Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.10: Synthetic Firm Sourcing

Report Date Reporting Entity PID Product Currency Converted Maturity Bucket Forward Start Amount Forward Start Bucket Internal Counterparty Business Line Counterparty G-SIB Maturity Amount Maturity Optionality Effective Maturity Bucket Encumbrance Type Internal Risk Weight
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None Liberty Capital Markets Inc. PSE 73821.41 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None PSE 63767.74 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None PSE 64337.55 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None Liberty Capital Markets Inc. PSE 76882.89 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None PSE 4577.41 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None Liberty Mortgage Services Corp. PSE 72854.96 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None PSE 14596.84 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None Liberty Mortgage Services Corp. PSE 74444.07 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None Liberty International Finance Ltd. PSE 20169.45 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None Liberty International Finance Ltd. PSE 79717.07 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None Liberty Mortgage Services Corp. PSE 76794.49 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None Liberty Mortgage Services Corp. PSE 85253.84 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None Liberty International Finance Ltd. PSE 73444.49 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None Liberty Capital Markets Inc. PSE 64850.54 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None Liberty Wealth Management LLC PSE 52509.39 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None PSE 39713.25 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 34 None PSE 4557.96 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 35 None Liberty Mortgage Services Corp. PSE 53779.85 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 35 None Liberty International Finance Ltd. PSE 79989.79 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 35 None Liberty Capital Markets Inc. PSE 60672.75 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 35 None PSE 54663.52 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 35 None PSE 82309.99 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 35 None PSE 82169.36 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 35 None Liberty Capital Markets Inc. PSE 74756.29 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 35 None Liberty International Finance Ltd. PSE 74371.22 Yes None