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 19837.08 Day 27 1563.21 30-90 Days S-2 827.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85750.45 Day 27 5068.17 Open S-3 12078.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67925.48 Day 27 1973.95 30-90 Days S-4 12751.04 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29381.19 Day 27 2993.30 91-180 Days S-5 3284.62 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20247.31 Day 27 1906.65 30-90 Days S-6 1342.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47820.60 Day 27 6006.70 30-90 Days S-7 9026.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29763.77 Day 28 3113.73 91-180 Days A-0-Q 3345.67 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77638.88 Day 28 7165.39 Open A-1-Q 13170.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3270.23 Day 28 365.20 91-180 Days A-2-Q 118.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29711.18 Day 28 2445.25 91-180 Days A-3-Q 3605.48 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89095.68 Day 28 4386.65 <30 Days A-4-Q 16650.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64896.28 Day 28 5411.08 Open A-5-Q 429.14 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60403.17 Day 28 6157.97 Open CB-1-Q 5714.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53781.52 Day 28 5197.63 <30 Days CB-2-Q 1970.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62462.01 Day 28 3138.08 Open S-1-Q 7748.63 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99958.74 Day 28 1782.99 30-90 Days S-2-Q 5350.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91969.13 Day 28 11076.82 Open S-3-Q 13594.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75839.20 Day 28 10407.80 Open S-4-Q 10378.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73038.60 Day 28 10809.43 Open CB-3-Q 13951.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35253.61 Day 28 3021.29 30-90 Days G-1-Q 5049.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8910.92 Day 28 12.22 30-90 Days G-2-Q 142.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109836.66 Day 28 12234.32 91-180 Days G-3-Q 13892.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66021.26 Day 28 6505.73 91-180 Days S-5-Q 222.63 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10420.32 Day 28 120.92 30-90 Days S-6-Q 533.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10572.52 Day 28 1485.36 Open S-7-Q 2031.93 No Finance