/5/2019	130.54	131.06
3/6/2019	130.05	131.06
3/7/2019	131.02	131.06
3/8/2019	131.45	131.06
3/11/2019	130.72	131.06
3/12/2019	130.99	131.06
3/13/2019	131.97	131.06
3/14/2019	131.01	131.06
3/15/2019	132.83	131.06
3/18/2019	133.16	131.06
3/19/2019	131.84	131.06
3/20/2019	131.39	131.06
3/21/2019	134.38	131.06
3/22/2019	133.55	131.06
3/25/2019	133.67	131.06
3/26/2019	132.47	131.06
3/27/2019	132.12	131.06
3/28/2019	130.71	131.06
3/29/2019	131.36	131.06
4/1/2019	131.08	130.87
4/2/2019	132.91	130.87
4/3/2019	133.00	130.87
4/4/2019	131.41	130.87
4/5/2019	132.31	130.87
4/8/2019	131.37	130.87
4/9/2019	133.38	130.87
4/10/2019	133.96	130.87
4/11/2019	131.95	130.87
4/12/2019	131.67	130.87
4/15/2019	131.91	130.87
4/16/2019	132.33	130.87
4/17/2019	131.91	130.87
4/18/2019	125.92	130.87
4/19/2019	126.18	130.87
4/22/2019	129.77	130.87
4/23/2019	130.55	130.87
4/24/2019	131.15	130.87
4/25/2019	130.10	130.87
4/26/2019	128.41	130.87
4/29/2019	127.96	130.87
4/30/2019	125.05	130.87
5/1/2019	126.94	130.87
5/2/2019	127.83	130.87
5/3/2019	127.02	130.87
5/6/2019	130.06	130.87
5/7/2019	129.86	130.87
5/8/2019	130.51	130.87
5/9/2019	130.15	130.87
5/10/2019	131.64	130.87
5/13/2019	131.55	130.87
5/14/2019	132.70	130.87
5/15/2019	132.61	130.87
5/16/2019	130.96	130.87
5/17/2019	131.29	130.87
5/20/2019	130.69	130.87
5/21/2019	131.77	130.87
5/22/2019	131.89	130.87
5/23/2019	133.44	130.87
5/24/2019	133.74	130.87
5/28/2019	132.40	130.87
5/29/2019	133.78	130.87
5/30/2019	133.10	130.87
5/31/2019	131.67	130.87
6/3/2019	133.89	130.87
6/4/2019	133.68	130.87
6/5/2019	133.43	130.87
6/6/2019	133.33	130.87
6/7/2019	133.05	130.87
6/10/2019	133.31	130.87
6/11/2019	132.46	130.87
6/12/2019	133.16	130.87
6/13/2019	130.89	130.87
6/14/2019	130.63	130.87
6/17/2019	131.12	130.87
6/18/2019	130.87	130.87
6/19/2019	130.52	130.87
6/20/2019	129.29	130.87
6/21/2019	130.64	130.87
6/24/2019	129.36	130.87
6/25/2019	127.52	130.87
6/26/2019	125.16	130.87
6/27/2019	126.57	130.87
6/28/2019	126.72	130.87
7/1/2019	126.44	127.44
7/2/2019	125.88	127.44
7/3/2019	127.10	127.44
7/5/2019	128.76	127.44
7/8/2019	127.41	127.44
7/9/2019	127.80	127.44
7/10/2019	128.22	127.44
7/11/2019	128.67	127.44
7/12/2019	125.93	127.44
7/15/2019	129.58	127.44
7/16/2019	128.47	127.44
7/17/2019	129.44	127.44
7/18/2019	128.50	127.44
7/19/2019	128.38	127.44
7/22/2019	126.64	127.44
7/23/2019	129.35	127.44
7/24/2019	129.96	127.44
7/25/2019	129.51	127.44
7/26/2019	129.15	127.44
7/29/2019	129.45	127.44
7/30/2019	128.38	127.44
7/31/2019	127.52	127.44
8/1/2019	125.41	127.44
8/2/2019	127.55	127.44
8/5/2019	129.23	127.44
8/6/2019	128.75	127.44
8/7/2019	130.18	127.44
8/8/2019	126.88	127.44
8/9/2019	128.53	127.44
8/12/2019	130.26	127.44
8/13/2019	129.45	127.44
8/14/2019	130.19	127.44
8/15/2019	129.75	127.44
8/16/2019	129.30	127.44
8/19/2019	128.73	127.44
8/20/2019	128.22	127.44
8/21/2019	128.64	127.44
8/22/2019	129.29	127.44
8/23/2019	130.30	127.44
8/26/2019	130.73	127.44
8/27/2019	128.03	127.44
8/28/2019	126.03	127.44
8/29/2019	126.43	127.44
8/30/2019	126.06	127.44
9/3/2019	127.90	127.44
9/4/2019	128.83	127.44
9/5/2019	125.85	127.44
9/6/2019	126.65	127.44
9/9/2019	126.34	127.44
9/10/2019	125.62	127.44
9/11/2019	125.52	127.44
9/12/2019	122.84	127.44
9/13/2019	121.67	127.44
9/16/2019	123.85	127.44
9/17/2019	124.46	127.44
9/18/2019	124.62	127.44
9/19/2019	124.02	127.44
9/20/2019	124.06	127.44
9/23/2019	126.04	127.44
9/24/2019	125.12	127.44
9/25/2019	125.75	127.44
9/26/2019	124.99	127.44
9/27/2019	126.21	127.44
10/1/2019	126.61	124.76
10/2/2019	127.08	124.76
10/3/2019	126.90	124.76
10/4/2019	125.65	124.76
10/7/2019	126.92	124.76
10/8/2019	127.92	124.76
10/9/2019	127.09	124.76
10/10/2019	127.54	124.76
10/11/2019	124.83	124.76
10/15/2019	124.63	124.76
10/16/2019	124.57	124.76
10/17/2019	125.42	124.76
10/18/2019	126.20	124.76
10/21/2019	125.38	124.76
10/22/2019	124.61	124.76
10/23/2019	125.92	124.76
10/24/2019	125.55	124.76
10/25/2019	125.67	124.76
10/28/2019	125.33	124.76
10/29/2019	124.55	124.76
10/30/2019	124.43	124.76
10/31/2019	126.17	124.76
11/1/2019	125.27	124.76
11/4/2019	124.39	124.76
11/5/2019	125.61	124.76
11/6/2019	125.60	124.76
11/7/2019	124.37	124.76
11/8/2019	124.64	124.76
11/12/2019	125.14	124.76
11/13/2019	127.13	124.76
11/14/2019	126.34	124.76
11/15/2019	125.49	124.76
11/18/2019	126.44	124.76
11/19/2019	125.21	124.76
11/20/2019	125.02	124.76
11/21/2019	126.99	124.76
11/22/2019	127.57	124.76
11/25/2019	126.95	124.76
11/26/2019	126.31	124.76
11/27/2019	125.86	124.76
11/29/2019	125.90	124.76
12/2/2019	125.92	124.76
12/3/2019	125.03	124.76
12/4/2019	125.57	124.76
12/5/2019	124.93	124.76
12/6/2019	124.58	124.76
12/9/2019	124.63	124.76
12/10/2019	125.34	124.76
12/11/2019	125.16	124.76
12/12/2019	122.70	124.76
12/13/2019	122.53	124.76
12/16/2019	121.03	124.76
12/17/2019	121.43	124.76
12/18/2019	121.84	124.76
12/19/2019	120.38	124.76
12/20/2019	121.88	124.76
12/23/2019	120.94	124.76
12/24/2019	116.93	124.76
12/26/2019	120.77	124.76
12/27/2019	122.76	124.76
12/30/2019	120.93	124.76
12/31/2019	120.91	124.76

* High LCR group consists of Bank of NY Mellon, Goldman Sachs, Morgan Stanley, and Wells Fargo.

Source: FR 2052a.

