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 >5 Yr 16131.68 A-3-Q
2025-10-09 I.S.7 PSE >5 Yr 3821.41 A-4-Q
2025-10-09 I.S.7 PSE >5 Yr 25219.69 A-5-Q
2025-10-09 I.S.7 PSE >5 Yr 13420.65 CB-1-Q
2025-10-09 I.S.7 PSE >5 Yr 30257.04 CB-2-Q
2025-10-09 I.S.7 PSE >5 Yr 6062.93 S-1-Q
2025-10-09 I.S.7 PSE >5 Yr 12477.29 S-2-Q
2025-10-09 I.S.7 PSE >5 Yr 20148.58 S-3-Q
2025-10-09 I.S.7 PSE >5 Yr 5213.33 S-4-Q
2025-10-09 I.S.7 PSE >5 Yr 13068.84 CB-3-Q
2025-10-09 I.S.7 PSE >5 Yr 30122.02 G-1-Q
2025-10-09 I.S.7 PSE >5 Yr 21291.57 G-2-Q
2025-10-09 I.S.7 PSE >5 Yr 22985.13 G-3-Q
2025-10-09 I.S.7 PSE >5 Yr 24408.81 S-5-Q
2025-10-09 I.S.7 PSE >5 Yr 29707.65 S-6-Q
2025-10-09 I.S.7 PSE >5 Yr 28577.37 S-7-Q
2025-10-09 I.S.7 PSE >5 Yr 27521.61 E-1-Q
2025-10-09 I.S.7 PSE >5 Yr 29810.62 E-2-Q
2025-10-09 I.S.7 PSE >5 Yr 7885.85 IG-1-Q
2025-10-09 I.S.7 PSE >5 Yr 18836.19 IG-2-Q
2025-10-09 I.S.7 PSE >5 Yr 33054.31 C-1
2025-10-09 I.S.7 PSE >5 Yr 31024.34 CB-4
2025-10-09 I.S.7 PSE >5 Yr 17724.47 E-10
2025-10-09 I.S.7 PSE >5 Yr 20099.46 E-3
2025-10-09 I.S.7 PSE >5 Yr 113.30 E-4