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 28876.56 IG-6
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 25549.06 IG-7
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 70686.73 IG-8
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 45293.93 L-1
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 46985.21 L-10
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 20624.39 L-11
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 50715.16 L-2
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 9033.30 L-3
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 11639.55 L-4
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 13044.54 L-5
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 14692.67 L-6
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 57410.09 L-7
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 51730.66 L-8
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 80503.63 L-9
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 25748.03 LC-1
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 24559.01 LC-2
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 49105.63 N-1
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 86023.12 N-2
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 37279.06 N-3
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 66756.03 N-4
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 76810.72 N-5
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 9692.64 N-6
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 53273.97 N-7
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 78143.51 P-1
2025-10-09 I.S.1 Other Supranational >4 Yr <= 5 Yr 75336.99 P-2