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 >5 Yr 9208.51 A-3-Q
2025-10-09 I.S.1 Other >5 Yr 53617.90 A-4-Q
2025-10-09 I.S.1 Other >5 Yr 832.99 A-5-Q
2025-10-09 I.S.1 Other >5 Yr 85976.96 CB-1-Q
2025-10-09 I.S.1 Other >5 Yr 42554.10 CB-2-Q
2025-10-09 I.S.1 Other >5 Yr 7242.25 S-1-Q
2025-10-09 I.S.1 Other >5 Yr 9064.41 S-2-Q
2025-10-09 I.S.1 Other >5 Yr 39933.94 S-3-Q
2025-10-09 I.S.1 Other >5 Yr 13475.12 S-4-Q
2025-10-09 I.S.1 Other >5 Yr 72376.12 CB-3-Q
2025-10-09 I.S.1 Other >5 Yr 32008.57 G-1-Q
2025-10-09 I.S.1 Other >5 Yr 25221.28 G-2-Q
2025-10-09 I.S.1 Other >5 Yr 65909.56 G-3-Q
2025-10-09 I.S.1 Other >5 Yr 70287.71 S-5-Q
2025-10-09 I.S.1 Other >5 Yr 43842.00 S-6-Q
2025-10-09 I.S.1 Other >5 Yr 56783.39 S-7-Q
2025-10-09 I.S.1 Other >5 Yr 14445.27 E-1-Q
2025-10-09 I.S.1 Other >5 Yr 68845.40 E-2-Q
2025-10-09 I.S.1 Other >5 Yr 25015.65 IG-1-Q
2025-10-09 I.S.1 Other >5 Yr 28092.28 IG-2-Q
2025-10-09 I.S.1 Other >5 Yr 13194.62 C-1
2025-10-09 I.S.1 Other >5 Yr 34474.44 CB-4
2025-10-09 I.S.1 Other >5 Yr 53349.59 E-10
2025-10-09 I.S.1 Other >5 Yr 29466.16 E-3
2025-10-09 I.S.1 Other >5 Yr 34661.18 E-4