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 62007.43 L-11
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 34139.20 L-2
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 28463.96 L-3
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 49777.34 L-4
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 48604.20 L-5
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 32908.96 L-6
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 66969.51 L-7
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 50826.66 L-8
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 25724.78 L-9
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 38276.86 LC-1
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 10080.80 LC-2
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 41905.04 N-1
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 68289.55 N-2
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 36431.10 N-3
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 40221.54 N-4
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 23752.78 N-5
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 40347.73 N-6
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 56554.92 N-7
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 15778.82 P-1
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 32969.16 P-2
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 72166.59 S-8
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 17143.39 Y-1
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 84287.31 Y-2
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 38384.71 Y-3
2025-10-09 I.S.1 Other >4 Yr <= 5 Yr 78545.80 Y-4