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 38167.99 G-2
2025-10-09 I.S.1 GSE >5 Yr 82782.60 G-3
2025-10-09 I.S.1 GSE >5 Yr 56700.49 IG-1
2025-10-09 I.S.1 GSE >5 Yr 59527.97 IG-2
2025-10-09 I.S.1 GSE >5 Yr 77444.51 S-1
2025-10-09 I.S.1 GSE >5 Yr 34888.36 S-2
2025-10-09 I.S.1 GSE >5 Yr 67536.05 S-3
2025-10-09 I.S.1 GSE >5 Yr 86204.75 S-4
2025-10-09 I.S.1 GSE >5 Yr 54433.78 S-5
2025-10-09 I.S.1 GSE >5 Yr 35213.22 S-6
2025-10-09 I.S.1 GSE >5 Yr 18232.42 S-7
2025-10-09 I.S.1 PSE >= 1 Yr <= 2 Yr 30893.08 A-0-Q
2025-10-09 I.S.1 PSE >= 1 Yr <= 2 Yr 34325.21 A-1-Q
2025-10-09 I.S.1 PSE >= 1 Yr <= 2 Yr 51753.90 A-2-Q
2025-10-09 I.S.1 PSE >= 1 Yr <= 2 Yr 44161.47 A-3-Q
2025-10-09 I.S.1 PSE >= 1 Yr <= 2 Yr 25017.12 A-4-Q
2025-10-09 I.S.1 PSE >= 1 Yr <= 2 Yr 66677.85 A-5-Q
2025-10-09 I.S.1 PSE >= 1 Yr <= 2 Yr 21170.80 CB-1-Q
2025-10-09 I.S.1 PSE >= 1 Yr <= 2 Yr 61406.63 CB-2-Q
2025-10-09 I.S.1 PSE >= 1 Yr <= 2 Yr 71837.39 S-1-Q
2025-10-09 I.S.1 PSE >= 1 Yr <= 2 Yr 36148.88 S-2-Q
2025-10-09 I.S.1 PSE >= 1 Yr <= 2 Yr 25840.68 S-3-Q
2025-10-09 I.S.1 PSE >= 1 Yr <= 2 Yr 2397.53 S-4-Q
2025-10-09 I.S.1 PSE >= 1 Yr <= 2 Yr 17469.05 CB-3-Q
2025-10-09 I.S.1 PSE >= 1 Yr <= 2 Yr 64350.61 G-1-Q