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 14364.31 Day 29 129.53 30-90 Days A-5-Q 1781.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26683.27 Day 29 1560.55 Open CB-1-Q 3437.68 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90023.32 Day 29 10800.78 Open CB-2-Q 4513.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75333.93 Day 29 7295.55 <30 Days S-1-Q 8697.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21123.90 Day 29 1495.30 <30 Days S-2-Q 252.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8812.97 Day 29 1056.97 30-90 Days S-3-Q 874.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21891.03 Day 29 335.29 30-90 Days S-4-Q 2169.36 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103012.37 Day 29 13302.83 91-180 Days CB-3-Q 17328.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21100.82 Day 29 1615.79 30-90 Days G-1-Q 41.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111283.88 Day 29 15194.20 30-90 Days G-2-Q 14685.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 113297.87 Day 29 15057.07 Open G-3-Q 419.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9904.30 Day 29 1379.97 91-180 Days S-5-Q 1918.82 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85023.86 Day 29 20.99 <30 Days S-6-Q 13750.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108168.11 Day 29 10018.77 <30 Days S-7-Q 17178.27 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3152.54 Day 29 34.73 Open E-1-Q 455.97 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101946.91 Day 29 2670.47 <30 Days E-2-Q 15453.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43274.87 Day 29 5553.39 91-180 Days IG-1-Q 26.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85848.05 Day 29 10505.05 91-180 Days IG-2-Q 1143.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 78440.21 Day 29 9346.55 <30 Days C-1 5778.16 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31165.91 Day 29 1158.65 <30 Days CB-4 4133.35 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32907.91 Day 29 835.31 <30 Days E-10 1747.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62028.11 Day 29 5625.23 Open E-3 6436.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69780.07 Day 29 5561.08 30-90 Days E-4 1921.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86316.34 Day 29 10579.89 <30 Days E-5 3384.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110903.20 Day 29 10794.43 30-90 Days E-6 19231.06 Yes Liberty International Finance Ltd. Finance