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 9121.58 CB-1
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 61992.51 CB-2
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 20414.95 CB-3
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 75823.33 E-1
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 51863.61 E-2
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 54244.37 G-1
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 14273.09 G-2
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 44911.53 G-3
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 78617.11 IG-1
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 40814.47 IG-2
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 3062.85 S-1
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 86633.80 S-2
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 20325.73 S-3
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 7196.79 S-4
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 26331.18 S-5
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 85256.23 S-6
2025-10-09 I.S.1 Retail >4 Yr <= 5 Yr 63833.97 S-7
2025-10-09 I.S.1 Retail >5 Yr 54168.81 A-0-Q
2025-10-09 I.S.1 Retail >5 Yr 47790.33 A-1-Q
2025-10-09 I.S.1 Retail >5 Yr 55165.01 A-2-Q
2025-10-09 I.S.1 Retail >5 Yr 4802.88 A-3-Q
2025-10-09 I.S.1 Retail >5 Yr 2813.00 A-4-Q
2025-10-09 I.S.1 Retail >5 Yr 63673.12 A-5-Q
2025-10-09 I.S.1 Retail >5 Yr 63472.27 CB-1-Q
2025-10-09 I.S.1 Retail >5 Yr 46550.64 CB-2-Q