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 PSE >= 1 Yr <= 2 Yr 14809.59 S-3
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 32500.40 S-4
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 2216.76 S-5
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 20671.18 S-6
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 7891.22 S-7
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 28348.77 A-0-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 6546.56 A-1-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 21606.87 A-2-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 31029.68 A-3-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 268.62 A-4-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 31954.70 A-5-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 23383.29 CB-1-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 31194.55 CB-2-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 3932.57 S-1-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 13029.78 S-2-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 4831.27 S-3-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 17846.99 S-4-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 4118.26 CB-3-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 9246.54 G-1-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 17107.37 G-2-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 7846.84 G-3-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 8621.14 S-5-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 15724.08 S-6-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 15036.17 S-7-Q
2025-10-09 I.S.7 PSE >2 Yr <= 3 Yr 17268.53 E-1-Q