Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Securities financing transactions assigned > 20% risk weight provided to non-financial customers and maturing in ≥ 1 year (85% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 43277.29 IG-5
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 38041.01 IG-6
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 81432.44 IG-7
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 31736.89 IG-8
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 56616.74 L-1
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 70253.63 L-10
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 74113.50 L-11
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 34811.96 L-2
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 75763.40 L-3
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 72065.72 L-4
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 11341.53 L-5
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 77335.60 L-6
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 16171.86 L-7
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 63272.54 L-8
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 51057.04 L-9
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 35242.21 LC-1
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 78503.93 LC-2
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 38945.70 N-1
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 37418.58 N-2
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 16403.57 N-3
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 42740.21 N-4
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 11510.89 N-5
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 64978.12 N-6
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 4805.02 N-7
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 84282.01 P-1