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 >4 Yr <= 5 Yr 34900.48 S-6-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 39186.51 S-7-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 43002.44 E-1-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 37811.63 E-2-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 22119.21 IG-1-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 34973.84 IG-2-Q
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 29622.17 C-1
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 9921.95 CB-4
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 45370.01 E-10
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 67813.78 E-3
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 38259.36 E-4
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 17639.06 E-5
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 5926.57 E-6
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 68043.86 E-7
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 37847.23 E-8
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 16482.48 E-9
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 37731.03 G-4
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 52806.33 IG-3
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 25080.41 IG-4
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 83585.23 IG-5
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 3882.70 IG-6
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 25032.53 IG-7
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 1168.81 IG-8
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 66876.95 L-1
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 48326.58 L-10