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 >4 Yr <= 5 Yr 25242.32 IG-6
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 2060.74 IG-7
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 4724.38 IG-8
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 2895.07 L-1
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 30107.22 L-10
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 17172.90 L-11
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 18338.15 L-2
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 32395.57 L-3
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 3539.34 L-4
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 29900.51 L-5
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 27187.54 L-6
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 6083.01 L-7
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 19022.60 L-8
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 9931.51 L-9
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 18697.41 LC-1
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 29526.84 LC-2
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 24813.33 N-1
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 27503.85 N-2
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 26554.68 N-3
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 8809.70 N-4
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 20134.71 N-5
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 29751.38 N-6
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 13933.77 N-7
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 11740.22 P-1
2025-10-09 I.S.7 GSE >4 Yr <= 5 Yr 16520.05 P-2