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 PSE >= 1 Yr <= 2 Yr 6018.22 S-2-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 26562.51 S-3-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 31491.77 S-4-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 28099.30 CB-3-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 30879.36 G-1-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 24887.30 G-2-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 16850.71 G-3-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 24802.37 S-5-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 11166.12 S-6-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 32303.65 S-7-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 17207.53 E-1-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 14237.57 E-2-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 32805.20 IG-1-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 21052.15 IG-2-Q
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 26974.65 C-1
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 20128.15 CB-4
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 28938.17 E-10
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 11315.09 E-3
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 16596.58 E-4
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 1568.66 E-5
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 24764.16 E-6
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 26800.80 E-7
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 23970.70 E-8
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 17842.09 E-9
2025-10-09 I.S.7 PSE >= 1 Yr <= 2 Yr 4215.71 G-4