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.7 Other >5 Yr 9829.28 G-2
2025-10-09 I.S.7 Other >5 Yr 8630.09 G-3
2025-10-09 I.S.7 Other >5 Yr 14281.39 IG-1
2025-10-09 I.S.7 Other >5 Yr 6908.09 IG-2
2025-10-09 I.S.7 Other >5 Yr 9578.16 S-1
2025-10-09 I.S.7 Other >5 Yr 11422.87 S-2
2025-10-09 I.S.7 Other >5 Yr 7860.94 S-3
2025-10-09 I.S.7 Other >5 Yr 11729.01 S-4
2025-10-09 I.S.7 Other >5 Yr 3676.06 S-5
2025-10-09 I.S.7 Other >5 Yr 14516.14 S-6
2025-10-09 I.S.7 Other >5 Yr 10521.87 S-7
2025-10-09 I.S.7 Other Supranational >= 1 Yr <= 2 Yr 28935.15 A-0-Q
2025-10-09 I.S.7 Other Supranational >= 1 Yr <= 2 Yr 13457.68 A-1-Q
2025-10-09 I.S.7 Other Supranational >= 1 Yr <= 2 Yr 6165.47 A-2-Q
2025-10-09 I.S.7 Other Supranational >= 1 Yr <= 2 Yr 22413.15 A-3-Q
2025-10-09 I.S.7 Other Supranational >= 1 Yr <= 2 Yr 19625.86 A-4-Q
2025-10-09 I.S.7 Other Supranational >= 1 Yr <= 2 Yr 292.00 A-5-Q
2025-10-09 I.S.7 Other Supranational >= 1 Yr <= 2 Yr 7017.33 CB-1-Q
2025-10-09 I.S.7 Other Supranational >= 1 Yr <= 2 Yr 2107.37 CB-2-Q
2025-10-09 I.S.7 Other Supranational >= 1 Yr <= 2 Yr 2696.26 S-1-Q
2025-10-09 I.S.7 Other Supranational >= 1 Yr <= 2 Yr 789.90 S-2-Q
2025-10-09 I.S.7 Other Supranational >= 1 Yr <= 2 Yr 27816.85 S-3-Q
2025-10-09 I.S.7 Other Supranational >= 1 Yr <= 2 Yr 11566.02 S-4-Q
2025-10-09 I.S.7 Other Supranational >= 1 Yr <= 2 Yr 26647.95 CB-3-Q
2025-10-09 I.S.7 Other Supranational >= 1 Yr <= 2 Yr 14836.02 G-1-Q