Return to text

Figure 3.2: Composite LCR Measures: 2017-19. Low LCR G-SIB Group**

Percentage Point

Date	Daily	Quarterly
1/3/2017	118.54	119.06
1/4/2017	118.25	119.06
1/5/2017	119.33	119.06
1/6/2017	119.49	119.06
1/9/2017	118.83	119.06
1/10/2017	119.78	119.06
1/11/2017	119.77	119.06
1/12/2017	120.02	119.06
1/13/2017	120.50	119.06
1/17/2017	122.05	119.06
1/18/2017	120.36	119.06
1/19/2017	120.81	119.06
1/20/2017	120.36	119.06
1/23/2017	120.28	119.06
1/24/2017	120.49	119.06
1/25/2017	119.67	119.06
1/26/2017	119.44	119.06
1/27/2017	120.19	119.06
1/30/2017	119.73	119.06
1/31/2017	120.25	119.06
2/1/2017	119.66	119.06
2/2/2017	120.91	119.06
2/3/2017	120.61	119.06
2/6/2017	119.32	119.06
2/7/2017	120.51	119.06
2/8/2017	121.28	119.06
2/9/2017	120.68	119.06
2/10/2017	120.97	119.06
2/13/2017	120.32	119.06
2/14/2017	119.27	119.06
2/15/2017	120.10	119.06
2/16/2017	118.81	119.06
2/17/2017	118.46	119.06
2/21/2017	117.81	119.06
2/22/2017	117.37	119.06
2/23/2017	118.28	119.06
2/24/2017	116.96	119.06
2/27/2017	116.82	119.06
2/28/2017	116.42	119.06
3/1/2017	116.78	119.06
3/2/2017	116.73	119.06
3/3/2017	116.20	119.06
3/6/2017	116.82	119.06
3/7/2017	117.05	119.06
3/8/2017	116.99	119.06
3/9/2017	116.17	119.06
3/10/2017	116.41	119.06
3/13/2017	114.87	119.06
3/14/2017	116.43	119.06
3/15/2017	117.24	119.06
3/16/2017	116.22	119.06
3/17/2017	117.38	119.06
3/20/2017	118.70	119.06
3/21/2017	119.53	119.06
3/22/2017	119.95	119.06
3/23/2017	119.55	119.06
3/24/2017	119.05	119.06
3/27/2017	120.44	119.06
3/28/2017	121.30	119.06
3/29/2017	120.69	119.06
3/30/2017	122.23	119.06
3/31/2017	122.00	119.06
4/3/2017	120.46	123.29
4/4/2017	121.58	123.29
4/5/2017	121.40	123.29
4/6/2017	122.13	123.29
4/7/2017	122.71	123.29
4/10/2017	122.05	123.29
4/11/2017	122.73	123.29
4/12/2017	123.25	123.29
4/13/2017	122.61	123.29
4/14/2017	122.52	123.29
4/17/2017	122.86	123.29
4/18/2017	122.63	123.29
4/19/2017	122.83	123.29
4/20/2017	122.80	123.29
4/21/2017	122.72	123.29
4/24/2017	124.02	123.29
4/25/2017	122.88	123.29
4/26/2017	120.61	123.29
4/27/2017	122.28	123.29
4/28/2017	118.87	123.29
5/1/2017	121.77	123.29
5/2/2017	121.49	123.29
5/3/2017	121.82	123.29
5/4/2017	121.99	123.29
5/5/2017	120.80	123.29
5/8/2017	121.55	123.29
5/9/2017	121.32	123.29
5/10/2017	121.38	123.29
5/11/2017	122.48	123.29
5/12/2017	119.94	123.29
5/15/2017	120.14	123.29
5/16/2017	120.57	123.29
5/17/2017	122.31	123.29
5/18/2017	122.26	123.29
5/19/2017	122.37	123.29
5/22/2017	123.54	123.29
5/23/2017	122.84	123.29
5/24/2017	123.85	123.29
5/25/2017	123.22	123.29
5/26/2017	123.99	123.29
5/30/2017	123.59	123.29
5/31/2017	123.30	123.29
6/1/2017	123.51	123.29
6/2/2017	125.41	123.29
6/5/2017	125.85	123.29
6/6/2017	125.45	123.29
6/7/2017	124.65	123.29
6/8/2017	125.00	123.29
6/9/2017	123.83	123.29
6/12/2017	124.20	123.29
6/13/2017	124.72	123.29
6/14/2017	124.43	123.29
6/15/2017	124.23	123.29
6/16/2017	124.69	123.29
6/19/2017	125.10	123.29
6/20/2017	126.60	123.29
6/21/2017	127.06	123.29
6/22/2017	127.10	123.29
6/23/2017	126.89	123.29
6/26/2017	127.56	123.29
6/27/2017	127.43	123.29
6/28/2017	126.84	123.29
6/29/2017	125.85	123.29
6/30/2017	123.58	123.29
7/3/2017	123.35	123.05
7/5/2017	124.19	123.05
7/6/2017	125.42	123.05
7/7/2017	124.81	123.05
7/10/2017	124.64	123.05
7/11/2017	125.00	123.05
7/12/2017	124.82	123.05
7/13/2017	123.94	123.05
7/14/2017	122.74	123.05
7/17/2017	123.45	123.05
7/18/2017	123.37	123.05
7/19/2017	123.45	123.05
7/20/2017	123.64	123.05
7/21/2017	123.19	123.05
7/24/2017	123.51	123.05
7/25/2017	124.34	123.05
7/26/2017	123.41	123.05
7/27/2017	122.47	123.05
7/28/2017	122.76	123.05
7/31/2017	122.44	123.05
8/1/2017	122.83	123.05
8/2/2017	122.50	123.05
8/3/2017	123.49	123.05
8/4/2017	123.32	123.05
8/7/2017	123.14	123.05
8/8/2017	123.62	123.05
8/9/2017	123.76	123.05
8/10/2017	124.12	123.05
8/11/2017	124.63	123.05
8/14/2017	123.68	123.05
8/15/2017	124.11	123.05
8/16/2017	124.63	123.05
8/17/2017	124.26	123.05
8/18/2017	123.44	123.05
8/21/2017	123.19	123.05
8/22/2017	123.68	123.05
8/23/2017	123.44	123.05
8/24/2017	122.86	123.05
8/25/2017	122.70	123.05
8/28/2017	123.83	123.05
8/29/2017	122.76	123.05
8/30/2017	122.44	123.05
8/31/2017	122.36	123.05
9/1/2017	122.31	123.05
9/5/2017	121.38	123.05
9/6/2017	121.60	123.05
9/7/2017	121.93	123.05
9/8/2017	121.59	123.05
9/11/2017	121.31	123.05
9/12/2017	120.64	123.05
9/13/2017	120.81	123.05
9/14/2017	119.88	123.05
9/15/2017	121.31	123.05
9/18/2017	121.48	123.05
9/19/2017	122.04	123.05
9/20/2017	122.08	123.05
9/21/2017	122.18	123.05
9/22/2017	122.49	123.05
9/25/2017	122.69	123.05
9/26/2017	123.66	123.05
9/27/2017	122.72	123.05
9/28/2017	123.79	123.05
9/29/2017	122.56	123.05
10/2/2017	123.87	122.85
10/3/2017	123.99	122.85
10/4/2017	124.32	122.85
10/5/2017	124.33	122.85
10/6/2017	123.83	122.85
10/10/2017	123.68	122.85
10/11/2017	123.26	122.85
10/12/2017	123.08	122.85
10/13/2017	123.34	122.85
10/16/2017	122.91	122.85
10/17/2017	122.80	122.85
10/18/2017	123.19	122.85
10/19/2017	123.63	122.85
10/20/2017	123.27	122.85
10/23/2017	123.87	122.85
10/24/2017	123.91	122.85
10/25/2017	124.51	122.85
10/26/2017	123.93	122.85
10/27/2017	124.29	122.85
10/30/2017	122.69	122.85
10/31/2017	122.82	122.85
11/1/2017	122.61	122.85
11/2/2017	122.07	122.85
11/3/2017	122.57	122.85
11/6/2017	122.24	122.85
11/7/2017	123.44	122.85
11/8/2017	123.25	122.85
11/9/2017	123.44	122.85
11/10/2017	122.18	122.85
11/13/2017	122.12	122.85
11/14/2017	122.07	122.85
11/15/2017	123.41	122.85
11/16/2017	122.07	122.85
11/17/2017	123.14	122.85
11/20/2017	122.96	122.85
11/21/2017	122.66	122.85
11/22/2017	123.50	122.85
11/24/2017	122.56	122.85
11/27/2017	121.91	122.85
11/28/2017	122.70	122.85
11/29/2017	122.38	122.85
11/30/2017	121.64	122.85
12/1/2017	120.79	122.85
12/4/2017	121.19	122.85
12/5/2017	121.30	122.85
12/6/2017	122.50	122.85
12/7/2017	122.12	122.85
12/8/2017	122.68	122.85
12/11/2017	122.86	122.85
12/12/2017	122.69	122.85
12/13/2017	122.43	122.85
12/14/2017	123.01	122.85
12/15/2017	122.26	122.85
12/18/2017	122.49	122.85
12/19/2017	122.44	122.85
12/20/2017	122.03	122.85
12/21/2017	123.23	122.85
12/22/2017	123.18	122.85
12/26/2017	123.39	122.85
12/27/2017	122.49	122.85
12/28/2017	121.72	122.85
12/29/2017	121.67	122.85
1/2/2018	119.78	121.82
1/3/2018	121.54	121.82
1/4/2018	122.47	121.82
1/5/2018	121.36	121.82
1/8/2018	121.77	121.82
1/9/2018	122.26	121.82
1/10/2018	122.16	121.82
1/11/2018	122.34	121.82
1/12/2018	122.47	121.82
1/16/2018	122.28	121.82
1/17/2018	122.52	121.82
1/18/2018	122.11	121.82
1/19/2018	120.30	121.82
1/22/2018	119.70	121.82
1/23/2018	119.52	121.82
1/24/2018	120.61	121.82
1/25/2018	121.37	121.82
1/26/2018	120.04	121.82
1/29/2018	120.70	121.82
1/30/2018	120.16	121.82
1/31/2018	120.37	121.82
2/1/2018	121.10	121.82
2/2/2018	120.43	121.82
2/5/2018	122.19	121.82
2/6/2018	122.49	121.82
2/7/2018	123.41	121.82
2/8/2018	123.27	121.82
2/9/2018	124.34	121.82
2/12/2018	124.26	121.82
2/13/2018	123.50	121.82
2/14/2018	123.03	121.82
2/15/2018	122.39	121.82
2/16/2018	123.15	121.82
2/20/2018	121.49	121.82
2/21/2018	122.10	121.82
2/22/2018	122.71	121.82
2/23/2018	122.38	121.82
2/26/2018	122.27	121.82
2/27/2018	122.03	121.82
2/28/2018	122.10	121.82
3/1/2018	122.84	121.82
3/2/2018	121.43	121.82
3/5/2018	122.95	121.82
3/6/2018	123.02	121.82
3/7/2018	122.35	121.82
3/8/2018	121.90	121.82
3/9/2018	121.21	121.82
3/12/2018	121.79	121.82
3/13/2018	121.42	121.82
3/14/2018	121.54	121.82
3/15/2018	121.63	121.82
3/16/2018	120.82	121.82
3/19/2018	121.77	121.82
3/20/2018	122.27	121.82
3/21/2018	123.48	121.82
3/22/2018	122.22	121.82
3/23/2018	120.84	121.82
3/26/2018	121.76	121.82
3/27/2018	121.06	121.82
3/28/2018	122.37	121.82
3/29/2018	119.60	121.82
3/30/2018	119.84	121.82
4/2/2018	118.91	118.19
4/3/2018	119.41	118.19
4/4/2018	120.07	118.19
4/5/2018	119.91	118.19
4/6/2018	119.84	118.19
4/9/2018	119.08	118.19
4/10/2018	120.25	118.19
4/11/2018	120.08	118.19
4/12/2018	119.70	118.19
4/13/2018	119.14	118.19
4/16/2018	119.39	118.19
4/17/2018	119.50	118.19
4/18/2018	120.30	118.19
4/19/2018	120.53	118.19
4/20/2018	118.96	118.19
4/23/2018	118.77	118.19
4/24/2018	117.87	118.19
4/25/2018	118.90	118.19
4/26/2018	118.40	118.19
4/27/2018	117.43	118.19
4/30/2018	117.20	118.19
5/1/2018	118.12	118.19
5/2/2018	118.82	118.19
5/3/2018	119.20	118.19
5/4/2018	119.23	118.19
5/7/2018	118.60	118.19
5/8/2018	118.54	118.19
5/9/2018	118.51	118.19
5/10/2018	118.65	118.19
5/11/2018	117.71	118.19
5/14/2018	117.72	118.19
5/15/2018	117.39	118.19
5/16/2018	117.85	118.19
5/17/2018	117.17	118.19
5/18/2018	117.50	118.19
5/21/2018	117.14	118.19
5/22/2018	117.75	118.19
5/23/2018	117.93	118.19
5/24/2018	117.87	118.19
5/25/2018	117.56	118.19
5/29/2018	118.35	118.19
5/30/2018	117.29	118.19
5/31/2018	117.14	118.19
6/1/2018	116.83	118.19
6/4/2018	116.92	118.19
6/5/2018	117.52	118.19
6/6/2018	117.27	118.19
6/7/2018	117.30	118.19
6/8/2018	117.33	118.19
6/11/2018	116.36	118.19
6/12/2018	116.82	118.19
6/13/2018	116.27	118.19
6/14/2018	116.09	118.19
6/15/2018	116.75	118.19
6/18/2018	116.53	118.19
6/19/2018	118.08	118.19
6/20/2018	117.97	118.19
6/21/2018	117.69	118.19
6/22/2018	118.18	118.19
6/25/2018	117.49	118.19
6/26/2018	118.64	118.19
