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 16631.19 E-3
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 8428.31 E-4
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 5462.72 E-5
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 15819.17 E-6
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 18324.55 E-7
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 27474.14 E-8
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 21409.31 E-9
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 17213.44 G-4
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 13604.11 IG-3
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 33703.20 IG-4
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 15264.01 IG-5
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 21232.70 IG-6
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 26103.37 IG-7
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 7460.25 IG-8
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 9123.47 L-1
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 30063.42 L-10
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 12834.42 L-11
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 26516.63 L-2
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 27829.55 L-3
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 8224.80 L-4
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 25963.27 L-5
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 16493.84 L-6
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 6613.96 L-7
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 5608.09 L-8
2025-10-09 I.S.7 GSE >3 Yr <= 4 Yr 12069.05 L-9