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 >2 Yr <= 3 Yr 70778.10 E-10
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 21448.60 E-3
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 26213.47 E-4
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 82813.14 E-5
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 17184.18 E-6
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 5650.72 E-7
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 19273.08 E-8
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 68802.43 E-9
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 66241.66 G-4
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 3430.84 IG-3
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 75672.30 IG-4
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 75307.36 IG-5
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 41475.13 IG-6
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 21281.38 IG-7
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 67180.43 IG-8
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 40462.96 L-1
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 27030.11 L-10
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 12536.79 L-11
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 53717.92 L-2
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 63673.41 L-3
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 55032.49 L-4
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 24471.99 L-5
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 17084.45 L-6
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 71037.37 L-7
2025-10-09 I.S.1 Retail >2 Yr <= 3 Yr 46914.46 L-8