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 GSE >3 Yr <= 4 Yr 21688.02 E-8
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 30887.28 E-9
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 11593.28 G-4
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 86988.84 IG-3
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 66245.73 IG-4
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 77980.21 IG-5
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 35815.86 IG-6
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 70527.78 IG-7
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 4211.28 IG-8
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 43163.35 L-1
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 86897.47 L-10
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 23880.85 L-11
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 9260.47 L-2
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 29078.22 L-3
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 75013.96 L-4
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 48282.17 L-5
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 70294.75 L-6
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 71761.23 L-7
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 60399.10 L-8
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 16547.33 L-9
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 86642.83 LC-1
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 56637.64 LC-2
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 86466.17 N-1
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 4587.15 N-2
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 36856.95 N-3