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 74202.32 E-3
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 74546.45 E-4
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 60473.11 E-5
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 16755.57 E-6
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 20506.04 E-7
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 48300.14 E-8
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 84478.45 E-9
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 26721.05 G-4
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 35310.53 IG-3
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 18032.08 IG-4
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 23670.67 IG-5
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 32680.69 IG-6
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 7199.38 IG-7
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 11691.91 IG-8
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 83781.69 L-1
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 63528.36 L-10
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 915.69 L-11
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 9927.76 L-2
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 28331.23 L-3
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 24744.89 L-4
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 32032.82 L-5
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 46655.14 L-6
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 47756.91 L-7
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 16614.39 L-8
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 47622.21 L-9