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 35787.44 Day 26 2691.24 30-90 Days CB-1 5001.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69082.99 Day 26 6027.57 Open CB-2 3079.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30832.78 Day 26 4427.12 30-90 Days CB-3 3085.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76874.10 Day 26 10329.32 30-90 Days E-1 13055.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87869.65 Day 26 4787.63 91-180 Days E-2 11298.45 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94206.46 Day 26 4676.03 91-180 Days G-1 922.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13802.45 Day 26 380.47 30-90 Days G-2 1601.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64433.23 Day 26 4484.84 30-90 Days G-3 5455.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58907.26 Day 26 7549.02 <30 Days IG-1 4598.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13361.43 Day 26 660.14 91-180 Days IG-2 2115.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35054.41 Day 26 4820.22 91-180 Days S-1 2732.54 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40871.09 Day 26 1952.05 Open S-2 696.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8523.97 Day 26 283.86 Open S-3 1533.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65135.97 Day 26 300.43 30-90 Days S-4 11020.02 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92804.55 Day 26 5416.06 91-180 Days S-5 1212.33 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90043.69 Day 26 8700.74 Open S-6 15492.44 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76764.96 Day 26 7269.84 91-180 Days S-7 3839.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105386.91 Day 27 11823.62 30-90 Days A-0-Q 19296.63 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29289.46 Day 27 1129.33 Open A-1-Q 5769.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51817.07 Day 27 7387.51 <30 Days A-2-Q 6491.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108661.01 Day 27 13135.47 30-90 Days A-3-Q 10235.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2855.89 Day 27 20.94 30-90 Days A-4-Q 560.56 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39951.48 Day 27 5080.37 <30 Days A-5-Q 6610.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9745.89 Day 27 1414.65 <30 Days CB-1-Q 531.39 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19250.47 Day 27 1698.04 <30 Days CB-2-Q 3449.45 Yes Liberty International Finance Ltd. Legal