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 75608.50 N-4
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 35569.87 N-5
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 43955.69 N-6
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 60040.16 N-7
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 74054.54 P-1
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 22072.63 P-2
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 16046.77 S-8
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 64567.45 Y-1
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 44160.44 Y-2
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 23928.19 Y-3
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 74788.24 Y-4
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 82149.10 Z-1
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 10735.54 A-2
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 53832.16 A-3
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 7331.61 A-4
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 31640.78 A-5
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 63188.09 CB-1
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 83150.55 CB-2
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 75820.62 CB-3
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 57360.51 E-1
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 74166.83 E-2
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 9599.77 G-1
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 58643.17 G-2
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 6331.80 G-3
2025-10-09 I.S.1 GSE >3 Yr <= 4 Yr 8458.25 IG-1