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 >3 Yr <= 4 Yr 29297.82 CB-1-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 17688.68 CB-2-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 50903.18 S-1-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 79021.22 S-2-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 80635.27 S-3-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 8752.54 S-4-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 80474.12 CB-3-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 79244.44 G-1-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 10981.50 G-2-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 77589.09 G-3-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 8549.02 S-5-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 21319.38 S-6-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 16251.93 S-7-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 74047.63 E-1-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 54818.95 E-2-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 33096.73 IG-1-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 25750.07 IG-2-Q
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 70744.48 C-1
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 80527.94 CB-4
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 67832.53 E-10
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 77067.28 E-3
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 84167.32 E-4
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 70563.67 E-5
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 27142.18 E-6
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 13323.79 E-7