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 16068.96 Day 14 338.93 Open L-1 1275.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100260.21 Day 14 11169.87 91-180 Days L-10 19337.90 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83587.36 Day 14 752.11 30-90 Days L-11 13240.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11491.58 Day 14 1122.95 30-90 Days L-2 1144.78 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 104314.89 Day 14 1211.64 30-90 Days L-3 12117.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61564.97 Day 14 4625.56 Open L-4 8047.64 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23773.79 Day 14 2066.27 30-90 Days L-5 724.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100346.24 Day 14 3881.21 91-180 Days L-6 5567.28 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86179.14 Day 14 2406.07 91-180 Days L-7 2649.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63449.08 Day 14 71.07 30-90 Days L-8 1236.17 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77002.71 Day 14 11498.63 Open L-9 2068.23 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29990.95 Day 14 4280.58 Open LC-1 4224.39 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36711.99 Day 14 4981.57 91-180 Days LC-2 4236.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70126.59 Day 14 1916.24 <30 Days N-1 13689.99 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83280.61 Day 14 6739.79 30-90 Days N-2 507.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64892.30 Day 14 6347.64 <30 Days N-3 2258.66 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89404.78 Day 14 12011.40 <30 Days N-4 14221.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112309.52 Day 14 15869.58 91-180 Days N-5 13504.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72179.12 Day 14 9836.82 30-90 Days N-6 3559.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100878.87 Day 14 8401.93 <30 Days N-7 4316.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18040.78 Day 14 2289.51 Open P-1 3257.68 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90192.75 Day 14 5318.83 91-180 Days P-2 1397.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35468.04 Day 14 1549.26 <30 Days S-8 1417.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68114.20 Day 14 4432.95 Open Y-1 5921.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49070.09 Day 14 4980.53 91-180 Days Y-2 2655.10 No Risk Management