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 Retail >3 Yr <= 4 Yr 81004.66 IG-5
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 38638.75 IG-6
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 80763.67 IG-7
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 24061.33 IG-8
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 56479.24 L-1
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 44125.47 L-10
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 17070.92 L-11
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 55296.39 L-2
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 33240.65 L-3
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 67458.07 L-4
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 78853.15 L-5
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 71976.01 L-6
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 78129.59 L-7
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 84391.88 L-8
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 1543.27 L-9
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 17116.52 LC-1
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 72222.26 LC-2
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 65666.74 N-1
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 73281.38 N-2
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 5554.17 N-3
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 50360.30 N-4
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 53580.62 N-5
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 10472.75 N-6
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 58605.09 N-7
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 74294.32 P-1