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 (65% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-09-09 I.S.1 Small Business >= 1 Yr <= 2 Yr 3270361.01 A-2
2025-09-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 1756853.20 E-2-Q
2025-09-09 I.S.1 Retail >2 Yr <= 3 Yr 3177620.89 A-1-Q
2025-09-09 I.S.1 Non-Financial Corporate >= 1 Yr <= 2 Yr 585602.36 E-9
2025-09-09 I.S.1 Small Business >5 Yr 2256055.58 IG-7
2025-09-09 I.S.2 Central Bank >3 Yr <= 4 Yr 955562.72 N-2
2025-09-09 I.S.2 Small Business >4 Yr <= 5 Yr 1758042.85 A-5-Q
2025-09-09 I.S.2 Central Bank >5 Yr 1231565.04 N-3
2025-09-09 I.S.2 Other Supranational >5 Yr 1062970.70 E-4
2025-09-09 I.S.2 PSE >5 Yr 4724622.14 L-8
2025-09-09 I.S.2 Non-Financial Corporate >4 Yr <= 5 Yr 3794253.32 Y-4
2025-09-09 I.S.3 Non-Financial Corporate >4 Yr <= 5 Yr 4033495.88 IG-1
2025-09-09 I.S.3 Other Supranational >4 Yr <= 5 Yr 115695.54 Y-4
2025-09-09 I.S.3 Debt Issuing SPE >4 Yr <= 5 Yr 3492351.62 IG-5
2025-09-09 I.S.3 GSE >2 Yr <= 3 Yr 3713347.29 S-2-Q
2025-09-09 I.S.3 Retail >5 Yr 62950.14 A-3-Q
2025-09-09 I.S.3 Central Bank >3 Yr <= 4 Yr 1123619.10 L-2
2025-09-09 I.S.3 Non-Financial Corporate >2 Yr <= 3 Yr 4582593.59 A-2
2025-09-09 I.S.5 PSE >3 Yr <= 4 Yr 4500358.34 Y-4
2025-09-09 I.S.5 MDB >2 Yr <= 3 Yr 1960808.93 S-2-Q
2025-09-09 I.S.5 Retail >5 Yr 3129606.47 E-7
2025-09-09 I.S.5 Retail >4 Yr <= 5 Yr 4590299.60 S-6
2025-09-09 I.S.5 Other Supranational >3 Yr <= 4 Yr 4537730.56 L-2
2025-09-09 I.S.5 Other >2 Yr <= 3 Yr 855520.33 S-8
2025-09-09 I.S.6 GSE >4 Yr <= 5 Yr 4683186.22 Y-4