6/27/2018	118.23	118.19
6/28/2018	117.78	118.19
6/29/2018	118.71	118.19
7/2/2018	117.46	118.08
7/3/2018	117.33	118.08
7/5/2018	118.40	118.08
7/6/2018	118.33	118.08
7/9/2018	118.12	118.08
7/10/2018	118.44	118.08
7/11/2018	118.27	118.08
7/12/2018	117.84	118.08
7/13/2018	117.84	118.08
7/16/2018	118.02	118.08
7/17/2018	118.05	118.08
7/18/2018	118.68	118.08
7/19/2018	117.70	118.08
7/20/2018	117.41	118.08
7/23/2018	118.75	118.08
7/24/2018	118.48	118.08
7/25/2018	119.12	118.08
7/26/2018	118.12	118.08
7/27/2018	118.69	118.08
7/30/2018	118.23	118.08
7/31/2018	118.76	118.08
8/1/2018	119.13	118.08
8/2/2018	118.34	118.08
8/6/2018	118.83	118.08
8/7/2018	118.45	118.08
8/8/2018	118.33	118.08
8/9/2018	118.38	118.08
8/10/2018	118.52	118.08
8/13/2018	118.68	118.08
8/14/2018	118.59	118.08
8/15/2018	118.94	118.08
8/16/2018	118.58	118.08
8/17/2018	118.42	118.08
8/20/2018	118.41	118.08
8/21/2018	117.89	118.08
8/22/2018	118.47	118.08
8/23/2018	118.38	118.08
8/24/2018	118.43	118.08
8/27/2018	118.04	118.08
8/28/2018	118.41	118.08
8/29/2018	118.03	118.08
8/30/2018	117.97	118.08
8/31/2018	117.97	118.08
9/4/2018	117.96	118.08
9/5/2018	117.83	118.08
9/6/2018	117.31	118.08
9/7/2018	117.50	118.08
9/10/2018	117.80	118.08
9/11/2018	117.73	118.08
9/12/2018	118.01	118.08
9/13/2018	118.42	118.08
9/14/2018	118.00	118.08
9/17/2018	118.35	118.08
9/18/2018	117.68	118.08
9/19/2018	117.53	118.08
9/20/2018	117.18	118.08
9/21/2018	117.24	118.08
9/24/2018	116.80	118.08
9/25/2018	116.78	118.08
9/26/2018	117.03	118.08
9/27/2018	116.30	118.08
9/28/2018	118.08	118.08
10/1/2018	117.02	117.23
10/2/2018	117.63	117.23
10/3/2018	118.17	117.23
10/4/2018	118.64	117.23
10/5/2018	117.68	117.23
10/9/2018	117.13	117.23
10/10/2018	117.65	117.23
10/11/2018	117.88	117.23
10/12/2018	118.15	117.23
10/15/2018	117.43	117.23
10/16/2018	118.04	117.23
10/17/2018	118.59	117.23
10/18/2018	118.78	117.23
10/19/2018	118.11	117.23
10/22/2018	117.53	117.23
10/23/2018	118.03	117.23
10/24/2018	118.95	117.23
10/25/2018	117.95	117.23
10/26/2018	118.58	117.23
10/29/2018	118.85	117.23
10/30/2018	118.02	117.23
10/31/2018	117.81	117.23
11/1/2018	116.61	117.23
11/2/2018	116.85	117.23
11/5/2018	117.21	117.23
11/6/2018	117.54	117.23
11/7/2018	117.04	117.23
11/8/2018	117.89	117.23
11/9/2018	118.11	117.23
11/13/2018	116.40	117.23
11/14/2018	115.46	117.23
11/15/2018	116.91	117.23
11/16/2018	116.17	117.23
11/19/2018	117.12	117.23
11/20/2018	117.74	117.23
11/21/2018	116.86	117.23
11/23/2018	116.92	117.23
11/26/2018	116.28	117.23
11/27/2018	116.26	117.23
11/28/2018	117.03	117.23
11/29/2018	116.28	117.23
11/30/2018	116.99	117.23
12/3/2018	116.88	117.23
12/4/2018	116.77	117.23
12/5/2018	117.94	117.23
12/6/2018	118.42	117.23
12/7/2018	118.18	117.23
12/10/2018	117.93	117.23
12/11/2018	115.59	117.23
12/12/2018	117.84	117.23
12/13/2018	117.53	117.23
12/14/2018	117.45	117.23
12/17/2018	116.89	117.23
12/18/2018	118.05	117.23
12/19/2018	115.82	117.23
12/20/2018	116.27	117.23
12/21/2018	115.78	117.23
12/24/2018	115.43	117.23
12/26/2018	115.33	117.23
12/27/2018	114.58	117.23
12/28/2018	115.69	117.23
12/31/2018	115.73	117.23
1/2/2019	117.50	115.43
1/3/2019	116.92	115.43
1/4/2019	117.68	115.43
1/7/2019	117.34	115.43
1/8/2019	116.94	115.43
1/9/2019	116.42	115.43
1/10/2019	117.24	115.43
1/11/2019	117.09	115.43
1/14/2019	116.95	115.43
1/15/2019	116.88	115.43
1/16/2019	116.32	115.43
1/17/2019	116.10	115.43
1/18/2019	116.87	115.43
1/22/2019	116.61	115.43
1/23/2019	117.69	115.43
1/24/2019	117.85	115.43
1/25/2019	117.79	115.43
1/28/2019	117.09	115.43
1/29/2019	117.57	115.43
1/30/2019	116.93	115.43
1/31/2019	117.57	115.43
2/1/2019	116.75	115.43
2/4/2019	115.80	115.43
2/5/2019	115.91	115.43
2/6/2019	117.04	115.43
2/7/2019	117.37	115.43
2/8/2019	117.93	115.43
2/11/2019	117.21	115.43
2/12/2019	117.29	115.43
2/13/2019	116.98	115.43
2/14/2019	116.30	115.43
2/15/2019	116.37	115.43
2/19/2019	116.03	115.43
2/20/2019	116.97	115.43
2/21/2019	116.66	115.43
2/22/2019	116.09	115.43
2/25/2019	115.90	115.43
2/26/2019	115.59	115.43
2/27/2019	114.93	115.43
2/28/2019	112.85	115.43
3/1/2019	112.42	115.43
3/4/2019	112.38	115.43
3/5/2019	113.29	115.43
3/6/2019	113.70	115.43
3/7/2019	112.89	115.43
3/8/2019	113.06	115.43
3/11/2019	112.86	115.43
3/12/2019	112.93	115.43
3/13/2019	112.62	115.43
3/14/2019	113.02	115.43
3/15/2019	113.48	115.43
3/18/2019	112.35	115.43
3/19/2019	111.85	115.43
3/20/2019	112.18	115.43
3/21/2019	113.66	115.43
3/22/2019	113.79	115.43
3/25/2019	113.51	115.43
3/26/2019	112.84	115.43
3/27/2019	112.83	115.43
3/28/2019	113.37	115.43
3/29/2019	112.70	115.43
4/1/2019	111.67	113.81
4/2/2019	112.72	113.81
4/3/2019	112.77	113.81
4/4/2019	112.82	113.81
4/5/2019	113.06	113.81
4/8/2019	112.39	113.81
4/9/2019	112.66	113.81
4/10/2019	112.78	113.81
4/11/2019	112.82	113.81
4/12/2019	112.64	113.81
4/15/2019	112.35	113.81
4/16/2019	112.53	113.81
4/17/2019	112.84	113.81
4/18/2019	110.95	113.81
4/19/2019	111.90	113.81
4/22/2019	111.92	113.81
4/23/2019	112.43	113.81
4/24/2019	113.22	113.81
4/25/2019	112.63	113.81
4/26/2019	113.27	113.81
4/29/2019	112.17	113.81
4/30/2019	110.88	113.81
5/1/2019	112.29	113.81
5/2/2019	112.82	113.81
5/3/2019	112.87	113.81
5/6/2019	112.84	113.81
5/7/2019	113.16	113.81
5/8/2019	113.25	113.81
5/9/2019	113.56	113.81
5/10/2019	114.07	113.81
5/13/2019	113.84	113.81
5/14/2019	113.72	113.81
5/15/2019	113.65	113.81
5/16/2019	113.32	113.81
5/17/2019	115.03	113.81
5/20/2019	114.59	113.81
5/21/2019	115.21	113.81
5/22/2019	114.87	113.81
5/23/2019	115.21	113.81
5/24/2019	115.72	113.81
5/28/2019	115.64	113.81
5/29/2019	114.79	113.81
5/30/2019	115.22	113.81
5/31/2019	115.76	113.81
6/3/2019	115.41	113.81
6/4/2019	115.34	113.81
6/5/2019	115.41	113.81
6/6/2019	115.49	113.81
6/7/2019	114.64	113.81
6/10/2019	114.93	113.81
6/11/2019	114.78	113.81
6/12/2019	115.14	113.81
6/13/2019	115.11	113.81
6/14/2019	115.89	113.81
6/17/2019	116.00	113.81
6/18/2019	116.05	113.81
6/19/2019	115.46	113.81
6/20/2019	114.58	113.81
6/21/2019	114.34	113.81
6/24/2019	113.05	113.81
6/25/2019	113.98	113.81
6/26/2019	113.78	113.81
6/27/2019	115.22	113.81
6/28/2019	114.72	113.81
7/1/2019	113.92	114.43
7/2/2019	114.33	114.43
7/3/2019	114.40	114.43
7/5/2019	115.02	114.43
7/8/2019	113.76	114.43
7/9/2019	114.77	114.43
7/10/2019	114.49	114.43
7/11/2019	114.34	114.43
7/12/2019	113.67	114.43
7/15/2019	113.76	114.43
7/16/2019	113.97	114.43
7/17/2019	114.32	114.43
7/18/2019	114.31	114.43
7/19/2019	114.51	114.43
7/22/2019	114.29	114.43
7/23/2019	114.65	114.43
7/24/2019	114.17	114.43
7/25/2019	114.89	114.43
7/26/2019	114.60	114.43
7/29/2019	114.95	114.43
7/30/2019	114.83	114.43
7/31/2019	115.10	114.43
8/1/2019	115.98	114.43
8/2/2019	115.92	114.43
8/5/2019	117.04	114.43
8/6/2019	116.99	114.43
8/7/2019	116.05	114.43
8/8/2019	115.94	114.43
8/9/2019	115.28	114.43
8/12/2019	116.43	114.43
8/13/2019	115.73	114.43
8/14/2019	115.36	114.43
8/15/2019	115.55	114.43
8/16/2019	115.17	114.43
8/19/2019	114.78	114.43
8/20/2019	115.32	114.43
8/21/2019	115.21	114.43
8/22/2019	115.23	114.43
8/23/2019	114.75	114.43
8/26/2019	114.93	114.43
8/27/2019	115.17	114.43
8/28/2019	114.85	114.43
8/29/2019	116.02	114.43
8/30/2019	115.10	114.43
9/3/2019	114.32	114.43
9/4/2019	115.20	114.43
9/5/2019	114.80	114.43
9/6/2019	114.33	114.43
9/9/2019	113.94	114.43
9/10/2019	113.84	114.43
9/11/2019	113.06	114.43
9/12/2019	112.77	114.43
9/13/2019	112.00	114.43
9/16/2019	112.20	114.43
9/17/2019	112.44	114.43
9/18/2019	113.01	114.43
9/19/2019	112.64	114.43
9/20/2019	112.78	114.43
9/23/2019	112.23	114.43
9/24/2019	111.99	114.43
9/25/2019	112.54	114.43
9/26/2019	112.65	114.43
9/27/2019	112.52	114.43
10/1/2019	113.70	114.83
10/2/2019	114.85	114.83
10/3/2019	114.92	114.83
10/4/2019	113.95	114.83
10/7/2019	114.03	114.83
10/8/2019	114.92	114.83
10/9/2019	114.88	114.83
10/10/2019	115.08	114.83
10/11/2019	114.00	114.83
10/15/2019	113.59	114.83
10/16/2019	114.29	114.83
10/17/2019	114.47	114.83
10/18/2019	115.59	114.83
10/21/2019	113.47	114.83
10/22/2019	115.43	114.83
10/23/2019	115.23	114.83
10/24/2019	115.02	114.83
10/25/2019	114.81	114.83
10/28/2019	114.98	114.83
10/29/2019	114.49	114.83
10/30/2019	113.97	114.83
10/31/2019	114.42	114.83
11/1/2019	113.94	114.83
11/4/2019	114.40	114.83
11/5/2019	114.48	114.83
11/6/2019	114.57	114.83
11/7/2019	114.71	114.83
11/8/2019	114.61	114.83
11/12/2019	114.66	114.83
11/13/2019	114.71	114.83
11/14/2019	114.81	114.83
11/15/2019	114.44	114.83
11/18/2019	114.64	114.83
11/19/2019	114.63	114.83
11/20/2019	115.12	114.83
11/21/2019	115.53	114.83
11/22/2019	115.08	114.83
11/25/2019	114.70	114.83
11/26/2019	114.81	114.83
11/27/2019	113.49	114.83
11/29/2019	114.03	114.83
12/2/2019	115.17	114.83
12/3/2019	113.95	114.83
12/4/2019	115.36	114.83
12/5/2019	115.17	114.83
12/6/2019	114.68	114.83
12/9/2019	114.35	114.83
12/10/2019	115.40	114.83
12/11/2019	116.24	114.83
12/12/2019	114.69	114.83
12/13/2019	114.85	114.83
12/16/2019	114.70	114.83
12/17/2019	114.20	114.83
12/18/2019	116.40	114.83
12/19/2019	115.64	114.83
12/20/2019	115.46	114.83
12/23/2019	115.05	114.83
12/24/2019	115.60	114.83
12/26/2019	117.16	114.83
12/27/2019	117.13	114.83
12/30/2019	116.19	114.83
12/31/2019	114.49	114.83

