Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Secured non-financial wholesale and central bank loans with ≤ 20% risk weight maturing in ≥ 1 year (65% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 11462.49 A-4-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 44030.28 A-5-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 70332.47 CB-1-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 2818.64 CB-2-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 85326.19 S-1-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 31966.33 S-2-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 29524.21 S-3-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 25339.74 S-4-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 79853.58 CB-3-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 48994.04 G-1-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 82537.57 G-2-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 1095.56 G-3-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 20179.34 S-5-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 80445.58 S-6-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 17523.39 S-7-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 54395.95 E-1-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 23914.32 E-2-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 18015.93 IG-1-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 37134.70 IG-2-Q
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 60549.76 C-1
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 84403.05 CB-4
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 3556.73 E-10
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 25881.00 E-3
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 3699.19 E-4
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 23982.65 E-5