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 10386.78 N-1
2025-10-09 I.S.1 GSE >5 Yr 25693.52 N-2
2025-10-09 I.S.1 GSE >5 Yr 85115.16 N-3
2025-10-09 I.S.1 GSE >5 Yr 60166.78 N-4
2025-10-09 I.S.1 GSE >5 Yr 85879.70 N-5
2025-10-09 I.S.1 GSE >5 Yr 50600.64 N-6
2025-10-09 I.S.1 GSE >5 Yr 72879.61 N-7
2025-10-09 I.S.1 GSE >5 Yr 56981.50 P-1
2025-10-09 I.S.1 GSE >5 Yr 83079.46 P-2
2025-10-09 I.S.1 GSE >5 Yr 44421.74 S-8
2025-10-09 I.S.1 GSE >5 Yr 38154.44 Y-1
2025-10-09 I.S.1 GSE >5 Yr 75065.32 Y-2
2025-10-09 I.S.1 GSE >5 Yr 17709.81 Y-3
2025-10-09 I.S.1 GSE >5 Yr 45694.36 Y-4
2025-10-09 I.S.1 GSE >5 Yr 43094.57 Z-1
2025-10-09 I.S.1 GSE >5 Yr 28690.22 A-2
2025-10-09 I.S.1 GSE >5 Yr 63217.92 A-3
2025-10-09 I.S.1 GSE >5 Yr 15162.57 A-4
2025-10-09 I.S.1 GSE >5 Yr 72755.80 A-5
2025-10-09 I.S.1 GSE >5 Yr 29936.08 CB-1
2025-10-09 I.S.1 GSE >5 Yr 75613.79 CB-2
2025-10-09 I.S.1 GSE >5 Yr 83145.25 CB-3
2025-10-09 I.S.1 GSE >5 Yr 640.89 E-1
2025-10-09 I.S.1 GSE >5 Yr 81459.00 E-2
2025-10-09 I.S.1 GSE >5 Yr 64696.36 G-1