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 92365.77 Day 33 10705.28 30-90 Days CB-3 15774.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79683.39 Day 33 4393.77 30-90 Days E-1 561.21 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6282.61 Day 33 505.76 Open E-2 791.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81699.14 Day 33 3879.26 Open G-1 12630.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26460.07 Day 33 3454.77 30-90 Days G-2 2511.74 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76877.65 Day 33 2119.18 Open G-3 1851.56 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43353.06 Day 33 3920.82 30-90 Days IG-1 3974.61 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68722.79 Day 33 1984.25 <30 Days IG-2 2139.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 19615.43 Day 33 2460.12 91-180 Days S-1 1621.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44418.86 Day 33 5998.99 91-180 Days S-2 4200.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67471.46 Day 33 1984.01 Open S-3 3109.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72913.77 Day 33 10375.81 91-180 Days S-4 13976.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25540.82 Day 33 934.74 <30 Days S-5 4563.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 4845.78 Day 33 358.90 91-180 Days S-6 126.36 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93393.26 Day 33 3445.28 30-90 Days S-7 14101.93 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108404.42 Day 34 2027.68 Open A-0-Q 6629.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32106.91 Day 34 3462.74 <30 Days A-1-Q 294.43 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24263.02 Day 34 1655.33 <30 Days A-2-Q 1281.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89705.53 Day 34 8055.18 <30 Days A-3-Q 2835.61 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6509.62 Day 34 652.45 91-180 Days A-4-Q 759.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55686.16 Day 34 6337.86 <30 Days A-5-Q 758.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3913.04 Day 34 117.36 91-180 Days CB-1-Q 89.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65056.24 Day 34 8176.05 Open CB-2-Q 8741.63 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96719.45 Day 34 13594.79 91-180 Days S-1-Q 7523.35 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42125.10 Day 34 4992.02 <30 Days S-2-Q 818.66 Yes Liberty International Finance Ltd. Legal