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 64177.94 Day 35 673.90 Open A-5 10324.89 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31148.96 Day 35 3126.37 91-180 Days CB-1 2361.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11325.65 Day 35 1119.85 91-180 Days CB-2 2065.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16840.44 Day 35 2265.05 30-90 Days CB-3 967.49 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76222.51 Day 35 827.43 Open E-1 11980.44 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92102.77 Day 35 5707.43 91-180 Days E-2 8645.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56790.79 Day 35 5989.30 <30 Days G-1 1579.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53137.33 Day 35 4194.10 30-90 Days G-2 950.12 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58246.85 Day 35 6247.76 Open G-3 932.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18030.37 Day 35 1488.10 Open IG-1 696.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42057.73 Day 35 2997.69 <30 Days IG-2 6595.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54884.06 Day 35 4221.70 <30 Days S-1 7997.67 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32367.86 Day 35 449.94 91-180 Days S-2 4987.85 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54517.35 Day 35 6400.37 91-180 Days S-3 9.13 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60346.42 Day 35 4056.14 <30 Days S-4 661.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51458.75 Day 35 4273.86 Open S-5 6089.48 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7675.32 Day 35 392.80 30-90 Days S-6 363.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83548.21 Day 35 5418.45 <30 Days S-7 11052.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93261.53 Day 36 12673.71 <30 Days A-0-Q 5833.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83535.26 Day 36 3673.22 <30 Days A-1-Q 7697.33 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81891.20 Day 36 7216.80 <30 Days A-2-Q 3004.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85157.08 Day 36 5301.52 91-180 Days A-3-Q 3143.97 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3036.29 Day 36 155.21 Open A-4-Q 176.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90795.26 Day 36 9483.81 <30 Days A-5-Q 11450.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42920.87 Day 36 2160.56 30-90 Days CB-1-Q 4138.81 Yes Liberty Wealth Management LLC Operations