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 >5 Yr 7032.83 S-1-Q
2025-10-09 I.S.1 PSE >5 Yr 77389.62 S-2-Q
2025-10-09 I.S.1 PSE >5 Yr 54115.58 S-3-Q
2025-10-09 I.S.1 PSE >5 Yr 35868.56 S-4-Q
2025-10-09 I.S.1 PSE >5 Yr 84552.22 CB-3-Q
2025-10-09 I.S.1 PSE >5 Yr 57220.03 G-1-Q
2025-10-09 I.S.1 PSE >5 Yr 18302.59 G-2-Q
2025-10-09 I.S.1 PSE >5 Yr 68955.49 G-3-Q
2025-10-09 I.S.1 PSE >5 Yr 65137.73 S-5-Q
2025-10-09 I.S.1 PSE >5 Yr 50095.65 S-6-Q
2025-10-09 I.S.1 PSE >5 Yr 70033.15 S-7-Q
2025-10-09 I.S.1 PSE >5 Yr 17784.87 E-1-Q
2025-10-09 I.S.1 PSE >5 Yr 55865.51 E-2-Q
2025-10-09 I.S.1 PSE >5 Yr 2546.90 IG-1-Q
2025-10-09 I.S.1 PSE >5 Yr 51433.25 IG-2-Q
2025-10-09 I.S.1 PSE >5 Yr 63089.31 C-1
2025-10-09 I.S.1 PSE >5 Yr 29087.07 CB-4
2025-10-09 I.S.1 PSE >5 Yr 44540.18 E-10
2025-10-09 I.S.1 PSE >5 Yr 16699.38 E-3
2025-10-09 I.S.1 PSE >5 Yr 75971.13 E-4
2025-10-09 I.S.1 PSE >5 Yr 22468.97 E-5
2025-10-09 I.S.1 PSE >5 Yr 2322.25 E-6
2025-10-09 I.S.1 PSE >5 Yr 58372.23 E-7
2025-10-09 I.S.1 PSE >5 Yr 78702.62 E-8
2025-10-09 I.S.1 PSE >5 Yr 78444.60 E-9