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 >5 Yr 19614.30 A-3-Q
2025-10-09 I.S.1 GSE >5 Yr 69573.65 A-4-Q
2025-10-09 I.S.1 GSE >5 Yr 16433.15 A-5-Q
2025-10-09 I.S.1 GSE >5 Yr 36794.20 CB-1-Q
2025-10-09 I.S.1 GSE >5 Yr 56224.54 CB-2-Q
2025-10-09 I.S.1 GSE >5 Yr 31068.47 S-1-Q
2025-10-09 I.S.1 GSE >5 Yr 39767.28 S-2-Q
2025-10-09 I.S.1 GSE >5 Yr 52522.15 S-3-Q
2025-10-09 I.S.1 GSE >5 Yr 83687.23 S-4-Q
2025-10-09 I.S.1 GSE >5 Yr 45707.86 CB-3-Q
2025-10-09 I.S.1 GSE >5 Yr 61350.52 G-1-Q
2025-10-09 I.S.1 GSE >5 Yr 41858.91 G-2-Q
2025-10-09 I.S.1 GSE >5 Yr 51191.33 G-3-Q
2025-10-09 I.S.1 GSE >5 Yr 74794.14 S-5-Q
2025-10-09 I.S.1 GSE >5 Yr 46006.85 S-6-Q
2025-10-09 I.S.1 GSE >5 Yr 31898.21 S-7-Q
2025-10-09 I.S.1 GSE >5 Yr 42532.62 E-1-Q
2025-10-09 I.S.1 GSE >5 Yr 86281.09 E-2-Q
2025-10-09 I.S.1 GSE >5 Yr 56767.56 IG-1-Q
2025-10-09 I.S.1 GSE >5 Yr 59004.28 IG-2-Q
2025-10-09 I.S.1 GSE >5 Yr 29517.85 C-1
2025-10-09 I.S.1 GSE >5 Yr 46400.91 CB-4
2025-10-09 I.S.1 GSE >5 Yr 36470.13 E-10
2025-10-09 I.S.1 GSE >5 Yr 80796.05 E-3
2025-10-09 I.S.1 GSE >5 Yr 70425.37 E-4