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 53919.50 N-6
2025-10-09 I.S.1 PSE >5 Yr 48979.08 N-7
2025-10-09 I.S.1 PSE >5 Yr 59041.28 P-1
2025-10-09 I.S.1 PSE >5 Yr 81854.20 P-2
2025-10-09 I.S.1 PSE >5 Yr 26997.44 S-8
2025-10-09 I.S.1 PSE >5 Yr 18340.55 Y-1
2025-10-09 I.S.1 PSE >5 Yr 20284.64 Y-2
2025-10-09 I.S.1 PSE >5 Yr 60140.27 Y-3
2025-10-09 I.S.1 PSE >5 Yr 16408.07 Y-4
2025-10-09 I.S.1 PSE >5 Yr 50164.14 Z-1
2025-10-09 I.S.1 PSE >5 Yr 84039.85 A-2
2025-10-09 I.S.1 PSE >5 Yr 54988.51 A-3
2025-10-09 I.S.1 PSE >5 Yr 14647.72 A-4
2025-10-09 I.S.1 PSE >5 Yr 85770.81 A-5
2025-10-09 I.S.1 PSE >5 Yr 10605.00 CB-1
2025-10-09 I.S.1 PSE >5 Yr 8010.73 CB-2
2025-10-09 I.S.1 PSE >5 Yr 13370.86 CB-3
2025-10-09 I.S.1 PSE >5 Yr 60138.45 E-1
2025-10-09 I.S.1 PSE >5 Yr 18084.02 E-2
2025-10-09 I.S.1 PSE >5 Yr 84378.81 G-1
2025-10-09 I.S.1 PSE >5 Yr 85698.70 G-2
2025-10-09 I.S.1 PSE >5 Yr 77425.82 G-3
2025-10-09 I.S.1 PSE >5 Yr 31898.05 IG-1
2025-10-09 I.S.1 PSE >5 Yr 9779.69 IG-2
2025-10-09 I.S.1 PSE >5 Yr 63358.83 S-1