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
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 37875.95 S-8
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 22884.65 Y-1
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 32072.62 Y-2
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 20189.80 Y-3
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 8688.70 Y-4
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 7539.93 Z-1
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 69584.46 A-2
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 39862.99 A-3
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 31300.98 A-4
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 45523.39 A-5
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 62184.23 CB-1
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 49519.43 CB-2
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 47316.87 CB-3
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 79778.65 E-1
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 3106.97 E-2
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 38335.41 G-1
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 46189.16 G-2
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 45725.11 G-3
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 64847.92 IG-1
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 40511.69 IG-2
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 27828.73 S-1
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 10220.38 S-2
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 22667.63 S-3
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 43761.58 S-4
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 34811.44 S-5