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 16784.04 L-7
2025-10-09 I.S.7 GSE >5 Yr 31473.89 L-8
2025-10-09 I.S.7 GSE >5 Yr 24573.57 L-9
2025-10-09 I.S.7 GSE >5 Yr 15933.40 LC-1
2025-10-09 I.S.7 GSE >5 Yr 22286.75 LC-2
2025-10-09 I.S.7 GSE >5 Yr 10278.40 N-1
2025-10-09 I.S.7 GSE >5 Yr 32718.77 N-2
2025-10-09 I.S.7 GSE >5 Yr 24559.69 N-3
2025-10-09 I.S.7 GSE >5 Yr 27672.28 N-4
2025-10-09 I.S.7 GSE >5 Yr 28232.05 N-5
2025-10-09 I.S.7 GSE >5 Yr 33735.55 N-6
2025-10-09 I.S.7 GSE >5 Yr 18089.82 N-7
2025-10-09 I.S.7 GSE >5 Yr 18152.36 P-1
2025-10-09 I.S.7 GSE >5 Yr 3176.61 P-2
2025-10-09 I.S.7 GSE >5 Yr 922.05 S-8
2025-10-09 I.S.7 GSE >5 Yr 31321.41 Y-1
2025-10-09 I.S.7 GSE >5 Yr 23130.03 Y-2
2025-10-09 I.S.7 GSE >5 Yr 24201.97 Y-3
2025-10-09 I.S.7 GSE >5 Yr 7323.33 Y-4
2025-10-09 I.S.7 GSE >5 Yr 25343.21 Z-1
2025-10-09 I.S.7 GSE >5 Yr 24229.10 A-2
2025-10-09 I.S.7 GSE >5 Yr 546.57 A-3
2025-10-09 I.S.7 GSE >5 Yr 18154.71 A-4
2025-10-09 I.S.7 GSE >5 Yr 15142.84 A-5
2025-10-09 I.S.7 GSE >5 Yr 30044.08 CB-1