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 Other >= 1 Yr <= 2 Yr 39285.15 IG-3
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 58057.20 IG-4
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 23692.58 IG-5
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 78306.41 IG-6
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 81381.56 IG-7
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 8391.45 IG-8
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 48229.58 L-1
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 57312.10 L-10
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 30163.66 L-11
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 58410.01 L-2
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 15566.57 L-3
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 39069.26 L-4
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 66410.09 L-5
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 62544.81 L-6
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 85769.92 L-7
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 35348.30 L-8
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 52590.23 L-9
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 13568.49 LC-1
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 86317.77 LC-2
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 58979.45 N-1
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 49392.54 N-2
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 18611.07 N-3
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 1559.63 N-4
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 70683.58 N-5
2025-10-09 I.S.1 Other >= 1 Yr <= 2 Yr 28355.48 N-6