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 49335.89 CB-2
2025-10-09 I.S.1 Other Supranational >5 Yr 14433.36 CB-3
2025-10-09 I.S.1 Other Supranational >5 Yr 42045.42 E-1
2025-10-09 I.S.1 Other Supranational >5 Yr 29965.30 E-2
2025-10-09 I.S.1 Other Supranational >5 Yr 77014.83 G-1
2025-10-09 I.S.1 Other Supranational >5 Yr 82918.62 G-2
2025-10-09 I.S.1 Other Supranational >5 Yr 25875.43 G-3
2025-10-09 I.S.1 Other Supranational >5 Yr 54582.70 IG-1
2025-10-09 I.S.1 Other Supranational >5 Yr 7724.22 IG-2
2025-10-09 I.S.1 Other Supranational >5 Yr 19020.48 S-1
2025-10-09 I.S.1 Other Supranational >5 Yr 14919.52 S-2
2025-10-09 I.S.1 Other Supranational >5 Yr 9804.22 S-3
2025-10-09 I.S.1 Other Supranational >5 Yr 32826.88 S-4
2025-10-09 I.S.1 Other Supranational >5 Yr 25764.82 S-5
2025-10-09 I.S.1 Other Supranational >5 Yr 49301.06 S-6
2025-10-09 I.S.1 Other Supranational >5 Yr 18099.47 S-7
2025-10-09 I.S.1 GSE >= 1 Yr <= 2 Yr 55249.69 A-0-Q
2025-10-09 I.S.1 GSE >= 1 Yr <= 2 Yr 55045.99 A-1-Q
2025-10-09 I.S.1 GSE >= 1 Yr <= 2 Yr 78919.37 A-2-Q
2025-10-09 I.S.1 GSE >= 1 Yr <= 2 Yr 63073.38 A-3-Q
2025-10-09 I.S.1 GSE >= 1 Yr <= 2 Yr 57052.88 A-4-Q
2025-10-09 I.S.1 GSE >= 1 Yr <= 2 Yr 29604.71 A-5-Q
2025-10-09 I.S.1 GSE >= 1 Yr <= 2 Yr 37432.11 CB-1-Q
2025-10-09 I.S.1 GSE >= 1 Yr <= 2 Yr 70391.60 CB-2-Q
2025-10-09 I.S.1 GSE >= 1 Yr <= 2 Yr 31985.33 S-1-Q