Intraday Liquidity & ALM Monitor
The intraday cash ladder for the day — net clearing position, reserve balance and funding cost — flagging the hours the desk must pre-fund.
Last run:
Completed
03 Jul 23:53
Net position
$740M
latest
Reserve buffer
$910M
floor $500M
Funding cost
$2,690,000
intraday, cumulative
Intraday trough
-$410M
deepest net position
Intraday cash ladder
Net cash-clearing position vs reserve balance through the day
- Net position
- Reserve balance
Reserve buffer
Intraday floor ÷ reserve (lower is safer)
Overdraft-risk hours
SERIOUS
10:00 · net position $-60,000,000
Net outflows exceed inflows — pre-fund to hold the reserve floor.
Reserve $610M · funding cost $340,000
CRITICAL
11:00 · net position $-240,000,000
Net outflows exceed inflows — pre-fund to hold the reserve floor.
Reserve $520M · funding cost $610,000
CRITICAL
12:00 · net position $-410,000,000
Net outflows exceed inflows — pre-fund to hold the reserve floor.
Reserve $450M · funding cost $880,000
SERIOUS
13:00 · net position $-150,000,000
Net outflows exceed inflows — pre-fund to hold the reserve floor.
Reserve $560M · funding cost $470,000
Cash ladder
| Hour | Net position | Reserve | Funding cost | Projected EOD |
|---|---|---|---|---|
| 07:00 | $820,000,000 | $950,000,000 | — | $1,770,000,000 |
| 08:00 | $540,000,000 | $900,000,000 | — | $1,440,000,000 |
| 09:00 | $180,000,000 | $720,000,000 | $120,000 | $900,000,000 |
| 10:00 | $-60,000,000 | $610,000,000 | $340,000 | $550,000,000 |
| 11:00 | $-240,000,000 | $520,000,000 | $610,000 | $280,000,000 |
| 12:00 | $-410,000,000 | $450,000,000 | $880,000 | $40,000,000 |
| 13:00 | $-150,000,000 | $560,000,000 | $470,000 | $410,000,000 |
| 14:00 | $90,000,000 | $690,000,000 | $210,000 | $780,000,000 |
| 15:00 | $360,000,000 | $780,000,000 | $60,000 | $1,140,000,000 |
| 16:00 | $610,000,000 | $860,000,000 | — | $1,470,000,000 |
| 17:00 | $740,000,000 | $910,000,000 | — | $1,650,000,000 |