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 >5 Yr 8872.78 S-2
2025-10-09 I.S.1 PSE >5 Yr 85946.80 S-3
2025-10-09 I.S.1 PSE >5 Yr 50181.27 S-4
2025-10-09 I.S.1 PSE >5 Yr 24018.44 S-5
2025-10-09 I.S.1 PSE >5 Yr 12771.71 S-6
2025-10-09 I.S.1 PSE >5 Yr 20256.97 S-7
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 48496.62 A-0-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 10068.28 A-1-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 584.97 A-2-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 52987.84 A-3-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 79423.90 A-4-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 55848.82 A-5-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 77354.03 CB-1-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 11191.10 CB-2-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 46220.84 S-1-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 70947.08 S-2-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 84219.52 S-3-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 21278.46 S-4-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 16019.88 CB-3-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 35087.74 G-1-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 64058.14 G-2-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 61330.54 G-3-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 34584.48 S-5-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 5243.05 S-6-Q
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 58451.70 S-7-Q