** Low LCR group consists of Bank of America, Citigroup, JPMorgan Chase, and State Street.

Source: FR 2052a.

Return to text

Figure 4.1: Component Contributions to Changes in Aggregate LCR: 2017-19. High LCR G-SIB Group*

Monthly Average
Percentage Point

Date	HQLA Reserves	HQLA Lvl 1	HQLA All Else	Net Deposits	Net Secured	Net All Else
Jan-17	-23.94	5.05	8.87	40.55	6.40	-13.94
Feb-17	24.97	2.14	-23.96	1.98	-13.61	9.04
Mar-17	2.12	-6.84	0.88	-14.18	-0.61	23.64
Apr-17	-12.81	-6.62	15.35	11.28	-6.59	-9.18
May-17	-4.18	14.38	10.20	-5.36	-10.77	13.63
Jun-17	-0.73	-5.18	6.50	-7.52	-0.73	-1.38
Jul-17	15.13	-1.18	0.88	13.43	5.29	-8.68
Aug-17	-0.35	2.88	-8.17	4.20	-15.04	13.31
Sep-17	-1.72	-14.68	3.21	-28.37	-10.29	39.00
Oct-17	-11.27	2.52	8.69	7.10	13.71	-19.33
Nov-17	-9.62	3.49	-1.53	-2.32	6.79	-7.85
Dec-17	17.24	18.07	0.79	-47.88	23.72	-4.94
Jan-18	4.39	-31.33	0.67	31.10	-15.84	7.99
Feb-18	-11.97	-2.92	-2.06	18.86	11.30	-19.83
Mar-18	2.84	26.28	-14.86	-17.46	6.68	-13.15
Apr-18	-20.99	-7.74	11.51	27.33	-10.12	10.18
May-18	6.91	3.15	-4.27	1.21	-15.91	8.92
Jun-18	-12.43	-2.14	9.30	-0.80	13.77	-5.81
Jul-18	6.76	10.98	-8.09	23.53	4.65	-19.95
Aug-18	-3.49	8.44	-7.97	8.48	0.48	-12.48
Sep-18	-5.10	-5.47	5.28	-28.77	-6.10	23.61
Oct-18	-5.02	3.32	-7.97	14.21	33.07	-22.87
Nov-18	13.84	5.83	-6.41	-12.32	10.37	-8.47
Dec-18	-11.35	13.80	6.68	-25.00	30.39	-15.81
Jan-19	-11.17	17.16	-3.14	30.90	-32.06	14.94
Feb-19	5.90	-26.18	-8.78	3.32	-5.95	21.18
Mar-19	-22.55	18.37	-1.31	2.49	0.22	4.37
Apr-19	-1.73	0.23	2.04	-1.93	-5.26	-15.72
May-19	2.75	0.37	4.78	-1.86	2.81	16.51
Jun-19	13.36	16.05	-8.89	-41.54	-25.44	29.66
Jul-19	-6.50	-10.14	10.17	16.32	-4.21	-4.13
Aug-19	1.43	-9.32	1.63	10.34	5.86	-15.62
Sep-19	-5.87	6.95	2.59	-9.19	-2.32	12.84
Oct-19	3.07	17.91	0.18	-23.04	-0.68	1.68
Nov-19	-7.86	-14.22	0.63	8.91	-7.95	16.25
Dec-19	35.23	-18.43	2.57	-27.63	15.85	-20.03

* High LCR group consists of Bank of NY Mellon, Goldman Sachs, Morgan Stanley, and Wells Fargo.

Source: FR 2052a.

Return to text

Figure 4.2: Component Contributions to Changes in Aggregate LCR: 2017-19. Low LCR G-SIB Group**

Monthly Average
Percentage Point

Date	HQLA Reserves	HQLA Lvl 1	HQLA All Else	Net Deposits	Net Secured	Net All Else
Jan-17	-2.48	-9.34	1.24	14.82	2.83	-1.50
Feb-17	2.84	-0.32	-11.81	-2.01	-10.26	4.03
Mar-17	10.04	-5.30	1.32	-8.17	0.97	23.28
Apr-17	-17.65	6.60	8.61	17.28	-17.20	-6.14
May-17	2.66	7.70	-1.56	1.31	3.42	1.61
Jun-17	3.96	-4.73	17.69	-31.36	1.89	15.02
Jul-17	17.57	1.61	-8.18	-0.57	-10.86	-2.93
Aug-17	-10.56	2.59	1.02	7.83	0.64	-1.61
Sep-17	1.64	-6.67	9.25	-18.78	-6.08	20.47
Oct-17	-9.84	-2.67	0.98	13.44	-3.24	3.69
Nov-17	2.78	6.48	-2.94	-13.33	-1.56	3.23
Dec-17	-13.63	-5.89	13.41	3.51	6.15	-3.83
Jan-18	12.85	1.04	-5.96	-6.77	-17.13	9.11
Feb-18	2.00	-1.59	-17.89	30.39	-1.88	-1.78
Mar-18	8.71	-1.36	3.09	-25.17	1.58	4.35
Apr-18	-16.29	-8.12	-5.41	29.02	-3.79	-3.89
May-18	-0.75	6.29	2.44	-7.69	0.05	-2.50
Jun-18	-1.93	1.08	10.98	-4.68	-2.68	3.18
Jul-18	4.91	-0.54	-3.87	8.10	-5.72	-1.10
Aug-18	2.36	7.08	-4.52	-9.96	2.99	-2.38
Sep-18	-0.60	-5.31	1.26	-10.31	8.78	6.05
Oct-18	-22.03	4.86	2.86	13.88	12.91	-12.00
Nov-18	-21.35	24.53	3.45	-16.21	4.18	1.59
Dec-18	-8.07	14.68	-3.16	-7.23	10.90	-11.64
Jan-19	5.97	-12.83	1.41	12.64	-10.46	9.20
Feb-19	-9.09	2.33	-7.35	7.13	-8.41	-3.43
Mar-19	5.54	6.96	3.52	-13.80	-8.29	6.38
Apr-19	-17.61	5.79	8.16	4.50	9.74	-20.56
May-19	16.59	8.42	-12.79	-7.06	2.42	14.38
Jun-19	-11.46	-6.42	15.29	-11.06	-4.09	12.75
Jul-19	6.66	-3.14	6.04	-2.64	-2.34	-2.49
Aug-19	-8.39	8.74	-8.45	9.29	5.23	-5.64
Sep-19	7.09	0.48	-12.45	-27.81	-0.69	21.48
Oct-19	2.72	9.81	5.64	1.07	-5.42	-6.38
Nov-19	-1.96	3.74	-2.36	-8.03	-4.23	11.64
Dec-19	-2.92	-2.87	4.47	5.45	4.08	-7.48

** Low LCR group consists of Bank of America, Citigroup, JPMorgan Chase, and State Street.

Source: FR 2052a.

