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 14726.35 S-5
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 15501.40 S-6
2025-10-09 I.S.7 Other Supranational >3 Yr <= 4 Yr 32411.34 S-7
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 5176.85 A-0-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 25110.92 A-1-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 3844.07 A-2-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 12469.34 A-3-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 3802.38 A-4-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 27584.90 A-5-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 20442.24 CB-1-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 1003.87 CB-2-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 9207.52 S-1-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 17051.97 S-2-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 28725.87 S-3-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 28792.39 S-4-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 23337.36 CB-3-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 3997.36 G-1-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 14671.75 G-2-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 17314.15 G-3-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 1699.23 S-5-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 8792.99 S-6-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 21589.70 S-7-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 8812.32 E-1-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 1806.79 E-2-Q
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 7942.61 IG-1-Q