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 >2 Yr <= 3 Yr 39843.41 G-3-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 40002.86 S-5-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 75255.03 S-6-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 66463.91 S-7-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 22684.03 E-1-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 50325.56 E-2-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 21936.81 IG-1-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 2678.26 IG-2-Q
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 33400.99 C-1
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 63320.84 CB-4
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 53266.85 E-10
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 80281.99 E-3
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 27388.36 E-4
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 9719.91 E-5
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 61435.43 E-6
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 45067.83 E-7
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 12350.12 E-8
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 59207.12 E-9
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 58220.90 G-4
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 62340.51 IG-3
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 39019.11 IG-4
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 26301.75 IG-5
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 36090.82 IG-6
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 63109.49 IG-7
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 12732.75 IG-8