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 PSE >3 Yr <= 4 Yr 10433.54 S-5
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 82864.61 S-6
2025-10-09 I.S.1 PSE >3 Yr <= 4 Yr 44354.96 S-7
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 69832.14 A-0-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 73796.04 A-1-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 69109.21 A-2-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 8740.27 A-3-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 57001.00 A-4-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 43944.82 A-5-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 11024.97 CB-1-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 73897.15 CB-2-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 28774.89 S-1-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 82232.76 S-2-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 3247.51 S-3-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 6382.41 S-4-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 75910.10 CB-3-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 10273.22 G-1-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 58519.47 G-2-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 53956.96 G-3-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 79069.68 S-5-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 66105.38 S-6-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 19511.83 S-7-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 815.26 E-1-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 16655.61 E-2-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 48899.56 IG-1-Q