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.7 Other Supranational >3 Yr <= 4 Yr 33815.63 S-4-Q
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 15949.49 CB-3-Q
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 20484.30 G-1-Q
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 28977.32 G-2-Q
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 11903.60 G-3-Q
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 4476.61 S-5-Q
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 27137.41 S-6-Q
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 20602.83 S-7-Q
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 3119.64 E-1-Q
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 24126.49 E-2-Q
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 25776.59 IG-1-Q
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 2346.60 IG-2-Q
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 13601.80 C-1
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 21853.97 CB-4
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 31276.18 E-10
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 32771.34 E-3
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 19319.44 E-4
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 3061.58 E-5
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 14359.49 E-6
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 28210.24 E-7
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 12602.16 E-8
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 672.66 E-9
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 26026.70 G-4
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 21330.18 IG-3
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 16356.94 IG-4