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 102662.10 Day 23 8028.62 Open IG-8 10654.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51264.31 Day 23 5081.40 <30 Days L-1 5485.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67692.59 Day 23 9414.15 <30 Days L-10 8871.50 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81233.10 Day 23 2593.06 <30 Days L-11 2502.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21407.46 Day 23 96.29 91-180 Days L-2 3692.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88668.19 Day 23 10411.91 Open L-3 13799.71 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60568.48 Day 23 91.25 91-180 Days L-4 1587.02 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36363.87 Day 23 5317.65 91-180 Days L-5 748.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87013.12 Day 23 5352.91 91-180 Days L-6 3518.24 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52127.82 Day 23 5690.86 <30 Days L-7 9834.85 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60352.12 Day 23 7032.86 91-180 Days L-8 10486.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99360.22 Day 23 5755.69 <30 Days L-9 8636.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50997.59 Day 23 2535.88 <30 Days LC-1 7403.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17087.78 Day 23 2342.76 Open LC-2 709.74 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63303.75 Day 23 3704.15 Open N-1 12104.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72118.46 Day 23 972.80 30-90 Days N-2 5626.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70740.65 Day 23 2698.16 <30 Days N-3 3010.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46791.60 Day 23 5689.06 Open N-4 401.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44483.94 Day 23 562.77 Open N-5 7346.54 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95218.22 Day 23 13459.10 91-180 Days N-6 18896.82 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103962.84 Day 23 7739.42 30-90 Days N-7 17401.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53401.50 Day 23 5324.18 91-180 Days P-1 7775.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 37383.33 Day 23 1741.27 91-180 Days P-2 6370.73 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14117.73 Day 23 1879.13 30-90 Days S-8 1326.19 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94190.09 Day 23 9012.23 <30 Days Y-1 4280.02 Yes Liberty International Finance Ltd. Legal