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 >5 Yr 44540.20 C-1
2025-10-09 I.S.1 Other Supranational >5 Yr 49393.96 CB-4
2025-10-09 I.S.1 Other Supranational >5 Yr 14792.39 E-10
2025-10-09 I.S.1 Other Supranational >5 Yr 25721.66 E-3
2025-10-09 I.S.1 Other Supranational >5 Yr 65652.84 E-4
2025-10-09 I.S.1 Other Supranational >5 Yr 19049.44 E-5
2025-10-09 I.S.1 Other Supranational >5 Yr 17593.16 E-6
2025-10-09 I.S.1 Other Supranational >5 Yr 18279.22 E-7
2025-10-09 I.S.1 Other Supranational >5 Yr 10801.05 E-8
2025-10-09 I.S.1 Other Supranational >5 Yr 25905.55 E-9
2025-10-09 I.S.1 Other Supranational >5 Yr 12977.11 G-4
2025-10-09 I.S.1 Other Supranational >5 Yr 13385.96 IG-3
2025-10-09 I.S.1 Other Supranational >5 Yr 10252.45 IG-4
2025-10-09 I.S.1 Other Supranational >5 Yr 6234.26 IG-5
2025-10-09 I.S.1 Other Supranational >5 Yr 31845.70 IG-6
2025-10-09 I.S.1 Other Supranational >5 Yr 15051.33 IG-7
2025-10-09 I.S.1 Other Supranational >5 Yr 5360.81 IG-8
2025-10-09 I.S.1 Other Supranational >5 Yr 27446.81 L-1
2025-10-09 I.S.1 Other Supranational >5 Yr 77778.28 L-10
2025-10-09 I.S.1 Other Supranational >5 Yr 82937.27 L-11
2025-10-09 I.S.1 Other Supranational >5 Yr 73950.86 L-2
2025-10-09 I.S.1 Other Supranational >5 Yr 78742.64 L-3
2025-10-09 I.S.1 Other Supranational >5 Yr 20016.17 L-4
2025-10-09 I.S.1 Other Supranational >5 Yr 83251.36 L-5
2025-10-09 I.S.1 Other Supranational >5 Yr 59054.04 L-6