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 GSE >= 1 Yr <= 2 Yr 25562.43 A-4-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 21520.30 A-5-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 31431.53 CB-1-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 33742.78 CB-2-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 19661.15 S-1-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 23307.86 S-2-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 11344.68 S-3-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 1373.16 S-4-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 8935.60 CB-3-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 23079.60 G-1-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 28528.17 G-2-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 32817.87 G-3-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 13087.34 S-5-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 13505.83 S-6-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 21999.78 S-7-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 2428.25 E-1-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 27553.19 E-2-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 1263.42 IG-1-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 23845.89 IG-2-Q
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 4054.02 C-1
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 23859.15 CB-4
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 23389.77 E-10
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 22029.59 E-3
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 8336.91 E-4
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 26458.47 E-5