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 47728.98 P-2
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 38530.18 S-8
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 26110.59 Y-1
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 86683.61 Y-2
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 57603.00 Y-3
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 2818.67 Y-4
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 18108.42 Z-1
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 48272.45 A-2
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 16107.24 A-3
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 76328.79 A-4
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 21218.91 A-5
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 17262.39 CB-1
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 56537.29 CB-2
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 52460.44 CB-3
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 38869.95 E-1
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 63126.05 E-2
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 58418.97 G-1
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 38957.22 G-2
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 334.55 G-3
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 84109.11 IG-1
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 83414.49 IG-2
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 54006.94 S-1
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 459.88 S-2
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 8929.13 S-3
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 79430.08 S-4