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 8966.79 IG-2
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 22186.94 S-1
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 85260.43 S-2
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 74431.17 S-3
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 53671.00 S-4
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 67612.25 S-5
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 23674.81 S-6
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 1974.10 S-7
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 36764.44 A-0-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 50600.36 A-1-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 53853.93 A-2-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 67840.73 A-3-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 70092.77 A-4-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 60115.37 A-5-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 26884.74 CB-1-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 16450.87 CB-2-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 86426.63 S-1-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 63252.96 S-2-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 9365.05 S-3-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 48515.76 S-4-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 1001.59 CB-3-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 43726.71 G-1-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 34843.92 G-2-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 9664.74 G-3-Q
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 9570.39 S-5-Q