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 50237.83 E-2
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 58211.26 G-1
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 21679.32 G-2
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 71580.12 G-3
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 50312.44 IG-1
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 23070.34 IG-2
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 43242.97 S-1
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 55443.52 S-2
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 6322.13 S-3
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 67256.53 S-4
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 63324.84 S-5
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 15447.90 S-6
2025-10-09 I.S.1 Other Supranational >3 Yr <= 4 Yr 29045.21 S-7
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 79006.86 A-0-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 56801.83 A-1-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 40000.91 A-2-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 59546.38 A-3-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 62513.20 A-4-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 5695.59 A-5-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 56598.33 CB-1-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 72976.13 CB-2-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 40728.91 S-1-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 24886.82 S-2-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 1148.89 S-3-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 50852.09 S-4-Q