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 84487.12 N-4
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 39754.18 N-5
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 23537.99 N-6
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 2878.70 N-7
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 71294.58 P-1
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 77920.95 P-2
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 52839.82 S-8
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 71747.04 Y-1
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 58122.08 Y-2
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 569.83 Y-3
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 60563.89 Y-4
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 22087.26 Z-1
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 35609.81 A-2
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 29697.53 A-3
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 1903.54 A-4
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 48088.92 A-5
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 71582.27 CB-1
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 45994.58 CB-2
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 28837.36 CB-3
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 39683.05 E-1
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 6653.87 E-2
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 60828.48 G-1
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 74309.92 G-2
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 2982.73 G-3
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 2064.05 IG-1