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 No 44600.79 Day 5 3184.14 Open S-5-Q 7656.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84946.02 Day 5 10892.47 Open S-6-Q 14112.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42552.72 Day 5 3189.57 Open S-7-Q 4222.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39645.60 Day 5 2822.10 91-180 Days E-1-Q 7500.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32600.80 Day 5 4330.97 Open E-2-Q 195.96 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60293.19 Day 5 5466.34 91-180 Days IG-1-Q 10149.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8307.73 Day 5 458.97 91-180 Days IG-2-Q 1147.43 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3122.63 Day 5 136.70 Open C-1 383.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69300.29 Day 5 4361.45 Open CB-4 2224.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91534.65 Day 5 4441.66 30-90 Days E-10 4392.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17680.59 Day 5 825.10 91-180 Days E-3 1779.07 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103377.70 Day 5 1445.82 <30 Days E-4 19289.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98936.13 Day 5 1002.47 <30 Days E-5 9976.97 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41109.74 Day 5 1325.53 <30 Days E-6 4828.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11540.34 Day 5 465.95 Open E-7 2028.01 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12318.88 Day 5 600.90 <30 Days E-8 1168.64 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21009.83 Day 5 2320.08 30-90 Days E-9 339.19 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12351.71 Day 5 277.14 <30 Days G-4 36.17 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101225.87 Day 5 2582.21 <30 Days IG-3 6975.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65526.48 Day 5 4463.03 91-180 Days IG-4 1455.88 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66324.79 Day 5 4697.05 91-180 Days IG-5 3663.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95236.18 Day 5 2979.50 <30 Days IG-6 18385.08 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77986.39 Day 5 7588.72 91-180 Days IG-7 13844.20 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20208.50 Day 5 2992.15 30-90 Days IG-8 2935.71 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66842.12 Day 5 3380.45 Open L-1 3143.05 Yes Liberty Capital Markets Inc. Finance