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 41957.38 Day 22 2291.24 30-90 Days A-3-Q 2448.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 22646.04 Day 22 557.12 30-90 Days A-4-Q 3213.21 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87792.97 Day 22 10191.63 91-180 Days A-5-Q 1231.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74290.99 Day 22 2874.86 <30 Days CB-1-Q 9671.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 50983.65 Day 22 3552.48 Open CB-2-Q 5681.52 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 474.66 Day 22 28.12 Open S-1-Q 10.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65417.17 Day 22 5235.91 30-90 Days S-2-Q 7850.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68555.68 Day 22 1897.68 91-180 Days S-3-Q 2996.88 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55019.13 Day 22 13.66 91-180 Days S-4-Q 10579.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52441.19 Day 22 4355.71 91-180 Days CB-3-Q 4959.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 4062.53 Day 22 29.86 <30 Days G-1-Q 422.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89306.68 Day 22 12860.89 <30 Days G-2-Q 3721.06 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101725.42 Day 22 14052.15 30-90 Days G-3-Q 20163.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89328.78 Day 22 9994.65 Open S-5-Q 2905.44 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60576.95 Day 22 1019.66 30-90 Days S-6-Q 12038.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40742.53 Day 22 29.92 30-90 Days S-7-Q 4176.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85757.84 Day 22 4306.26 Open E-1-Q 10446.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93590.58 Day 22 6232.08 30-90 Days E-2-Q 4195.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13609.68 Day 22 355.96 30-90 Days IG-1-Q 1032.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 78849.15 Day 22 10965.50 <30 Days IG-2-Q 14878.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90474.79 Day 22 11649.60 Open C-1 13117.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51408.02 Day 22 658.95 Open CB-4 9089.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53443.75 Day 22 2408.65 30-90 Days E-10 4265.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81918.86 Day 22 9821.96 <30 Days E-3 14239.08 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91056.51 Day 22 12265.30 91-180 Days E-4 13790.21 Yes Liberty International Finance Ltd. Legal