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 >5 Yr 30925.88 C-1
2025-10-09 I.S.7 GSE >5 Yr 23310.37 CB-4
2025-10-09 I.S.7 GSE >5 Yr 30964.95 E-10
2025-10-09 I.S.7 GSE >5 Yr 7553.27 E-3
2025-10-09 I.S.7 GSE >5 Yr 26356.85 E-4
2025-10-09 I.S.7 GSE >5 Yr 23467.85 E-5
2025-10-09 I.S.7 GSE >5 Yr 9445.13 E-6
2025-10-09 I.S.7 GSE >5 Yr 21324.10 E-7
2025-10-09 I.S.7 GSE >5 Yr 10127.37 E-8
2025-10-09 I.S.7 GSE >5 Yr 8799.38 E-9
2025-10-09 I.S.7 GSE >5 Yr 21350.40 G-4
2025-10-09 I.S.7 GSE >5 Yr 32039.45 IG-3
2025-10-09 I.S.7 GSE >5 Yr 12154.87 IG-4
2025-10-09 I.S.7 GSE >5 Yr 28219.72 IG-5
2025-10-09 I.S.7 GSE >5 Yr 33383.19 IG-6
2025-10-09 I.S.7 GSE >5 Yr 6311.32 IG-7
2025-10-09 I.S.7 GSE >5 Yr 19194.96 IG-8
2025-10-09 I.S.7 GSE >5 Yr 7966.07 L-1
2025-10-09 I.S.7 GSE >5 Yr 6866.72 L-10
2025-10-09 I.S.7 GSE >5 Yr 3342.35 L-11
2025-10-09 I.S.7 GSE >5 Yr 16998.24 L-2
2025-10-09 I.S.7 GSE >5 Yr 1929.42 L-3
2025-10-09 I.S.7 GSE >5 Yr 6936.32 L-4
2025-10-09 I.S.7 GSE >5 Yr 22855.94 L-5
2025-10-09 I.S.7 GSE >5 Yr 15986.34 L-6