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 5918.40 S-5
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 51340.93 S-6
2025-10-09 I.S.1 Retail >3 Yr <= 4 Yr 13172.85 S-7
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 70631.42 A-0-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 27910.77 A-1-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 54068.17 A-2-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 54298.98 A-3-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 37925.16 A-4-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 62573.33 A-5-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 52765.13 CB-1-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 1613.40 CB-2-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 69454.01 S-1-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 66140.88 S-2-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 74252.52 S-3-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 14284.49 S-4-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 17044.86 CB-3-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 38247.38 G-1-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 12998.28 G-2-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 69964.18 G-3-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 37370.33 S-5-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 51786.09 S-6-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 32200.06 S-7-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 68320.54 E-1-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 1863.99 E-2-Q
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 81664.16 IG-1-Q