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.1 Other Supranational >4 Yr <= 5 Yr 11426.09 S-6
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 69380.71 S-7
2025-10-09 I.S.1 Other Supranational >5 Yr 73683.61 A-0-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 4527.68 A-1-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 67777.05 A-2-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 82920.91 A-3-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 10777.40 A-4-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 67992.67 A-5-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 52682.86 CB-1-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 14661.95 CB-2-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 73367.42 S-1-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 36553.62 S-2-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 69647.70 S-3-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 75542.32 S-4-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 78897.34 CB-3-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 70075.66 G-1-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 33764.69 G-2-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 29772.99 G-3-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 81168.20 S-5-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 4030.44 S-6-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 35267.71 S-7-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 41356.67 E-1-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 10647.01 E-2-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 52292.30 IG-1-Q
2025-10-09 I.S.1 Other Supranational >5 Yr 74219.06 IG-2-Q