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 >4 Yr <= 5 Yr 44344.36 CB-3-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 26738.53 G-1-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 20646.88 G-2-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 49733.64 G-3-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 5409.91 S-5-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 13902.18 S-6-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 58685.30 S-7-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 79162.33 E-1-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 20551.21 E-2-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 12127.08 IG-1-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 71059.18 IG-2-Q
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 85596.07 C-1
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 56704.98 CB-4
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 81155.86 E-10
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 77610.08 E-3
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 59886.74 E-4
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 59217.41 E-5
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 26352.20 E-6
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 40908.43 E-7
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 83134.71 E-8
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 12058.04 E-9
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 72274.06 G-4
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 36528.06 IG-3
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 31559.49 IG-4
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 45535.55 IG-5