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 10604.73 N-2
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 3253.32 N-3
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 8566.67 N-4
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 24285.46 N-5
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 18285.57 N-6
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 9018.28 N-7
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 997.17 P-1
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 24834.47 P-2
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 4784.25 S-8
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 22070.83 Y-1
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 24364.10 Y-2
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 9106.02 Y-3
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 29379.71 Y-4
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 25566.34 Z-1
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 14005.37 A-2
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 3096.26 A-3
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 13688.18 A-4
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 9881.15 A-5
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 30335.00 CB-1
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 26964.40 CB-2
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 27217.42 CB-3
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 15773.38 E-1
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 7854.62 E-2
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 17956.14 G-1
2025-10-09 I.S.7 GSE >= 1 Yr <= 2 Yr 5705.27 G-2