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 40341.27 IG-2
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 14224.53 S-1
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 40541.85 S-2
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 3469.54 S-3
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 83370.56 S-4
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 27065.86 S-5
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 829.74 S-6
2025-10-09 I.S.1 Other >3 Yr <= 4 Yr 8583.97 S-7
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 30396.13 A-0-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 84294.16 A-1-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 77724.46 A-2-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 8523.97 A-3-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 28191.34 A-4-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 38918.05 A-5-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 16940.09 CB-1-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 81746.52 CB-2-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 68694.47 S-1-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 40101.67 S-2-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 20990.30 S-3-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 73669.56 S-4-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 77493.07 CB-3-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 85762.28 G-1-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 48982.32 G-2-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 50214.71 G-3-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 55637.85 S-5-Q