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 PSE >2 Yr <= 3 Yr 73019.09 A-0-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 81633.52 A-1-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 51856.20 A-2-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 6940.81 A-3-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 71687.40 A-4-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 54923.86 A-5-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 69414.62 CB-1-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 14907.50 CB-2-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 49429.54 S-1-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 5259.20 S-2-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 18331.02 S-3-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 41017.12 S-4-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 15125.17 CB-3-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 13392.61 G-1-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 73750.22 G-2-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 54687.58 G-3-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 81775.36 S-5-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 2181.78 S-6-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 43576.31 S-7-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 65172.68 E-1-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 31941.04 E-2-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 71315.29 IG-1-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 936.05 IG-2-Q
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 61600.19 C-1
2025-10-09 I.S.1 PSE >2 Yr <= 3 Yr 59895.97 CB-4