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 8332.77 Y-3
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 6874.85 Y-4
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 84184.47 Z-1
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 54141.33 A-2
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 9528.77 A-3
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 58060.39 A-4
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 6601.75 A-5
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 24753.34 CB-1
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 71711.35 CB-2
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 53288.56 CB-3
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 76662.72 E-1
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 68224.40 E-2
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 14205.60 G-1
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 63874.69 G-2
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 23968.49 G-3
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 30012.58 IG-1
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 60419.49 IG-2
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 9269.37 S-1
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 59127.39 S-2
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 19153.93 S-3
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 86935.40 S-4
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 54353.50 S-5
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 85139.34 S-6
2025-10-09 I.S.1 Other Supranational >2 Yr <= 3 Yr 72160.87 S-7
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 6071.92 A-0-Q