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 >4 Yr <= 5 Yr 73935.60 IG-2-Q
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 32902.69 C-1
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 37482.73 CB-4
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 42068.71 E-10
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 45791.64 E-3
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 65189.49 E-4
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 31965.39 E-5
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 70449.53 E-6
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 13327.84 E-7
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 1763.04 E-8
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 85547.19 E-9
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 85966.63 G-4
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 61771.88 IG-3
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 42813.67 IG-4
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 56111.83 IG-5
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 8761.13 IG-6
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 76334.83 IG-7
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 43089.61 IG-8
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 71336.39 L-1
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 74327.11 L-10
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 66004.10 L-11
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 41648.15 L-2
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 81693.05 L-3
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 32666.96 L-4
2025-10-09 I.S.1 PSE >4 Yr <= 5 Yr 50059.47 L-5