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 71069.32 G-3
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 54930.00 IG-1
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 69514.27 IG-2
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 74223.30 S-1
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 13102.08 S-2
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 42580.83 S-3
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 30092.86 S-4
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 55882.94 S-5
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 43807.84 S-6
2025-10-09 I.S.1 Other Supranational >= 1 Yr <= 2 Yr 14916.96 S-7
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 15695.72 A-0-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 42623.10 A-1-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 56463.60 A-2-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 68703.52 A-3-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 7945.56 A-4-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 41878.56 A-5-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 45783.53 CB-1-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 60532.17 CB-2-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 11213.89 S-1-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 43771.85 S-2-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 47500.25 S-3-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 3366.67 S-4-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 21698.59 CB-3-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 30081.42 G-1-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 1934.83 G-2-Q