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 44057.40 L-4
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 51141.04 L-5
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 80462.88 L-6
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 31011.70 L-7
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 76074.86 L-8
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 271.41 L-9
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 1134.84 LC-1
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 66195.40 LC-2
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 67830.57 N-1
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 57092.36 N-2
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 44181.89 N-3
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 42911.81 N-4
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 3755.64 N-5
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 17709.41 N-6
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 20588.58 N-7
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 59519.21 P-1
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 21194.51 P-2
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 44899.44 S-8
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 63058.42 Y-1
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 48582.91 Y-2
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 27664.65 Y-3
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 70248.53 Y-4
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 43588.83 Z-1
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 27066.26 A-2
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 19519.37 A-3