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 31732.61 N-1
2025-10-09 I.S.7 PSE >5 Yr 29164.34 N-2
2025-10-09 I.S.7 PSE >5 Yr 32698.82 N-3
2025-10-09 I.S.7 PSE >5 Yr 3114.90 N-4
2025-10-09 I.S.7 PSE >5 Yr 9156.78 N-5
2025-10-09 I.S.7 PSE >5 Yr 27062.04 N-6
2025-10-09 I.S.7 PSE >5 Yr 6383.11 N-7
2025-10-09 I.S.7 PSE >5 Yr 24104.54 P-1
2025-10-09 I.S.7 PSE >5 Yr 19669.69 P-2
2025-10-09 I.S.7 PSE >5 Yr 26231.44 S-8
2025-10-09 I.S.7 PSE >5 Yr 30537.52 Y-1
2025-10-09 I.S.7 PSE >5 Yr 12785.00 Y-2
2025-10-09 I.S.7 PSE >5 Yr 11724.58 Y-3
2025-10-09 I.S.7 PSE >5 Yr 32392.27 Y-4
2025-10-09 I.S.7 PSE >5 Yr 11326.88 Z-1
2025-10-09 I.S.7 PSE >5 Yr 24610.85 A-2
2025-10-09 I.S.7 PSE >5 Yr 8421.30 A-3
2025-10-09 I.S.7 PSE >5 Yr 17311.19 A-4
2025-10-09 I.S.7 PSE >5 Yr 2805.28 A-5
2025-10-09 I.S.7 PSE >5 Yr 21696.85 CB-1
2025-10-09 I.S.7 PSE >5 Yr 16864.35 CB-2
2025-10-09 I.S.7 PSE >5 Yr 18303.20 CB-3
2025-10-09 I.S.7 PSE >5 Yr 8336.28 E-1
2025-10-09 I.S.7 PSE >5 Yr 3480.54 E-2
2025-10-09 I.S.7 PSE >5 Yr 18703.28 G-1