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
2025-10-13 I.S.1 Small Business >= 1 Yr <= 2 Yr 68430.84 CB-1-Q
2025-10-13 I.S.1 Small Business >= 1 Yr <= 2 Yr 17665.79 A-5-Q
2025-10-13 I.S.1 Small Business >= 1 Yr <= 2 Yr 30701.33 A-4-Q
2025-10-13 I.S.1 Small Business >= 1 Yr <= 2 Yr 68042.02 A-3-Q
2025-10-13 I.S.1 Small Business >= 1 Yr <= 2 Yr 24895.55 A-2-Q
2025-10-13 I.S.1 Small Business >= 1 Yr <= 2 Yr 78023.61 A-1-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 58955.42 S-7-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 71438.21 A-0-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 40007.48 A-1-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 48129.65 A-2-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 79182.26 A-3-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 5779.62 A-4-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 28364.87 A-5-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 62990.78 CB-1-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 34273.54 CB-2-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 3521.89 S-1-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 64026.95 S-2-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 22559.67 S-3-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 86332.39 S-4-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 34435.92 CB-3-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 55948.96 G-1-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 39708.76 G-2-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 43820.95 G-3-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 40991.92 S-5-Q
2025-10-13 I.S.2 Retail >= 1 Yr <= 2 Yr 22043.67 S-6-Q