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 >3 Yr <= 4 Yr 32513.14 CB-1-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 24742.05 CB-2-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 22628.72 S-1-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 29859.19 S-2-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 12113.47 S-3-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 26148.31 S-4-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 9888.38 CB-3-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 12201.30 G-1-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 32792.96 G-2-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 1775.90 G-3-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 14234.83 S-5-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 11658.56 S-6-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 12258.40 S-7-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 22999.66 E-1-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 27992.60 E-2-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 7329.90 IG-1-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 9975.17 IG-2-Q
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 24185.10 C-1
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 16385.33 CB-4
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 20145.15 E-10
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 374.00 E-3
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 3065.54 E-4
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 21493.69 E-5
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 26885.39 E-6
2025-10-09 I.S.7 PSE >3 Yr <= 4 Yr 32659.63 E-7