| Scenario Name        | Date    | Real GDP growth | Nominal GDP growth | Real disposable income growth | Nominal disposable income growth | Unemployment rate | CPI inflation rate | 3-month Treasury rate | 5-year Treasury yield | 10-year Treasury yield | BBB corporate yield | Mortgage rate | Prime rate | Dow Jones Total Stock Market Index (Level) | House Price Index (Level) | Commercial Real Estate Price Index (Level) | Market Volatility Index (Level) |
|----------------------|---------|-----------------|--------------------|-------------------------------|----------------------------------|-------------------|--------------------|-----------------------|-----------------------|------------------------|---------------------|---------------|------------|--------------------------------------------|---------------------------|--------------------------------------------|---------------------------------|
| Supervisory Baseline | 2024 Q1 | 1.0             | 3.2                | 2.5                           | 4.6                              | 3.9               | 2.4                | 5.3                   | 4.2                   | 4.1                    | 5.8                 | 6.5           | 8.4        | 47787.5                                    | 311.6                     | 350.2                                      | 24.6                            |
| Supervisory Baseline | 2024 Q2 | 0.7             | 2.9                | 1.8                           | 4.0                              | 4.1               | 2.3                | 5.0                   | 4.0                   | 4.0                    | 5.7                 | 6.1           | 8.1        | 47787.5                                    | 312.8                     | 351.5                                      | 26.0                            |
| Supervisory Baseline | 2024 Q3 | 0.9             | 3.1                | 1.8                           | 4.0                              | 4.2               | 2.4                | 4.6                   | 3.9                   | 3.9                    | 5.7                 | 5.8           | 7.7        | 47787.5                                    | 313.9                     | 352.8                                      | 26.8                            |
| Supervisory Baseline | 2024 Q4 | 1.5             | 3.6                | 2.0                           | 4.1                              | 4.3               | 2.3                | 4.2                   | 3.8                   | 3.8                    | 5.6                 | 5.6           | 7.3        | 47787.5                                    | 315.1                     | 354.2                                      | 27.2                            |
| Supervisory Baseline | 2025 Q1 | 1.8             | 4.1                | 2.4                           | 4.5                              | 4.3               | 2.2                | 3.9                   | 3.6                   | 3.7                    | 5.5                 | 5.4           | 7.0        | 47787.5                                    | 316.3                     | 355.5                                      | 27.5                            |
| Supervisory Baseline | 2025 Q2 | 2.0             | 4.2                | 2.3                           | 4.3                              | 4.2               | 2.2                | 3.6                   | 3.6                   | 3.7                    | 5.5                 | 5.3           | 6.7        | 47787.5                                    | 317.5                     | 356.8                                      | 27.7                            |
| Supervisory Baseline | 2025 Q3 | 2.1             | 4.3                | 2.2                           | 4.3                              | 4.2               | 2.3                | 3.4                   | 3.5                   | 3.6                    | 5.5                 | 5.3           | 6.4        | 47787.5                                    | 318.6                     | 358.1                                      | 27.9                            |
| Supervisory Baseline | 2025 Q4 | 2.1             | 4.3                | 2.2                           | 4.2                              | 4.1               | 2.3                | 3.2                   | 3.4                   | 3.6                    | 5.5                 | 5.2           | 6.3        | 47787.5                                    | 319.8                     | 359.5                                      | 28.0                            |
| Supervisory Baseline | 2026 Q1 | 2.1             | 4.3                | 2.2                           | 4.3                              | 4.1               | 2.2                | 3.2                   | 3.3                   | 3.6                    | 5.5                 | 5.2           | 6.2        | 47787.5                                    | 321.0                     | 360.8                                      | 28.1                            |
| Supervisory Baseline | 2026 Q2 | 2.0             | 3.9                | 2.0                           | 4.2                              | 4.1               | 2.2                | 3.2                   | 3.3                   | 3.6                    | 5.5                 | 5.2           | 6.2        | 47787.5                                    | 322.2                     | 362.2                                      | 28.2                            |
| Supervisory Baseline | 2026 Q3 | 2.0             | 3.9                | 1.9                           | 4.1                              | 4.1               | 2.2                | 3.2                   | 3.2                   | 3.6                    | 5.5                 | 5.2           | 6.2        | 47787.5                                    | 323.4                     | 363.5                                      | 28.2                            |
| Supervisory Baseline | 2026 Q4 | 1.9             | 3.9                | 1.9                           | 4.1                              | 4.1               | 2.2                | 3.2                   | 3.2                   | 3.6                    | 5.5                 | 5.1           | 6.2        | 47787.5                                    | 324.6                     | 364.9                                      | 28.3                            |
| Supervisory Baseline | 2027 Q1 | 1.9             | 3.9                | 2.0                           | 4.1                              | 4.1               | 2.2                | 3.1                   | 3.1                   | 3.6                    | 5.5                 | 5.1           | 6.2        | 47787.5                                    | 325.8                     | 366.2                                      | 28.3                            |