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 >2 Yr <= 3 Yr 11799.68 E-2-Q
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 16556.30 IG-1-Q
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 23179.12 IG-2-Q
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 65919.18 C-1
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 20042.25 CB-4
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 19343.77 E-10
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 28951.40 E-3
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 8373.36 E-4
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 50489.44 E-5
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 14.55 E-6
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 6506.62 E-7
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 51018.98 E-8
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 39137.17 E-9
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 62979.30 G-4
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 86793.07 IG-3
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 73418.49 IG-4
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 30175.04 IG-5
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 54033.79 IG-6
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 30433.15 IG-7
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 82840.60 IG-8
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 82484.68 L-1
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 66915.39 L-10
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 71449.27 L-11
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 7123.24 L-2
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 36076.11 L-3