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 >5 Yr 35022.46 Y-3
2025-10-09 I.S.8 Sovereign >5 Yr 21209.18 Y-4
2025-10-09 I.S.8 Sovereign >5 Yr 48427.50 Z-1
2025-10-09 I.S.8 Sovereign >5 Yr 62162.02 A-2
2025-10-09 I.S.8 Sovereign >5 Yr 46861.48 A-3
2025-10-09 I.S.8 Sovereign >5 Yr 41659.74 A-4
2025-10-09 I.S.8 Sovereign >5 Yr 4951.12 A-5
2025-10-09 I.S.8 Sovereign >5 Yr 64683.95 CB-1
2025-10-09 I.S.8 Sovereign >5 Yr 74735.89 CB-2
2025-10-09 I.S.8 Sovereign >5 Yr 38738.14 CB-3
2025-10-09 I.S.8 Sovereign >5 Yr 4023.82 E-1
2025-10-09 I.S.8 Sovereign >5 Yr 7721.08 E-2
2025-10-09 I.S.8 Sovereign >5 Yr 55775.11 G-1
2025-10-09 I.S.8 Sovereign >5 Yr 22739.76 G-2
2025-10-09 I.S.8 Sovereign >5 Yr 47768.25 G-3
2025-10-09 I.S.8 Sovereign >5 Yr 34464.18 IG-1
2025-10-09 I.S.8 Sovereign >5 Yr 46780.53 IG-2
2025-10-09 I.S.8 Sovereign >5 Yr 46678.94 S-1
2025-10-09 I.S.8 Sovereign >5 Yr 52593.56 S-2
2025-10-09 I.S.8 Sovereign >5 Yr 64487.63 S-3
2025-10-09 I.S.8 Sovereign >5 Yr 31892.27 S-4
2025-10-09 I.S.8 Sovereign >5 Yr 55871.96 S-5
2025-10-09 I.S.8 Sovereign >5 Yr 12134.08 S-6
2025-10-09 I.S.8 Sovereign >5 Yr 80767.00 S-7
2025-10-09 I.S.8 Central Bank >= 1 Yr <= 2 Yr 80425.91 A-0-Q