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 21055.59 Day 36 2543.39 Open N-5 1722.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8975.07 Day 36 202.77 <30 Days N-6 15.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75344.10 Day 36 4135.84 Open N-7 4182.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61497.90 Day 36 3300.53 91-180 Days P-1 11191.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43401.37 Day 36 3900.30 Open P-2 4304.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65874.82 Day 36 5698.14 <30 Days S-8 8364.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1500.54 Day 36 175.96 91-180 Days Y-1 102.12 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44862.23 Day 36 3113.69 <30 Days Y-2 7163.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107838.03 Day 36 13023.60 <30 Days Y-3 14410.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73020.33 Day 36 10326.33 30-90 Days Y-4 5509.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24665.79 Day 36 2967.21 30-90 Days Z-1 2909.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73683.94 Day 36 2846.07 30-90 Days A-2 7497.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88238.92 Day 36 4790.32 30-90 Days A-3 4265.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84952.46 Day 36 2777.95 91-180 Days A-4 16697.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26626.98 Day 36 350.76 Open A-5 2461.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2661.02 Day 36 336.91 30-90 Days CB-1 326.98 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56766.68 Day 36 1116.72 91-180 Days CB-2 8502.63 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41061.96 Day 36 5281.60 91-180 Days CB-3 7142.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103734.49 Day 36 1193.67 Open E-1 14143.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69906.79 Day 36 450.00 91-180 Days E-2 8966.77 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 112982.86 Day 36 16550.85 <30 Days G-1 6051.46 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70216.45 Day 36 6079.92 <30 Days G-2 13616.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65405.08 Day 36 251.09 91-180 Days G-3 8871.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107347.60 Day 36 3960.15 30-90 Days IG-1 16296.94 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88825.60 Day 36 5753.92 91-180 Days IG-2 11368.23 Yes Liberty Mortgage Services Corp. Treasury