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 MDB >2 Yr <= 3 Yr 63196.80 E-7
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 48995.44 E-8
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 701.58 E-9
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 40043.39 G-4
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 52657.29 IG-3
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 62632.35 IG-4
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 69273.36 IG-5
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 38571.51 IG-6
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 79659.15 IG-7
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 15329.97 IG-8
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 2060.66 L-1
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 72683.05 L-10
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 17532.89 L-11
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 75816.03 L-2
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 6069.74 L-3
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 68146.39 L-4
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 54315.34 L-5
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 3436.67 L-6
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 77586.15 L-7
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 50142.53 L-8
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 45500.34 L-9
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 24544.26 LC-1
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 67019.36 LC-2
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 31011.98 N-1
2025-10-09 I.S.1 MDB >2 Yr <= 3 Yr 482.19 N-2