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 21689.11 Day 29 1557.54 30-90 Days N-3 1934.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27688.54 Day 29 2989.56 91-180 Days N-4 3664.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66641.65 Day 29 7689.73 30-90 Days N-5 12633.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99433.66 Day 29 1754.17 Open N-6 1547.90 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9014.81 Day 29 959.30 30-90 Days N-7 425.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18799.25 Day 29 324.94 30-90 Days P-1 2178.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52806.22 Day 29 2.25 30-90 Days P-2 2980.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33236.52 Day 29 2.56 91-180 Days S-8 1320.02 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34515.33 Day 29 3123.35 30-90 Days Y-1 6278.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24112.89 Day 29 1438.50 30-90 Days Y-2 851.09 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9875.30 Day 29 922.85 <30 Days Y-3 561.83 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47786.03 Day 29 2616.56 30-90 Days Y-4 3709.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90276.77 Day 29 4162.10 Open Z-1 10159.23 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98823.62 Day 29 1684.12 <30 Days A-2 9033.10 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43396.68 Day 29 5650.09 <30 Days A-3 1700.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6241.64 Day 29 824.33 30-90 Days A-4 261.19 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102312.75 Day 29 10510.79 91-180 Days A-5 4396.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87793.31 Day 29 8933.00 30-90 Days CB-1 5922.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41018.16 Day 29 2611.86 <30 Days CB-2 383.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61016.32 Day 29 3749.84 Open CB-3 1685.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67744.09 Day 29 2426.66 91-180 Days E-1 7295.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23551.30 Day 29 2136.31 Open E-2 1409.92 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80270.68 Day 29 2745.67 Open G-1 11732.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68636.02 Day 29 5210.97 91-180 Days G-2 4898.57 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43512.69 Day 29 5342.22 Open G-3 5916.74 Yes Liberty International Finance Ltd. Operations