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 Sovereign >4 Yr <= 5 Yr 18621.72 N-2
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 3697.76 N-3
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 49263.22 N-4
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 78064.12 N-5
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 9719.92 N-6
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 25726.52 N-7
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 55827.23 P-1
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 16972.74 P-2
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 85980.88 S-8
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 53147.57 Y-1
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 7774.96 Y-2
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 47686.78 Y-3
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 26320.56 Y-4
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 69738.48 Z-1
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 69923.64 A-2
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 63361.30 A-3
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 40850.97 A-4
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 6312.03 A-5
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 2258.37 CB-1
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 53739.70 CB-2
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 56507.46 CB-3
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 32249.97 E-1
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 86697.27 E-2
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 29678.26 G-1
2025-10-09 I.S.8 Sovereign >4 Yr <= 5 Yr 30826.85 G-2