Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Retail mortgages with > 50% risk weight maturing in ≥ 1 year (85% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-09-09 I.S.8 Retail >= 1 Yr <= 2 Yr 2644112.01 P-2
2025-09-09 I.S.8 Retail >= 1 Yr <= 2 Yr 3988524.63 P-2
2025-10-09 I.S.8 Retail >= 1 Yr <= 2 Yr 54369.88 P-2
2025-10-09 I.S.8 Retail >2 Yr <= 3 Yr 30649.31 P-2
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 2913.21 P-2
2025-10-09 I.S.8 Retail >4 Yr <= 5 Yr 30105.07 P-2
2025-10-09 I.S.8 Retail >5 Yr 28478.40 P-2
2025-10-09 I.S.8 Small Business >= 1 Yr <= 2 Yr 61762.18 P-2
2025-10-09 I.S.8 Small Business >2 Yr <= 3 Yr 68042.38 P-2
2025-10-09 I.S.8 Small Business >3 Yr <= 4 Yr 26647.64 P-2
2025-10-09 I.S.8 Small Business >4 Yr <= 5 Yr 60971.54 P-2
2025-10-09 I.S.8 Small Business >5 Yr 11335.10 P-2
2025-10-09 I.S.8 Small Business >= 1 Yr <= 2 Yr 4298.57 P-2
2025-10-09 I.S.8 Small Business >2 Yr <= 3 Yr 39617.07 P-2
2025-10-09 I.S.8 Small Business >3 Yr <= 4 Yr 16359.87 P-2
2025-10-09 I.S.8 Small Business >4 Yr <= 5 Yr 6625.00 P-2
2025-10-09 I.S.8 Small Business >5 Yr 17539.07 P-2
2025-10-09 I.S.8 Retail >= 1 Yr <= 2 Yr 27023.14 P-2
2025-10-09 I.S.8 Retail >2 Yr <= 3 Yr 17691.75 P-2
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 23275.17 P-2
2025-10-09 I.S.8 Retail >4 Yr <= 5 Yr 11622.33 P-2
2025-10-09 I.S.8 Retail >5 Yr 48167.65 P-2
2025-10-09 I.S.8 Retail >= 1 Yr <= 2 Yr 4797.40 P-2
2025-10-09 I.S.8 Retail >2 Yr <= 3 Yr 8114.12 P-2
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 8454.03 P-2