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 >3 Yr <= 4 Yr 23738.67 A-1-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 31465.48 A-2-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 31485.72 A-3-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 14518.45 A-4-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 21882.19 A-5-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 8836.89 CB-1-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 22345.56 CB-2-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 4628.80 S-1-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 26865.95 S-2-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 664.75 S-3-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 6702.35 S-4-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 6073.25 CB-3-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 11610.37 G-1-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 9724.27 G-2-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 3896.06 G-3-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 32956.30 S-5-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 9661.98 S-6-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 31080.65 S-7-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 5894.46 E-1-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 18082.13 E-2-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 8815.07 IG-1-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 19679.37 IG-2-Q
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 22647.46 C-1
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 8075.89 CB-4
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 23679.75 E-10