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 32347.04 L-4
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 2467.73 L-5
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 1973.70 L-6
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 80212.59 L-7
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 84291.01 L-8
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 76927.33 L-9
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 81028.55 LC-1
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 70336.81 LC-2
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 29861.93 N-1
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 17718.29 N-2
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 5068.72 N-3
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 6144.31 N-4
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 36098.34 N-5
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 54857.17 N-6
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 33610.51 N-7
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 84299.30 P-1
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 53434.43 P-2
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 74020.84 S-8
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 84164.34 Y-1
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 80999.64 Y-2
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 68531.84 Y-3
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 25333.37 Y-4
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 45853.92 Z-1
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 43899.84 A-2
2025-10-09 I.S.1 GSE >2 Yr <= 3 Yr 19145.47 A-3