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 Small Business >4 Yr <= 5 Yr 55111.14 A-2-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 23019.62 A-3-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 7304.62 A-4-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 7201.55 A-5-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 71365.76 CB-1-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 18716.20 CB-2-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 50384.38 S-1-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 56846.55 S-2-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 26883.70 S-3-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 78125.21 S-4-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 6489.98 CB-3-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 33466.19 G-1-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 24115.12 G-2-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 5558.49 G-3-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 28244.07 S-5-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 2687.50 S-6-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 63460.73 S-7-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 78890.76 E-1-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 31526.68 E-2-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 12666.22 IG-1-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 75484.77 IG-2-Q
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 4837.05 C-1
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 47834.06 CB-4
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 34415.48 E-10
2025-10-09 I.S.1 Small Business >4 Yr <= 5 Yr 18874.01 E-3