Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Other level 2A HQLA securities (15% RSF)

Report Date Product ID Sub Product Market Value Maturity Bucket Collateral Class Encumbrance Type
2025-09-08 I.A.1 903198919.00 Day 44 S-7-Q Unencumbered
2025-09-08 I.A.1 43516115.00 Day 33 G-2-Q Unencumbered
2025-09-08 I.A.1 319165675.00 91 - 120 Days S-7-Q Unencumbered
2025-09-08 I.A.1 411304563.00 121 - 150 Days S-5-Q Unencumbered
2025-09-08 I.A.1 681550691.00 Day 31 G-1-Q Unencumbered
2025-09-08 I.A.1 746278783.00 83 - 90 Days G-3-Q Unencumbered
2025-09-08 I.A.1 889592967.00 271 - 364 Days G-3-Q Unencumbered
2025-09-08 I.A.1 807194795.00 Day 52 S-5-Q Unencumbered
2025-09-08 I.A.1 562058501.00 Day 6 G-3-Q Unencumbered
2025-09-08 I.A.1 895473563.00 Day 28 S-5-Q Unencumbered
2025-09-08 I.A.1 774190295.00 Day 40 G-1-Q Unencumbered
2025-09-08 I.A.1 279074152.00 Open G-2-Q Unencumbered
2025-09-08 I.A.1 355526835.00 Day 19 S-7-Q Unencumbered
2025-09-08 I.A.1 131152785.00 Day 56 G-3-Q Unencumbered
2025-09-08 I.A.1 648193709.00 Day 43 G-3-Q Unencumbered
2025-09-08 I.A.1 337536151.00 Day 50 S-6-Q Unencumbered
2025-09-08 I.A.1 19016547.00 Day 32 S-5-Q Unencumbered
2025-09-08 I.A.1 525153224.00 Day 57 G-1-Q Unencumbered
2025-09-08 I.A.2 European Central Bank 112576852.00 121 - 150 Days S-7-Q Pledged
2025-09-08 I.A.2 Federal Reserve Bank 4750726389.00 Day 22 G-2-Q Pledged
2025-09-08 I.A.2 Reserve Bank of Australia 1436927218.00 83 - 90 Days G-1-Q Pledged
2025-09-08 I.A.2 Bank of Canada 2141854463.00 Day 34 G-3-Q Pledged
2025-09-08 I.A.2 Swiss National Bank 4901859517.00 180 - 270 Days S-7-Q Pledged
2025-09-08 I.A.2 Federal Home Loan Bank 1858653387.00 Day 33 S-5-Q Pledged
2025-09-08 I.A.2 Bank of Japan 3738586821.00 Day 10 G-3-Q Pledged