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 GSE >2 Yr <= 3 Yr 85166.73 E-2-Q
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 16894.62 IG-1-Q
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 52177.26 IG-2-Q
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 79069.08 C-1
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 36229.23 CB-4
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 71213.10 E-10
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 27823.43 E-3
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 41553.83 E-4
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 75818.31 E-5
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 51330.73 E-6
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 61037.01 E-7
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 49767.47 E-8
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 68829.77 E-9
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 41670.16 G-4
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 36187.97 IG-3
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 21778.22 IG-4
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 72862.98 IG-5
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 56754.76 IG-6
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 9063.75 IG-7
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 10109.04 IG-8
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 34864.68 L-1
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 5829.67 L-10
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 31192.11 L-11
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 37854.91 L-2
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 53197.38 L-3