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 >5 Yr 51075.72 E-5
2025-10-09 I.S.1 GSE >5 Yr 14763.85 E-6
2025-10-09 I.S.1 GSE >5 Yr 16395.31 E-7
2025-10-09 I.S.1 GSE >5 Yr 33741.71 E-8
2025-10-09 I.S.1 GSE >5 Yr 31756.97 E-9
2025-10-09 I.S.1 GSE >5 Yr 85095.86 G-4
2025-10-09 I.S.1 GSE >5 Yr 26063.91 IG-3
2025-10-09 I.S.1 GSE >5 Yr 44010.68 IG-4
2025-10-09 I.S.1 GSE >5 Yr 2714.09 IG-5
2025-10-09 I.S.1 GSE >5 Yr 2328.13 IG-6
2025-10-09 I.S.1 GSE >5 Yr 52632.83 IG-7
2025-10-09 I.S.1 GSE >5 Yr 45900.27 IG-8
2025-10-09 I.S.1 GSE >5 Yr 80640.30 L-1
2025-10-09 I.S.1 GSE >5 Yr 42571.52 L-10
2025-10-09 I.S.1 GSE >5 Yr 16419.99 L-11
2025-10-09 I.S.1 GSE >5 Yr 66134.39 L-2
2025-10-09 I.S.1 GSE >5 Yr 87045.50 L-3
2025-10-09 I.S.1 GSE >5 Yr 26937.18 L-4
2025-10-09 I.S.1 GSE >5 Yr 80025.14 L-5
2025-10-09 I.S.1 GSE >5 Yr 72456.76 L-6
2025-10-09 I.S.1 GSE >5 Yr 6752.83 L-7
2025-10-09 I.S.1 GSE >5 Yr 22415.02 L-8
2025-10-09 I.S.1 GSE >5 Yr 49265.67 L-9
2025-10-09 I.S.1 GSE >5 Yr 8842.98 LC-1
2025-10-09 I.S.1 GSE >5 Yr 68193.29 LC-2