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 31138.44 E-5
2025-10-09 I.S.7 PSE >5 Yr 10436.45 E-6
2025-10-09 I.S.7 PSE >5 Yr 24751.16 E-7
2025-10-09 I.S.7 PSE >5 Yr 11931.60 E-8
2025-10-09 I.S.7 PSE >5 Yr 14655.07 E-9
2025-10-09 I.S.7 PSE >5 Yr 25264.91 G-4
2025-10-09 I.S.7 PSE >5 Yr 12675.02 IG-3
2025-10-09 I.S.7 PSE >5 Yr 30570.88 IG-4
2025-10-09 I.S.7 PSE >5 Yr 10717.36 IG-5
2025-10-09 I.S.7 PSE >5 Yr 8678.56 IG-6
2025-10-09 I.S.7 PSE >5 Yr 29940.13 IG-7
2025-10-09 I.S.7 PSE >5 Yr 22833.68 IG-8
2025-10-09 I.S.7 PSE >5 Yr 4158.74 L-1
2025-10-09 I.S.7 PSE >5 Yr 14602.52 L-10
2025-10-09 I.S.7 PSE >5 Yr 25284.65 L-11
2025-10-09 I.S.7 PSE >5 Yr 8726.07 L-2
2025-10-09 I.S.7 PSE >5 Yr 12486.74 L-3
2025-10-09 I.S.7 PSE >5 Yr 17571.56 L-4
2025-10-09 I.S.7 PSE >5 Yr 6782.45 L-5
2025-10-09 I.S.7 PSE >5 Yr 13046.12 L-6
2025-10-09 I.S.7 PSE >5 Yr 33789.16 L-7
2025-10-09 I.S.7 PSE >5 Yr 13068.33 L-8
2025-10-09 I.S.7 PSE >5 Yr 3950.29 L-9
2025-10-09 I.S.7 PSE >5 Yr 11192.36 LC-1
2025-10-09 I.S.7 PSE >5 Yr 1285.10 LC-2