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 (85% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 27308.50 A-4
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 21008.57 A-5
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 18684.92 CB-1
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 38958.29 CB-2
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 4015.59 CB-3
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 32200.52 E-1
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 33594.35 E-2
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 34857.19 G-1
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 47785.04 G-2
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 22011.96 G-3
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 29167.69 IG-1
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 30104.06 IG-2
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 19202.72 S-1
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 20324.61 S-2
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 31405.50 S-3
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 9337.00 S-4
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 25556.53 S-5
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 20126.94 S-6
2025-10-09 I.S.8 Non-Financial Corporate >5 Yr 29981.31 S-7
2025-10-09 I.S.8 Sovereign >= 1 Yr <= 2 Yr 15906.98 A-0-Q
2025-10-09 I.S.8 Sovereign >= 1 Yr <= 2 Yr 46258.88 A-1-Q
2025-10-09 I.S.8 Sovereign >= 1 Yr <= 2 Yr 48576.59 A-2-Q
2025-10-09 I.S.8 Sovereign >= 1 Yr <= 2 Yr 22548.88 A-3-Q
2025-10-09 I.S.8 Sovereign >= 1 Yr <= 2 Yr 4795.02 A-4-Q
2025-10-09 I.S.8 Sovereign >= 1 Yr <= 2 Yr 2577.58 A-5-Q