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.1 Other Supranational >= 1 Yr <= 2 Yr 25035.29 N-2
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 66697.22 N-3
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 43343.56 N-4
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 86786.20 N-5
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 65923.56 N-6
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 53735.57 N-7
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 48664.96 P-1
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 46151.08 P-2
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 11216.11 S-8
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 54880.59 Y-1
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 81554.07 Y-2
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 7564.66 Y-3
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 51839.95 Y-4
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 84162.19 Z-1
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 81615.32 A-2
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 48299.14 A-3
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 26811.64 A-4
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 56243.30 A-5
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 11014.67 CB-1
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 31067.80 CB-2
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 44040.54 CB-3
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 48328.05 E-1
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 75262.63 E-2
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 78223.06 G-1
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 20158.55 G-2