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 >2 Yr <= 3 Yr 4370.69 G-3-Q
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 28833.99 S-5-Q
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 13282.61 S-6-Q
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 30393.54 S-7-Q
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 26381.08 E-1-Q
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 1507.19 E-2-Q
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 20103.73 IG-1-Q
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 22567.41 IG-2-Q
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 20670.71 C-1
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 5142.52 CB-4
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 28088.74 E-10
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 25359.95 E-3
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 25924.23 E-4
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 22501.24 E-5
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 26770.91 E-6
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 12249.34 E-7
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 5713.46 E-8
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 23667.29 E-9
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 23769.91 G-4
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 3690.48 IG-3
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 23410.19 IG-4
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 535.42 IG-5
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 17395.15 IG-6
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 29011.55 IG-7
2025-10-09 I.S.7 GSE >2 Yr <= 3 Yr 12588.12 IG-8