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 44 None Liberty Capital Markets Inc. PSE 42650.40 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None Liberty Mortgage Services Corp. PSE 32264.64 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None PSE 63690.74 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None PSE 19697.39 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None PSE 22977.47 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None PSE 65754.78 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None PSE 48568.62 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None Liberty Mortgage Services Corp. PSE 54518.67 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None PSE 81639.24 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None Liberty Mortgage Services Corp. PSE 80848.24 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None Liberty Capital Markets Inc. PSE 49013.91 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None PSE 76566.62 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None Liberty Capital Markets Inc. PSE 25360.19 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None PSE 38434.48 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None Liberty Wealth Management LLC PSE 84468.72 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None Liberty International Finance Ltd. PSE 45903.28 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None Liberty Mortgage Services Corp. PSE 77597.43 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None Liberty Mortgage Services Corp. PSE 60279.07 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None Liberty International Finance Ltd. PSE 46228.32 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None PSE 24735.41 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None Liberty Capital Markets Inc. PSE 52111.50 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None Liberty Wealth Management LLC PSE 5000.90 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None PSE 61209.75 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None PSE 49312.82 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 44 None Liberty Mortgage Services Corp. PSE 35474.45 Yes None