Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Secured non-financial wholesale and central bank loans with > 20% risk weight maturing in ≥ 1 year (85% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-09 I.S.8 Other Supranational >5 Yr 26521.86 IG-1
2025-10-09 I.S.8 Other Supranational >5 Yr 16668.89 IG-2
2025-10-09 I.S.8 Other Supranational >5 Yr 16847.45 S-1
2025-10-09 I.S.8 Other Supranational >5 Yr 16766.26 S-2
2025-10-09 I.S.8 Other Supranational >5 Yr 7931.29 S-3
2025-10-09 I.S.8 Other Supranational >5 Yr 11964.50 S-4
2025-10-09 I.S.8 Other Supranational >5 Yr 7349.43 S-5
2025-10-09 I.S.8 Other Supranational >5 Yr 26077.90 S-6
2025-10-09 I.S.8 Other Supranational >5 Yr 25158.69 S-7
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 82428.20 A-0-Q
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 69922.68 A-1-Q
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 86469.94 A-2-Q
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 74838.70 A-3-Q
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 31698.34 A-4-Q
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 43666.93 A-5-Q
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 6071.11 CB-1-Q
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 38153.84 CB-2-Q
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 6789.20 S-1-Q
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 82796.95 S-2-Q
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 77002.72 S-3-Q
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 40577.30 S-4-Q
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 86693.79 CB-3-Q
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 34778.19 G-1-Q
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 71049.27 G-2-Q
2025-10-13 I.S.8 Non-Financial Corporate >= 1 Yr <= 2 Yr 75340.99 G-3-Q