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 >4 Yr <= 5 Yr 77978.63 L-11
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 32778.44 L-2
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 25991.89 L-3
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 40020.65 L-4
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 70607.91 L-5
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 31538.46 L-6
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 19001.29 L-7
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 25782.43 L-8
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 71447.35 L-9
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 81214.62 LC-1
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 22273.57 LC-2
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 69753.34 N-1
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 63012.21 N-2
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 58514.18 N-3
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 43797.66 N-4
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 58979.13 N-5
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 5514.80 N-6
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 41372.47 N-7
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 83682.24 P-1
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 51117.89 P-2
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 27570.81 S-8
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 60237.45 Y-1
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 61540.18 Y-2
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 68528.26 Y-3
2025-10-09 I.S.1 GSE >4 Yr <= 5 Yr 11484.46 Y-4