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 >4 Yr <= 5 Yr 10858.79 CB-1
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 18488.95 CB-2
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 13517.53 CB-3
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 2124.19 E-1
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 30814.95 E-2
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 23896.30 G-1
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 575.75 G-2
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 25437.31 G-3
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 21503.78 IG-1
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 27930.38 IG-2
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 4069.26 S-1
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 4203.32 S-2
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 28783.69 S-3
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 9369.55 S-4
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 23875.02 S-5
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 33610.06 S-6
2025-10-09 I.S.7 Other Supranational >4 Yr <= 5 Yr 3911.15 S-7
2025-10-09 I.S.7 Other Supranational >5 Yr 19436.30 A-0-Q
2025-10-09 I.S.7 Other Supranational >5 Yr 1829.65 A-1-Q
2025-10-09 I.S.7 Other Supranational >5 Yr 27803.78 A-2-Q
2025-10-09 I.S.7 Other Supranational >5 Yr 3856.72 A-3-Q
2025-10-09 I.S.7 Other Supranational >5 Yr 10348.32 A-4-Q
2025-10-09 I.S.7 Other Supranational >5 Yr 7085.65 A-5-Q
2025-10-09 I.S.7 Other Supranational >5 Yr 29958.43 CB-1-Q
2025-10-09 I.S.7 Other Supranational >5 Yr 33124.34 CB-2-Q