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 57 None Liberty Capital Markets Inc. PSE 52880.23 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty International Finance Ltd. PSE 20904.10 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Mortgage Services Corp. PSE 10745.15 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None PSE 43774.01 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Capital Markets Inc. PSE 64133.16 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None PSE 34143.47 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Wealth Management LLC PSE 14775.72 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Wealth Management LLC PSE 59816.33 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Mortgage Services Corp. PSE 26324.42 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None PSE 20457.38 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Mortgage Services Corp. PSE 26931.69 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None PSE 30672.25 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None PSE 15323.21 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None PSE 2298.57 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Capital Markets Inc. PSE 61718.15 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Wealth Management LLC PSE 63697.24 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None PSE 49982.02 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty International Finance Ltd. PSE 58534.19 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Capital Markets Inc. PSE 17441.88 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None PSE 76049.34 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None PSE 60884.43 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty Capital Markets Inc. PSE 8641.47 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None Liberty International Finance Ltd. PSE 17025.76 Yes None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None PSE 50367.67 No None
2025-10-09 Liberty National Bank I.S.10 Synthetic Firm Sourcing USD Day 57 None PSE 42068.13 No None