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 GSE >5 Yr 13880.31 CB-2
2025-10-09 I.S.7 GSE >5 Yr 17076.27 CB-3
2025-10-09 I.S.7 GSE >5 Yr 24643.40 E-1
2025-10-09 I.S.7 GSE >5 Yr 10068.70 E-2
2025-10-09 I.S.7 GSE >5 Yr 25948.50 G-1
2025-10-09 I.S.7 GSE >5 Yr 5051.80 G-2
2025-10-09 I.S.7 GSE >5 Yr 4402.92 G-3
2025-10-09 I.S.7 GSE >5 Yr 9007.34 IG-1
2025-10-09 I.S.7 GSE >5 Yr 10619.60 IG-2
2025-10-09 I.S.7 GSE >5 Yr 22011.90 S-1
2025-10-09 I.S.7 GSE >5 Yr 33133.17 S-2
2025-10-09 I.S.7 GSE >5 Yr 29310.22 S-3
2025-10-09 I.S.7 GSE >5 Yr 7622.92 S-4
2025-10-09 I.S.7 GSE >5 Yr 2493.50 S-5
2025-10-09 I.S.7 GSE >5 Yr 12171.18 S-6
2025-10-09 I.S.7 GSE >5 Yr 13081.94 S-7
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 17831.59 A-0-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 15071.32 A-1-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 31214.03 A-2-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 6211.14 A-3-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 26872.09 A-4-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 32393.61 A-5-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 4353.24 CB-1-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 21978.57 CB-2-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 23325.11 S-1-Q