Return to text

Figure 5.1: Composite LCR Measures: 2019-20. High LCR G-SIB Group*

Percentage Point

Date	Daily	Quarterly
1/2/2019	128.77	131.06
1/3/2019	130.60	131.06
1/4/2019	129.88	131.06
1/7/2019	129.28	131.06
1/8/2019	129.76	131.06
1/9/2019	131.54	131.06
1/10/2019	131.12	131.06
1/11/2019	129.66	131.06
1/14/2019	129.41	131.06
1/15/2019	130.94	131.06
1/16/2019	131.73	131.06
1/17/2019	129.64	131.06
1/18/2019	129.53	131.06
1/22/2019	130.56	131.06
1/23/2019	133.55	131.06
1/24/2019	134.04	131.06
1/25/2019	133.00	131.06
1/28/2019	130.99	131.06
1/29/2019	131.06	131.06
1/30/2019	131.61	131.06
1/31/2019	131.50	131.06
2/1/2019	132.30	131.06
2/4/2019	131.60	131.06
2/5/2019	132.37	131.06
2/6/2019	131.43	131.06
2/7/2019	131.17	131.06
2/8/2019	129.20	131.06
2/11/2019	129.86	131.06
2/12/2019	132.18	131.06
2/13/2019	129.87	131.06
2/14/2019	128.69	131.06
2/15/2019	130.02	131.06
2/19/2019	131.36	131.06
2/20/2019	130.66	131.06
2/21/2019	131.11	131.06
2/22/2019	130.70	131.06
2/25/2019	131.06	131.06
2/26/2019	131.49	131.06
2/27/2019	129.85	131.06
2/28/2019	129.70	131.06
3/1/2019	128.22	131.06
3/4/2019	128.20	131.06
3/5/2019	130.54	131.06
3/6/2019	130.05	131.06
3/7/2019	131.02	131.06
3/8/2019	131.45	131.06
3/11/2019	130.72	131.06
3/12/2019	130.99	131.06
3/13/2019	131.97	131.06
3/14/2019	131.01	131.06
3/15/2019	132.83	131.06
3/18/2019	133.16	131.06
3/19/2019	131.84	131.06
3/20/2019	131.39	131.06
3/21/2019	134.38	131.06
3/22/2019	133.55	131.06
3/25/2019	133.67	131.06
3/26/2019	132.47	131.06
3/27/2019	132.12	131.06
3/28/2019	130.71	131.06
3/29/2019	131.36	131.06
4/1/2019	131.08	130.87
4/2/2019	132.91	130.87
4/3/2019	133.00	130.87
4/4/2019	131.41	130.87
4/5/2019	132.31	130.87
4/8/2019	131.37	130.87
4/9/2019	133.38	130.87
4/10/2019	133.96	130.87
4/11/2019	131.95	130.87
4/12/2019	131.67	130.87
4/15/2019	131.91	130.87
4/16/2019	132.33	130.87
4/17/2019	131.91	130.87
4/18/2019	125.92	130.87
4/19/2019	126.18	130.87
4/22/2019	129.77	130.87
4/23/2019	130.55	130.87
4/24/2019	131.15	130.87
4/25/2019	130.10	130.87
4/26/2019	128.41	130.87
4/29/2019	127.96	130.87
4/30/2019	125.05	130.87
5/1/2019	126.94	130.87
5/2/2019	127.83	130.87
5/3/2019	127.02	130.87
5/6/2019	130.06	130.87
5/7/2019	129.86	130.87
5/8/2019	130.51	130.87
5/9/2019	130.15	130.87
5/10/2019	131.64	130.87
5/13/2019	131.55	130.87
5/14/2019	132.70	130.87
5/15/2019	132.61	130.87
5/16/2019	130.96	130.87
5/17/2019	131.29	130.87
5/20/2019	130.69	130.87
5/21/2019	131.77	130.87
5/22/2019	131.89	130.87
5/23/2019	133.44	130.87
5/24/2019	133.74	130.87
5/28/2019	132.40	130.87
5/29/2019	133.78	130.87
5/30/2019	133.10	130.87
5/31/2019	131.67	130.87
6/3/2019	133.89	130.87
6/4/2019	133.68	130.87
6/5/2019	133.43	130.87
6/6/2019	133.33	130.87
6/7/2019	133.05	130.87
6/10/2019	133.31	130.87
6/11/2019	132.46	130.87
6/12/2019	133.16	130.87
6/13/2019	130.89	130.87
6/14/2019	130.63	130.87
6/17/2019	131.12	130.87
6/18/2019	130.87	130.87
6/19/2019	130.52	130.87
6/20/2019	129.29	130.87
6/21/2019	130.64	130.87
6/24/2019	129.36	130.87
6/25/2019	127.52	130.87
6/26/2019	125.16	130.87
6/27/2019	126.57	130.87
6/28/2019	126.72	130.87
7/1/2019	126.44	127.44
7/2/2019	125.88	127.44
7/3/2019	127.10	127.44
7/5/2019	128.76	127.44
7/8/2019	127.41	127.44
7/9/2019	127.80	127.44
7/10/2019	128.22	127.44
7/11/2019	128.67	127.44
7/12/2019	125.93	127.44
7/15/2019	129.58	127.44
7/16/2019	128.47	127.44
7/17/2019	129.44	127.44
7/18/2019	128.50	127.44
7/19/2019	128.38	127.44
7/22/2019	126.64	127.44
7/23/2019	129.35	127.44
7/24/2019	129.96	127.44
7/25/2019	129.51	127.44
7/26/2019	129.15	127.44
7/29/2019	129.45	127.44
7/30/2019	128.38	127.44
7/31/2019	127.52	127.44
8/1/2019	125.41	127.44
8/2/2019	127.55	127.44
8/5/2019	129.23	127.44
8/6/2019	128.75	127.44
8/7/2019	130.18	127.44
8/8/2019	126.88	127.44
8/9/2019	128.53	127.44
8/12/2019	130.26	127.44
8/13/2019	129.45	127.44
8/14/2019	130.19	127.44
8/15/2019	129.75	127.44
8/16/2019	129.30	127.44
8/19/2019	128.73	127.44
8/20/2019	128.22	127.44
8/21/2019	128.64	127.44
8/22/2019	129.29	127.44
8/23/2019	130.30	127.44
8/26/2019	130.73	127.44
8/27/2019	128.03	127.44
8/28/2019	126.03	127.44
8/29/2019	126.43	127.44
8/30/2019	126.06	127.44
9/3/2019	127.90	127.44
9/4/2019	128.83	127.44
9/5/2019	125.85	127.44
9/6/2019	126.65	127.44
9/9/2019	126.34	127.44
9/10/2019	125.62	127.44
9/11/2019	125.52	127.44
9/12/2019	122.84	127.44
9/13/2019	121.67	127.44
9/16/2019	123.85	127.44
9/17/2019	124.46	127.44
9/18/2019	124.62	127.44
9/19/2019	124.02	127.44
9/20/2019	124.06	127.44
9/23/2019	126.04	127.44
9/24/2019	125.12	127.44
9/25/2019	125.75	127.44
9/26/2019	124.99	127.44
9/27/2019	126.21	127.44
10/1/2019	126.61	124.76
10/2/2019	127.08	124.76
10/3/2019	126.90	124.76
10/4/2019	125.65	124.76
10/7/2019	126.92	124.76
10/8/2019	127.92	124.76
10/9/2019	127.09	124.76
10/10/2019	127.54	124.76
10/11/2019	124.83	124.76
10/15/2019	124.63	124.76
10/16/2019	124.57	124.76
10/17/2019	125.42	124.76
10/18/2019	126.20	124.76
10/21/2019	125.38	124.76
10/22/2019	124.61	124.76
10/23/2019	125.92	124.76
10/24/2019	125.55	124.76
10/25/2019	125.67	124.76
10/28/2019	125.33	124.76
10/29/2019	124.55	124.76
10/30/2019	124.43	124.76
10/31/2019	126.17	124.76
11/1/2019	125.27	124.76
11/4/2019	124.39	124.76
11/5/2019	125.61	124.76
11/6/2019	125.60	124.76
11/7/2019	124.37	124.76
11/8/2019	124.64	124.76
11/12/2019	125.14	124.76
11/13/2019	127.13	124.76
11/14/2019	126.34	124.76
11/15/2019	125.49	124.76
11/18/2019	126.44	124.76
11/19/2019	125.21	124.76
11/20/2019	125.02	124.76
11/21/2019	126.99	124.76
11/22/2019	127.57	124.76
11/25/2019	126.95	124.76
11/26/2019	126.31	124.76
11/27/2019	125.86	124.76
11/29/2019	125.90	124.76
12/2/2019	125.92	124.76
12/3/2019	125.03	124.76
12/4/2019	125.57	124.76
12/5/2019	124.93	124.76
12/6/2019	124.58	124.76
12/9/2019	124.63	124.76
12/10/2019	125.34	124.76
12/11/2019	125.16	124.76
12/12/2019	122.70	124.76
12/13/2019	122.53	124.76
12/16/2019	121.03	124.76
12/17/2019	121.43	124.76
12/18/2019	121.84	124.76
12/19/2019	120.38	124.76
12/20/2019	121.88	124.76
12/23/2019	120.94	124.76
12/24/2019	116.93	124.76
12/26/2019	120.77	124.76
12/27/2019	122.76	124.76
12/30/2019	120.93	124.76
12/31/2019	120.91	124.76
1/2/2020	120.30	123.04
1/3/2020	122.14	123.04
1/6/2020	122.38	123.04
1/7/2020	122.90	123.04
1/8/2020	123.11	123.04
1/9/2020	121.92	123.04
1/10/2020	122.74	123.04
1/13/2020	123.37	123.04
1/14/2020	122.55	123.04
1/15/2020	123.85	123.04
1/16/2020	122.79	123.04
1/17/2020	122.67	123.04
1/21/2020	121.73	123.04
1/22/2020	122.52	123.04
1/23/2020	123.39	123.04
1/24/2020	123.27	123.04
1/27/2020	124.30	123.04
1/28/2020	124.59	123.04
1/29/2020	123.94	123.04
1/30/2020	123.77	123.04
1/31/2020	124.20	123.04
2/3/2020	124.03	123.04
2/4/2020	122.46	123.04
2/5/2020	123.56	123.04
2/6/2020	123.19	123.04
2/7/2020	123.64	123.04
2/10/2020	125.54	123.04
2/11/2020	126.02	123.04
2/12/2020	124.92	123.04
2/13/2020	123.80	123.04
2/14/2020	124.32	123.04
2/18/2020	125.02	123.04
2/19/2020	124.29	123.04
2/20/2020	124.14	123.04
2/21/2020	123.64	123.04
2/24/2020	124.39	123.04
2/25/2020	125.31	123.04
2/26/2020	124.67	123.04
2/27/2020	124.69	123.04
2/28/2020	122.40	123.04
3/2/2020	122.75	123.04
3/3/2020	122.65	123.04
3/4/2020	120.85	123.04
3/5/2020	123.44	123.04
3/6/2020	123.05	123.04
3/9/2020	123.49	123.04
3/10/2020	120.64	123.04
3/11/2020	118.97	123.04
3/12/2020	117.14	123.04
3/13/2020	114.91	123.04
3/16/2020	119.71	123.04
3/17/2020	117.00	123.04
3/18/2020	120.15	123.04
3/19/2020	117.30	123.04
3/20/2020	121.45	123.04
3/23/2020	123.02	123.04
3/24/2020	120.57	123.04
3/25/2020	122.47	123.04
3/26/2020	125.44	123.04
3/27/2020	128.17	123.04
3/30/2020	130.97	123.04
3/31/2020	131.92	123.04
4/1/2020	131.38	132.75
4/2/2020	131.39	132.75
4/3/2020	133.79	132.75
4/6/2020	131.62	132.75
4/7/2020	133.01	132.75
4/8/2020	132.03	132.75
4/9/2020	126.71	132.75
4/10/2020	127.00	132.75
4/13/2020	130.46	132.75
4/14/2020	130.42	132.75
4/15/2020	132.51	132.75
4/16/2020	132.52	132.75
4/17/2020	131.29	132.75
4/20/2020	131.37	132.75
4/21/2020	130.42	132.75
4/22/2020	131.27	132.75
4/23/2020	130.78	132.75
4/24/2020	132.25	132.75
4/27/2020	132.19	132.75
4/28/2020	132.21	132.75
4/29/2020	132.27	132.75
4/30/2020	131.53	132.75
5/1/2020	130.95	132.75
5/4/2020	131.82	132.75
5/5/2020	132.00	132.75
5/6/2020	134.17	132.75
5/7/2020	132.89	132.75
5/8/2020	133.83	132.75
5/11/2020	134.00	132.75
5/12/2020	132.61	132.75
5/13/2020	133.90	132.75
5/14/2020	134.10	132.75
5/15/2020	134.05	132.75
5/18/2020	132.26	132.75
5/19/2020	133.34	132.75
5/20/2020	134.43	132.75
5/21/2020	134.22	132.75
5/22/2020	135.03	132.75
5/26/2020	134.74	132.75
5/27/2020	135.11	132.75
5/28/2020	134.64	132.75
5/29/2020	133.98	132.75
6/1/2020	132.86	132.75
6/2/2020	133.16	132.75
6/3/2020	132.89	132.75
6/4/2020	133.74	132.75
6/5/2020	132.24	132.75
6/8/2020	132.84	132.75
6/9/2020	133.85	132.75
6/10/2020	134.52	132.75
6/11/2020	134.61	132.75
6/12/2020	133.81	132.75
6/15/2020	133.50	132.75
6/16/2020	133.71	132.75
6/17/2020	134.21	132.75
6/18/2020	133.23	132.75
6/19/2020	133.00	132.75
6/22/2020	133.66	132.75
6/23/2020	133.02	132.75
6/24/2020	133.72	132.75
6/25/2020	134.17	132.75
6/26/2020	133.82	132.75
6/29/2020	132.50	132.75
6/30/2020	132.64	132.75
7/1/2020	131.38	127.33
7/2/2020	130.07	127.33
7/3/2020	130.77	127.33
7/6/2020	131.48	127.33
7/7/2020	133.36	127.33
7/8/2020	132.37	127.33
7/9/2020	133.51	127.33
7/10/2020	133.06	127.33
7/13/2020	133.20	127.33
7/14/2020	132.15	127.33
7/15/2020	130.62	127.33
7/16/2020	130.98	127.33
7/17/2020	131.38	127.33
7/20/2020	131.60	127.33
7/21/2020	131.73	127.33
7/22/2020	131.79	127.33
7/23/2020	131.20	127.33
7/24/2020	130.80	127.33
7/27/2020	130.89	127.33
7/28/2020	131.26	127.33
7/29/2020	129.65	127.33
7/30/2020	129.91	127.33
7/31/2020	129.20	127.33
8/3/2020	128.88	127.33
8/4/2020	127.80	127.33
8/5/2020	128.41	127.33
8/6/2020	126.98	127.33
8/7/2020	126.13	127.33
8/10/2020	126.82	127.33
8/11/2020	127.01	127.33
8/12/2020	126.22	127.33
8/13/2020	125.40	127.33
8/14/2020	125.64	127.33
8/17/2020	126.46	127.33
8/18/2020	126.01	127.33
8/19/2020	125.72	127.33
8/20/2020	125.88	127.33
8/21/2020	126.41	127.33
8/24/2020	125.78	127.33
8/25/2020	125.17	127.33
8/26/2020	125.79	127.33
8/27/2020	124.63	127.33
8/28/2020	123.86	127.33
8/31/2020	124.14	127.33
9/1/2020	122.50	127.33
9/2/2020	122.74	127.33
9/3/2020	123.20	127.33
9/4/2020	123.44	127.33
9/8/2020	123.71	127.33
9/9/2020	124.07	127.33
9/10/2020	123.27	127.33
9/11/2020	123.56	127.33
9/14/2020	122.94	127.33
9/15/2020	122.86	127.33
9/16/2020	122.90	127.33
9/17/2020	123.44	127.33
9/18/2020	121.07	127.33
9/21/2020	121.59	127.33
9/22/2020	124.41	127.33
9/23/2020	125.32	127.33
9/24/2020	126.80	127.33
9/25/2020	127.65	127.33
9/28/2020	127.22	127.33
9/29/2020	126.32	127.33
9/30/2020	126.03	127.33
10/1/2020	124.55	124.46
10/2/2020	124.08	124.46
10/5/2020	125.05	124.46
10/6/2020	125.52	124.46
10/7/2020	124.65	124.46
10/8/2020	124.93	124.46
10/9/2020	124.72	124.46
10/13/2020	124.17	124.46
10/14/2020	123.01	124.46
10/15/2020	124.44	124.46
10/16/2020	123.99	124.46
10/19/2020	123.88	124.46
10/20/2020	123.82	124.46
10/21/2020	125.01	124.46
10/22/2020	124.41	124.46
10/23/2020	124.30	124.46
10/26/2020	123.82	124.46
10/27/2020	124.34	124.46
10/28/2020	124.63	124.46
10/29/2020	124.22	124.46
10/30/2020	124.03	124.46
11/2/2020	123.51	124.46
11/3/2020	123.58	124.46
11/4/2020	123.45	124.46
11/5/2020	125.94	124.46
11/6/2020	125.43	124.46
11/9/2020	124.48	124.46
11/10/2020	125.04	124.46
11/12/2020	123.82	124.46
11/13/2020	125.37	124.46
11/16/2020	123.99	124.46
11/17/2020	124.58	124.46
11/18/2020	124.77	124.46
11/19/2020	125.12	124.46
11/20/2020	125.10	124.46
11/23/2020	124.77	124.46
11/24/2020	125.22	124.46
11/25/2020	125.30	124.46
11/27/2020	125.36	124.46
11/30/2020	122.69	124.46
12/1/2020	122.68	124.46
12/2/2020	122.71	124.46
12/3/2020	124.33	124.46
12/4/2020	124.96	124.46
12/7/2020	123.78	124.46
12/8/2020	124.23	124.46
12/9/2020	125.07	124.46
12/10/2020	126.76	124.46
12/11/2020	127.16	124.46
12/14/2020	125.78	124.46
12/15/2020	124.98	124.46
12/16/2020	124.56	124.46
12/17/2020	124.08	124.46
12/18/2020	120.87	124.46
12/21/2020	121.00	124.46
12/22/2020	121.49	124.46
12/23/2020	124.30	124.46
12/24/2020	127.02	124.46
12/28/2020	126.24	124.46
12/29/2020	125.34	124.46
12/30/2020	123.76	124.46
12/31/2020	126.12	124.46

