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 >4 Yr <= 5 Yr 85003.24 L-6
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 50307.41 L-7
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 25927.91 L-8
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 13152.59 L-9
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 43000.97 LC-1
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 77013.62 LC-2
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 42426.19 N-1
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 33263.63 N-2
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 5980.97 N-3
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 61617.15 N-4
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 62011.76 N-5
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 63673.46 N-6
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 78613.11 N-7
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 13445.96 P-1
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 11030.53 P-2
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 61730.27 S-8
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 18862.13 Y-1
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 81293.71 Y-2
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 10667.04 Y-3
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 4852.16 Y-4
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 16212.59 Z-1
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 47860.35 A-2
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 49551.46 A-3
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 10540.29 A-4
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 71220.56 A-5