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 (65% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-09-09 I.S.6 Non-Financial Corporate >5 Yr 1527435.34 A-3
2025-09-09 I.S.6 MDB >5 Yr 2445353.67 A-4-Q
2025-09-09 I.S.6 Non-Financial Corporate >2 Yr <= 3 Yr 3372511.23 A-3
2025-09-09 I.S.6 Small Business >3 Yr <= 4 Yr 1666323.82 A-0-Q
2025-09-09 I.S.6 Retail >2 Yr <= 3 Yr 92657.47 S-5
2025-09-09 I.S.6 Other Supranational >3 Yr <= 4 Yr 2685079.29 CB-1
2025-09-09 I.S.6 Other >2 Yr <= 3 Yr 2574335.32 N-5
2025-09-09 I.S.7 PSE >3 Yr <= 4 Yr 2434418.60 L-10
2025-09-09 I.S.7 Sovereign >= 1 Yr <= 2 Yr 1643753.92 E-2-Q
2025-09-09 I.S.7 Small Business >2 Yr <= 3 Yr 2684330.27 S-5
2025-09-09 I.S.7 Sovereign >5 Yr 3589047.28 S-3-Q
2025-10-09 I.S.1 Retail >= 1 Yr <= 2 Yr 12410.03 A-0-Q
2025-10-09 I.S.1 Retail >= 1 Yr <= 2 Yr 62023.39 A-1-Q
2025-10-09 I.S.1 Retail >= 1 Yr <= 2 Yr 3171.54 A-2-Q
2025-10-09 I.S.1 Retail >= 1 Yr <= 2 Yr 63449.84 A-3-Q
2025-10-09 I.S.1 Retail >= 1 Yr <= 2 Yr 81794.89 A-4-Q
2025-10-09 I.S.1 Retail >= 1 Yr <= 2 Yr 47945.41 A-5-Q
2025-10-09 I.S.1 Retail >= 1 Yr <= 2 Yr 17889.29 CB-1-Q
2025-10-09 I.S.1 Retail >= 1 Yr <= 2 Yr 83806.39 CB-2-Q
2025-10-09 I.S.1 Retail >= 1 Yr <= 2 Yr 75460.83 S-1-Q
2025-10-09 I.S.1 Retail >= 1 Yr <= 2 Yr 43026.10 S-2-Q
2025-10-09 I.S.1 Retail >= 1 Yr <= 2 Yr 9450.16 S-3-Q
2025-10-09 I.S.1 Retail >= 1 Yr <= 2 Yr 81460.55 S-4-Q
2025-10-09 I.S.1 Retail >= 1 Yr <= 2 Yr 8845.16 CB-3-Q
2025-10-09 I.S.1 Retail >= 1 Yr <= 2 Yr 53786.90 G-1-Q