Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46834.45 Day 4 5361.16 91-180 Days IG-1 2309.34 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107905.79 Day 4 1640.15 Open IG-2 14548.45 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89188.95 Day 4 9246.85 Open S-1 4144.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2085.86 Day 4 48.15 <30 Days S-2 140.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47078.32 Day 4 3908.48 30-90 Days S-3 3246.60 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91136.10 Day 4 10284.84 <30 Days S-4 16673.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33160.62 Day 4 1554.84 Open S-5 2430.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66565.89 Day 4 8314.04 30-90 Days S-6 5371.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112462.23 Day 4 9292.53 Open S-7 8584.78 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60126.82 Day 5 3318.41 30-90 Days A-0-Q 6694.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43141.78 Day 5 3944.36 91-180 Days A-1-Q 5168.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68673.22 Day 5 9242.96 <30 Days A-2-Q 10642.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 104716.01 Day 5 15332.11 <30 Days A-3-Q 14153.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74771.70 Day 5 1048.42 <30 Days A-4-Q 4867.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72923.28 Day 5 9948.45 91-180 Days A-5-Q 6339.88 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80448.86 Day 5 10664.38 <30 Days CB-1-Q 7340.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27522.15 Day 5 2515.64 91-180 Days CB-2-Q 743.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73278.81 Day 5 852.75 <30 Days S-1-Q 69.72 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50098.06 Day 5 6811.90 91-180 Days S-2-Q 7821.98 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16418.13 Day 5 1911.45 <30 Days S-3-Q 1655.14 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3064.62 Day 5 54.42 <30 Days S-4-Q 181.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88284.39 Day 5 8563.15 30-90 Days CB-3-Q 16564.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16849.46 Day 5 2445.15 91-180 Days G-1-Q 1608.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44256.22 Day 5 1277.90 30-90 Days G-2-Q 5303.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62915.21 Day 5 2121.66 91-180 Days G-3-Q 2903.77 No Finance