* High LCR group consists of Bank of NY Mellon, Goldman Sachs, Morgan Stanley, and Wells Fargo.

Source: FR 2052a.

Return to text

Figure 5.2: Composite LCR Measures: 2019-20. Low LCR G-SIB Group**

Percentage Point

Date	Daily	Quarterly
1/2/2019	117.50	115.43
1/3/2019	116.92	115.43
1/4/2019	117.68	115.43
1/7/2019	117.34	115.43
1/8/2019	116.94	115.43
1/9/2019	116.42	115.43
1/10/2019	117.24	115.43
1/11/2019	117.09	115.43
1/14/2019	116.95	115.43
1/15/2019	116.88	115.43
1/16/2019	116.32	115.43
1/17/2019	116.10	115.43
1/18/2019	116.87	115.43
1/22/2019	116.61	115.43
1/23/2019	117.69	115.43
1/24/2019	117.85	115.43
1/25/2019	117.79	115.43
1/28/2019	117.09	115.43
1/29/2019	117.57	115.43
1/30/2019	116.93	115.43
1/31/2019	117.57	115.43
2/1/2019	116.75	115.43
2/4/2019	115.80	115.43
2/5/2019	115.91	115.43
2/6/2019	117.04	115.43
2/7/2019	117.37	115.43
2/8/2019	117.93	115.43
2/11/2019	117.21	115.43
2/12/2019	117.29	115.43
2/13/2019	116.98	115.43
2/14/2019	116.30	115.43
2/15/2019	116.37	115.43
2/19/2019	116.03	115.43
2/20/2019	116.97	115.43
2/21/2019	116.66	115.43
2/22/2019	116.09	115.43
2/25/2019	115.90	115.43
2/26/2019	115.59	115.43
2/27/2019	114.93	115.43
2/28/2019	112.85	115.43
3/1/2019	112.42	115.43
3/4/2019	112.38	115.43
3/5/2019	113.29	115.43
3/6/2019	113.70	115.43
3/7/2019	112.89	115.43
3/8/2019	113.06	115.43
3/11/2019	112.86	115.43
3/12/2019	112.93	115.43
3/13/2019	112.62	115.43
3/14/2019	113.02	115.43
3/15/2019	113.48	115.43
3/18/2019	112.35	115.43
3/19/2019	111.85	115.43
3/20/2019	112.18	115.43
3/21/2019	113.66	115.43
3/22/2019	113.79	115.43
3/25/2019	113.51	115.43
3/26/2019	112.84	115.43
3/27/2019	112.83	115.43
3/28/2019	113.37	115.43
3/29/2019	112.70	115.43
4/1/2019	111.67	113.81
4/2/2019	112.72	113.81
4/3/2019	112.77	113.81
4/4/2019	112.82	113.81
4/5/2019	113.06	113.81
4/8/2019	112.39	113.81
4/9/2019	112.66	113.81
4/10/2019	112.78	113.81
4/11/2019	112.82	113.81
4/12/2019	112.64	113.81
4/15/2019	112.35	113.81
4/16/2019	112.53	113.81
4/17/2019	112.84	113.81
4/18/2019	110.95	113.81
4/19/2019	111.90	113.81
4/22/2019	111.92	113.81
4/23/2019	112.43	113.81
4/24/2019	113.22	113.81
4/25/2019	112.63	113.81
4/26/2019	113.27	113.81
4/29/2019	112.17	113.81
4/30/2019	110.88	113.81
5/1/2019	112.29	113.81
5/2/2019	112.82	113.81
5/3/2019	112.87	113.81
5/6/2019	112.84	113.81
5/7/2019	113.16	113.81
5/8/2019	113.25	113.81
5/9/2019	113.56	113.81
5/10/2019	114.07	113.81
5/13/2019	113.84	113.81
5/14/2019	113.72	113.81
5/15/2019	113.65	113.81
5/16/2019	113.32	113.81
5/17/2019	115.03	113.81
5/20/2019	114.59	113.81
5/21/2019	115.21	113.81
5/22/2019	114.87	113.81
5/23/2019	115.21	113.81
5/24/2019	115.72	113.81
5/28/2019	115.64	113.81
5/29/2019	114.79	113.81
5/30/2019	115.22	113.81
5/31/2019	115.76	113.81
6/3/2019	115.41	113.81
6/4/2019	115.34	113.81
6/5/2019	115.41	113.81
6/6/2019	115.49	113.81
6/7/2019	114.64	113.81
6/10/2019	114.93	113.81
6/11/2019	114.78	113.81
6/12/2019	115.14	113.81
6/13/2019	115.11	113.81
6/14/2019	115.89	113.81
6/17/2019	116.00	113.81
6/18/2019	116.05	113.81
6/19/2019	115.46	113.81
6/20/2019	114.58	113.81
6/21/2019	114.34	113.81
6/24/2019	113.05	113.81
6/25/2019	113.98	113.81
6/26/2019	113.78	113.81
6/27/2019	115.22	113.81
6/28/2019	114.72	113.81
7/1/2019	113.92	114.43
7/2/2019	114.33	114.43
7/3/2019	114.40	114.43
7/5/2019	115.02	114.43
7/8/2019	113.76	114.43
7/9/2019	114.77	114.43
7/10/2019	114.49	114.43
7/11/2019	114.34	114.43
7/12/2019	113.67	114.43
7/15/2019	113.76	114.43
7/16/2019	113.97	114.43
7/17/2019	114.32	114.43
7/18/2019	114.31	114.43
7/19/2019	114.51	114.43
7/22/2019	114.29	114.43
7/23/2019	114.65	114.43
7/24/2019	114.17	114.43
7/25/2019	114.89	114.43
7/26/2019	114.60	114.43
7/29/2019	114.95	114.43
7/30/2019	114.83	114.43
7/31/2019	115.10	114.43
8/1/2019	115.98	114.43
8/2/2019	115.92	114.43
8/5/2019	117.04	114.43
8/6/2019	116.99	114.43
8/7/2019	116.05	114.43
8/8/2019	115.94	114.43
8/9/2019	115.28	114.43
8/12/2019	116.43	114.43
8/13/2019	115.73	114.43
8/14/2019	115.36	114.43
8/15/2019	115.55	114.43
8/16/2019	115.17	114.43
8/19/2019	114.78	114.43
8/20/2019	115.32	114.43
8/21/2019	115.21	114.43
8/22/2019	115.23	114.43
8/23/2019	114.75	114.43
8/26/2019	114.93	114.43
8/27/2019	115.17	114.43
8/28/2019	114.85	114.43
8/29/2019	116.02	114.43
8/30/2019	115.10	114.43
9/3/2019	114.32	114.43
9/4/2019	115.20	114.43
9/5/2019	114.80	114.43
9/6/2019	114.33	114.43
9/9/2019	113.94	114.43
9/10/2019	113.84	114.43
9/11/2019	113.06	114.43
9/12/2019	112.77	114.43
9/13/2019	112.00	114.43
9/16/2019	112.20	114.43
9/17/2019	112.44	114.43
9/18/2019	113.01	114.43
9/19/2019	112.64	114.43
9/20/2019	112.78	114.43
9/23/2019	112.23	114.43
9/24/2019	111.99	114.43
9/25/2019	112.54	114.43
9/26/2019	112.65	114.43
9/27/2019	112.52	114.43
10/1/2019	113.70	114.83
10/2/2019	114.85	114.83
10/3/2019	114.92	114.83
10/4/2019	113.95	114.83
10/7/2019	114.03	114.83
10/8/2019	114.92	114.83
10/9/2019	114.88	114.83
10/10/2019	115.08	114.83
10/11/2019	114.00	114.83
10/15/2019	113.59	114.83
10/16/2019	114.29	114.83
10/17/2019	114.47	114.83
10/18/2019	115.59	114.83
10/21/2019	113.47	114.83
10/22/2019	115.43	114.83
10/23/2019	115.23	114.83
10/24/2019	115.02	114.83
10/25/2019	114.81	114.83
10/28/2019	114.98	114.83
10/29/2019	114.49	114.83
10/30/2019	113.97	114.83
10/31/2019	114.42	114.83
11/1/2019	113.94	114.83
11/4/2019	114.40	114.83
11/5/2019	114.48	114.83
11/6/2019	114.57	114.83
11/7/2019	114.71	114.83
11/8/2019	114.61	114.83
11/12/2019	114.66	114.83
11/13/2019	114.71	114.83
11/14/2019	114.81	114.83
11/15/2019	114.44	114.83
11/18/2019	114.64	114.83
11/19/2019	114.63	114.83
11/20/2019	115.12	114.83
11/21/2019	115.53	114.83
11/22/2019	115.08	114.83
11/25/2019	114.70	114.83
11/26/2019	114.81	114.83
11/27/2019	113.49	114.83
11/29/2019	114.03	114.83
12/2/2019	115.17	114.83
12/3/2019	113.95	114.83
12/4/2019	115.36	114.83
12/5/2019	115.17	114.83
12/6/2019	114.68	114.83
12/9/2019	114.35	114.83
12/10/2019	115.40	114.83
12/11/2019	116.24	114.83
12/12/2019	114.69	114.83
12/13/2019	114.85	114.83
12/16/2019	114.70	114.83
12/17/2019	114.20	114.83
12/18/2019	116.40	114.83
12/19/2019	115.64	114.83
12/20/2019	115.46	114.83
12/23/2019	115.05	114.83
12/24/2019	115.60	114.83
12/26/2019	117.16	114.83
