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 54017.47 A-4
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 47836.98 A-5
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 49427.63 CB-1
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 14946.57 CB-2
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 194.88 CB-3
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 48605.03 E-1
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 33438.42 E-2
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 39060.19 G-1
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 56541.43 G-2
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 68949.35 G-3
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 22992.82 IG-1
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 4210.08 IG-2
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 31197.71 S-1
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 53151.01 S-2
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 27438.05 S-3
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 53210.49 S-4
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 71568.46 S-5
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 27011.77 S-6
2025-10-09 I.S.1 Other >2 Yr <= 3 Yr 25716.14 S-7
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 56482.74 A-0-Q
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 82073.49 A-1-Q
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 69927.86 A-2-Q
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 40921.19 A-3-Q
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 21414.23 A-4-Q
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 41766.74 A-5-Q