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 MDB >= 1 Yr <= 2 Yr 82114.13 L-3
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 86227.80 L-4
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 54612.92 L-5
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 21449.94 L-6
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 11770.74 L-7
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 9335.03 L-8
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 73373.00 L-9
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 31749.81 LC-1
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 13691.48 LC-2
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 78994.69 N-1
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 68303.33 N-2
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 7450.86 N-3
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 53915.66 N-4
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 72102.63 N-5
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 46863.50 N-6
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 68004.39 N-7
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 28424.29 P-1
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 75367.74 P-2
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 32252.84 S-8
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 52992.73 Y-1
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 15600.13 Y-2
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 69013.46 Y-3
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 80525.47 Y-4
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 10080.60 Z-1
2025-10-09 I.S.1 MDB >= 1 Yr <= 2 Yr 7590.24 A-2