12/27/2019	117.13	114.83
12/30/2019	116.19	114.83
12/31/2019	114.49	114.83
1/2/2020	114.63	113.90
1/3/2020	115.20	113.90
1/6/2020	114.93	113.90
1/7/2020	116.29	113.90
1/8/2020	115.14	113.90
1/9/2020	115.57	113.90
1/10/2020	113.75	113.90
1/13/2020	114.99	113.90
1/14/2020	113.86	113.90
1/15/2020	114.44	113.90
1/16/2020	113.00	113.90
1/17/2020	112.25	113.90
1/21/2020	112.51	113.90
1/22/2020	112.18	113.90
1/23/2020	112.77	113.90
1/24/2020	113.19	113.90
1/27/2020	113.01	113.90
1/28/2020	113.16	113.90
1/29/2020	113.67	113.90
1/30/2020	113.84	113.90
1/31/2020	114.49	113.90
2/3/2020	114.15	113.90
2/4/2020	114.09	113.90
2/5/2020	114.05	113.90
2/6/2020	113.65	113.90
2/7/2020	113.77	113.90
2/10/2020	112.76	113.90
2/11/2020	113.22	113.90
2/12/2020	112.67	113.90
2/13/2020	113.27	113.90
2/14/2020	112.82	113.90
2/18/2020	112.64	113.90
2/19/2020	112.80	113.90
2/20/2020	113.43	113.90
2/21/2020	112.23	113.90
2/24/2020	114.03	113.90
2/25/2020	114.24	113.90
2/26/2020	115.59	113.90
2/27/2020	115.75	113.90
2/28/2020	114.78	113.90
3/2/2020	113.10	113.90
3/3/2020	113.43	113.90
3/4/2020	114.40	113.90
3/5/2020	114.66	113.90
3/6/2020	114.30	113.90
3/9/2020	114.15	113.90
3/10/2020	113.65	113.90
3/11/2020	113.42	113.90
3/12/2020	113.26	113.90
3/13/2020	111.75	113.90
3/16/2020	113.33	113.90
3/17/2020	112.14	113.90
3/18/2020	114.55	113.90
3/19/2020	111.40	113.90
3/20/2020	113.73	113.90
3/23/2020	113.48	113.90
3/24/2020	115.70	113.90
3/25/2020	115.23	113.90
3/26/2020	115.12	113.90
3/27/2020	115.78	113.90
3/30/2020	115.62	113.90
3/31/2020	116.87	113.90
4/1/2020	117.91	118.13
4/2/2020	117.62	118.13
4/3/2020	118.62	118.13
4/6/2020	117.78	118.13
4/7/2020	117.40	118.13
4/8/2020	117.03	118.13
4/9/2020	115.18	118.13
4/10/2020	115.11	118.13
4/13/2020	116.53	118.13
4/14/2020	116.54	118.13
4/15/2020	116.64	118.13
4/16/2020	117.31	118.13
4/17/2020	117.31	118.13
4/20/2020	116.52	118.13
4/21/2020	117.74	118.13
4/22/2020	118.59	118.13
4/23/2020	118.63	118.13
4/24/2020	118.60	118.13
4/27/2020	118.73	118.13
4/28/2020	117.59	118.13
4/29/2020	118.01	118.13
4/30/2020	117.25	118.13
5/1/2020	117.76	118.13
5/4/2020	118.11	118.13
5/5/2020	118.23	118.13
5/6/2020	119.06	118.13
5/7/2020	118.19	118.13
5/8/2020	118.26	118.13
5/11/2020	117.93	118.13
5/12/2020	118.38	118.13
5/13/2020	118.86	118.13
5/14/2020	119.12	118.13
5/15/2020	118.56	118.13
5/18/2020	118.39	118.13
5/19/2020	118.32	118.13
5/20/2020	118.25	118.13
5/21/2020	119.03	118.13
5/22/2020	119.52	118.13
5/26/2020	118.94	118.13
5/27/2020	118.96	118.13
5/28/2020	119.24	118.13
5/29/2020	118.27	118.13
6/1/2020	117.87	118.13
6/2/2020	117.99	118.13
6/3/2020	118.65	118.13
6/4/2020	118.11	118.13
6/5/2020	116.97	118.13
6/8/2020	117.49	118.13
6/9/2020	118.06	118.13
6/10/2020	117.79	118.13
6/11/2020	118.65	118.13
6/12/2020	118.99	118.13
6/15/2020	118.38	118.13
6/16/2020	118.26	118.13
6/17/2020	118.72	118.13
6/18/2020	118.68	118.13
6/19/2020	119.42	118.13
6/22/2020	118.47	118.13
6/23/2020	118.45	118.13
6/24/2020	119.28	118.13
6/25/2020	118.94	118.13
6/26/2020	119.67	118.13
6/29/2020	118.83	118.13
6/30/2020	118.31	118.13
7/1/2020	118.80	117.93
7/2/2020	118.18	117.93
7/3/2020	117.83	117.93
7/6/2020	117.92	117.93
7/7/2020	119.60	117.93
7/8/2020	118.51	117.93
7/9/2020	118.84	117.93
7/10/2020	118.90	117.93
7/13/2020	118.69	117.93
7/14/2020	118.51	117.93
7/15/2020	118.38	117.93
7/16/2020	118.29	117.93
7/17/2020	118.78	117.93
7/20/2020	118.10	117.93
7/21/2020	117.26	117.93
7/22/2020	117.16	117.93
7/23/2020	117.86	117.93
7/24/2020	118.36	117.93
7/27/2020	118.41	117.93
7/28/2020	118.84	117.93
7/29/2020	118.25	117.93
7/30/2020	118.80	117.93
7/31/2020	118.54	117.93
8/3/2020	118.37	117.93
8/4/2020	118.22	117.93
8/5/2020	118.02	117.93
8/6/2020	118.39	117.93
8/7/2020	118.04	117.93
8/10/2020	117.12	117.93
8/11/2020	117.80	117.93
8/12/2020	117.56	117.93
8/13/2020	117.70	117.93
8/14/2020	117.30	117.93
8/17/2020	117.29	117.93
8/18/2020	117.67	117.93
8/19/2020	117.57	117.93
8/20/2020	117.74	117.93
8/21/2020	117.72	117.93
8/24/2020	117.45	117.93
8/25/2020	116.94	117.93
8/26/2020	116.64	117.93
8/27/2020	116.34	117.93
8/28/2020	115.30	117.93
8/31/2020	116.70	117.93
9/1/2020	116.66	117.93
9/2/2020	116.49	117.93
9/3/2020	117.58	117.93
9/4/2020	118.00	117.93
9/8/2020	117.69	117.93
9/9/2020	117.89	117.93
9/10/2020	118.00	117.93
9/11/2020	117.90	117.93
9/14/2020	118.33	117.93
9/15/2020	118.42	117.93
9/16/2020	118.25	117.93
9/17/2020	118.28	117.93
9/18/2020	117.31	117.93
9/21/2020	117.03	117.93
9/22/2020	117.50	117.93
9/23/2020	118.62	117.93
9/24/2020	118.55	117.93
9/25/2020	118.63	117.93
9/28/2020	118.24	117.93
9/29/2020	118.51	117.93
9/30/2020	118.71	117.93
10/1/2020	117.92	116.70
10/2/2020	118.14	116.70
10/5/2020	117.72	116.70
10/6/2020	117.85	116.70
10/7/2020	117.15	116.70
10/8/2020	117.01	116.70
10/9/2020	116.63	116.70
10/13/2020	116.65	116.70
10/14/2020	116.61	116.70
10/15/2020	116.81	116.70
10/16/2020	117.06	116.70
10/19/2020	116.65	116.70
10/20/2020	116.45	116.70
10/21/2020	117.09	116.70
10/22/2020	117.04	116.70
10/23/2020	116.46	116.70
10/26/2020	116.76	116.70
10/27/2020	117.22	116.70
10/28/2020	117.44	116.70
10/29/2020	117.32	116.70
10/30/2020	117.76	116.70
11/2/2020	116.71	116.70
11/3/2020	117.69	116.70
11/4/2020	117.05	116.70
11/5/2020	116.65	116.70
11/6/2020	117.17	116.70
11/9/2020	116.35	116.70
11/10/2020	116.38	116.70
11/12/2020	116.16	116.70
11/13/2020	116.15	116.70
11/16/2020	116.18	116.70
11/17/2020	116.80	116.70
11/18/2020	116.92	116.70
11/19/2020	116.62	116.70
11/20/2020	116.61	116.70
11/23/2020	116.63	116.70
11/24/2020	116.21	116.70
11/25/2020	116.03	116.70
11/27/2020	116.79	116.70
11/30/2020	115.75	116.70
12/1/2020	115.34	116.70
12/2/2020	115.42	116.70
12/3/2020	116.13	116.70
12/4/2020	115.68	116.70
12/7/2020	115.46	116.70
12/8/2020	115.66	116.70
12/9/2020	115.56	116.70
12/10/2020	115.99	116.70
12/11/2020	116.07	116.70
12/14/2020	115.54	116.70
12/15/2020	116.40	116.70
12/16/2020	117.03	116.70
12/17/2020	116.45	116.70
12/18/2020	116.71	116.70
12/21/2020	116.06	116.70
12/22/2020	116.27	116.70
12/23/2020	116.26	116.70
12/24/2020	118.07	116.70
12/28/2020	117.31	116.70
12/29/2020	117.86	116.70
12/30/2020	117.01	116.70
12/31/2020	118.37	116.70

