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 >3 Yr <= 4 Yr 15370.99 E-8
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 59370.77 E-9
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 12736.43 G-4
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 32395.12 IG-3
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 12203.17 IG-4
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 80581.86 IG-5
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 15093.21 IG-6
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 61677.53 IG-7
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 50878.52 IG-8
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 80423.15 L-1
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 28139.92 L-10
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 54227.45 L-11
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 82461.08 L-2
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 25430.65 L-3
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 18376.03 L-4
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 63302.55 L-5
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 36651.87 L-6
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 64136.18 L-7
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 11894.71 L-8
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 23477.56 L-9
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 74794.55 LC-1
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 38127.49 LC-2
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 40488.57 N-1
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 31915.34 N-2
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 30026.25 N-3