Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Level 2A HQLA central bank securities (15% RSF)

Report Date Product ID Sub Product Market Value Maturity Bucket Collateral Class Encumbrance Type
2025-10-13 I.A.1 165069.69 180 - 270 Days CB-3-Q
2025-10-13 I.A.1 526661.72 151 - 179 Days CB-3-Q
2025-10-13 I.A.1 908526.04 121 - 150 Days CB-3-Q
2025-10-13 I.A.1 1001953.79 >5 Yr CB-3-Q
2025-10-13 I.A.1 500797.36 >4 Yr <= 5 Yr CB-3-Q
2025-10-13 I.A.1 520513.03 >3 Yr <= 4 Yr CB-3-Q
2025-10-13 I.A.1 900578.59 >2 Yr <= 3 Yr CB-3-Q
2025-10-13 I.A.1 1239770.95 >= 1 Yr <= 2 Yr CB-3-Q
2025-10-13 I.A.1 1438746.53 271 - 364 Days CB-3-Q
2025-10-13 I.A.1 232562.11 180 - 270 Days CB-3-Q
2025-10-13 I.A.1 1206734.50 151 - 179 Days CB-3-Q
2025-10-13 I.A.2 12881.52 121 - 150 Days CB-3-Q
2025-10-13 I.A.2 294311.77 >= 1 Yr <= 2 Yr CB-3-Q
2025-10-13 I.A.2 12467.48 271 - 364 Days CB-3-Q
2025-10-13 I.A.2 804877.53 180 - 270 Days CB-3-Q
2025-10-13 I.A.2 604063.76 151 - 179 Days CB-3-Q
2025-10-13 I.A.2 98434.82 121 - 150 Days CB-3-Q
2025-10-13 I.A.2 385641.79 >5 Yr CB-3-Q
2025-10-13 I.A.2 149123.75 >4 Yr <= 5 Yr CB-3-Q
2025-10-13 I.A.2 444547.78 >3 Yr <= 4 Yr CB-3-Q
2025-10-13 I.A.2 1002902.50 >2 Yr <= 3 Yr CB-3-Q
2025-10-13 I.A.2 705203.94 >= 1 Yr <= 2 Yr CB-3-Q
2025-10-13 I.A.2 1463941.54 271 - 364 Days CB-3-Q
2025-10-13 I.A.2 836005.47 180 - 270 Days CB-3-Q
2025-10-13 I.A.2 1310064.29 151 - 179 Days CB-3-Q