** Low LCR group consists of Bank of America, Citigroup, JPMorgan Chase, and State Street.

Source: FR 2052a.

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Figure 6.1: Component Contributions to Changes in LCR: 2019-20. High LCR G-SIB Group*

Monthly Average
Percentage Point

Date	HQLA Reserves	HQLA Lvl 1	HQLA All Else	Net Deposits	Net Secured	Net All Else
Jan-19	-11.17	17.16	-3.14	30.90	-32.06	14.94
Feb-19	5.90	-26.18	-8.78	3.32	-5.95	21.18
Mar-19	-22.55	18.37	-1.31	2.49	0.22	4.37
Apr-19	-1.73	0.23	2.04	-1.93	-5.26	-15.72
May-19	2.75	0.37	4.78	-1.86	2.81	16.51
Jun-19	13.36	16.05	-8.89	-41.54	-25.44	29.66
Jul-19	-6.50	-10.14	10.17	16.32	-4.21	-4.13
Aug-19	1.43	-9.32	1.63	10.34	5.86	-15.62
Sep-19	-5.87	6.95	2.59	-9.19	-2.32	12.84
Oct-19	3.07	17.91	0.18	-23.04	-0.68	1.68
Nov-19	-7.86	-14.22	0.63	8.91	-7.95	16.25
Dec-19	35.23	-18.43	2.57	-27.63	15.85	-20.03
Jan-20	-40.37	34.60	4.55	5.24	-5.73	12.32
Feb-20	13.64	-14.91	-13.73	10.62	25.39	-29.48
Mar-20	56.63	-2.61	9.28	-113.03	70.71	3.88
Apr-20	19.69	-9.18	-5.43	52.92	-50.43	0.01
May-20	8.30	3.99	-18.78	30.78	-16.89	4.62
Jun-20	19.24	31.48	-23.10	-40.87	-6.00	14.92
Jul-20	-21.47	-0.58	16.39	21.97	0.26	-21.60
Aug-20	10.69	-27.14	-2.78	0.14	-24.51	26.54
Sep-20	9.03	-8.59	-2.04	-13.66	14.94	4.12
Oct-20	11.77	5.85	-6.94	-15.07	6.03	-5.56
Nov-20	1.41	6.52	-7.02	-17.42	-53.00	62.61
Dec-20	7.11	14.74	1.07	-26.20	-0.74	9.87

* High LCR group consists of Bank of NY Mellon, Goldman Sachs, Morgan Stanley, and Wells Fargo.

Note: Vertical lines indicate our pandemic period, March to June 2020.

Source: FR 2052a.

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Figure 6.2: Component Contributions to Changes in LCR: 2019-20. Low LCR G-SIB Group**

Monthly Average
Percentage Point

Date	HQLA Reserves	HQLA Lvl 1	HQLA All Else	Net Deposits	Net Secured	Net All Else
Jan-19	5.97	-12.83	1.41	12.64	-10.46	9.20
Feb-19	-9.09	2.33	-7.35	7.13	-8.41	-3.43
Mar-19	5.54	6.96	3.52	-13.80	-8.29	6.38
Apr-19	-17.61	5.79	8.16	4.50	9.74	-20.56
May-19	16.59	8.42	-12.79	-7.06	2.42	14.38
Jun-19	-11.46	-6.42	15.29	-11.06	-4.09	12.75
Jul-19	6.66	-3.14	6.04	-2.64	-2.34	-2.49
Aug-19	-8.39	8.74	-8.45	9.29	5.23	-5.64
Sep-19	7.09	0.48	-12.45	-27.81	-0.69	21.48
Oct-19	2.72	9.81	5.64	1.07	-5.42	-6.38
Nov-19	-1.96	3.74	-2.36	-8.03	-4.23	11.64
Dec-19	-2.92	-2.87	4.47	5.45	4.08	-7.48
Jan-20	8.28	-17.00	8.04	1.67	-8.82	8.32
Feb-20	-7.62	20.06	-14.75	-5.56	8.13	-0.18
Mar-20	108.68	-14.60	-19.29	-137.22	31.03	36.86
Apr-20	49.76	-23.40	-23.30	30.37	-18.15	-13.08
May-20	26.53	-19.31	-3.33	-0.71	-8.70	11.56
Jun-20	-36.79	47.83	0.68	-11.70	-8.59	8.33
Jul-20	3.90	5.13	0.38	-7.15	12.70	-16.17
Aug-20	4.97	-13.39	0.40	1.98	-7.85	7.64
Sep-20	-5.34	10.85	-1.23	-4.71	-0.85	8.18
Oct-20	28.55	-20.33	0.98	-11.72	13.68	-14.63
Nov-20	-3.10	15.73	4.43	-36.72	-34.88	44.13
Dec-20	1.30	-0.47	-2.22	4.85	-5.84	11.94

** Low LCR group consists of Bank of America, Citigroup, JPMorgan Chase, and State Street.

Note: Vertical lines indicate our pandemic period, March to June 2020.

Source: FR 2052a.

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Last Update: August 30, 2021

Board of Governors of the Federal Reserve System

Accessible Version