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 61342.72 LC-1
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 57285.52 LC-2
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 16970.46 N-1
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 83573.20 N-2
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 34124.80 N-3
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 27886.50 N-4
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 35647.21 N-5
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 58728.45 N-6
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 32221.02 N-7
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 2824.96 P-1
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 16086.97 P-2
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 38907.69 S-8
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 27376.41 Y-1
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 68372.00 Y-2
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 75713.88 Y-3
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 2883.84 Y-4
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 18749.05 Z-1
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 19223.85 A-2
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 40803.21 A-3
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 51180.73 A-4
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 83698.87 A-5
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 5440.63 CB-1
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 20088.82 CB-2
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 84991.16 CB-3
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 43273.10 E-1