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 >3 Yr <= 4 Yr 3731.61 A-1-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 76189.26 A-2-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 17308.99 A-3-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 37192.51 A-4-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 53721.71 A-5-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 63017.77 CB-1-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 24323.64 CB-2-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 64489.19 S-1-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 46437.16 S-2-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 43609.57 S-3-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 14855.72 S-4-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 76210.67 CB-3-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 28612.20 G-1-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 77894.72 G-2-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 6591.53 G-3-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 32705.20 S-5-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 69288.52 S-6-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 11412.12 S-7-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 32038.49 E-1-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 66762.49 E-2-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 23679.61 IG-1-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 40876.23 IG-2-Q
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 29627.14 C-1
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 24632.07 CB-4
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 78157.76 E-10