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 (85% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 42503.35 E-1
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 56324.23 E-2
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 8185.06 G-1
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 33035.00 G-2
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 7428.42 G-3
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 55367.81 IG-1
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 11991.69 IG-2
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 6438.15 S-1
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 37361.20 S-2
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 4322.87 S-3
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 70971.20 S-4
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 61554.53 S-5
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 34863.73 S-6
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 17111.10 S-7
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 3063.49 A-0-Q
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 71355.45 A-1-Q
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 63771.36 A-2-Q
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 9603.20 A-3-Q
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 38646.55 A-4-Q
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 81812.81 A-5-Q
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 9305.81 CB-1-Q
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 22216.43 CB-2-Q
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 40421.63 S-1-Q
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 24701.34 S-2-Q
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 72738.00 S-3-Q