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 53990.25 Day 37 7736.70 91-180 Days L-2 8321.45 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49449.69 Day 37 46.63 91-180 Days L-3 8820.49 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80289.10 Day 37 5897.30 30-90 Days L-4 3839.04 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31891.34 Day 37 4137.95 Open L-5 1679.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87084.92 Day 37 8363.01 <30 Days L-6 7771.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98939.99 Day 37 11887.95 91-180 Days L-7 3310.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113055.86 Day 37 1883.42 91-180 Days L-8 18162.95 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95445.39 Day 37 1890.37 <30 Days L-9 12274.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39437.84 Day 37 2921.73 30-90 Days LC-1 5634.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27691.45 Day 37 3390.04 91-180 Days LC-2 3953.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111799.64 Day 37 3414.89 91-180 Days N-1 13603.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82637.62 Day 37 7508.90 30-90 Days N-2 10231.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52743.64 Day 37 3289.22 Open N-3 4948.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103677.19 Day 37 1478.79 30-90 Days N-4 19803.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25992.88 Day 37 1728.09 30-90 Days N-5 2121.84 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18522.65 Day 37 765.59 <30 Days N-6 2329.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39480.22 Day 37 3070.13 <30 Days N-7 3338.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58452.06 Day 37 6847.88 <30 Days P-1 1468.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17387.03 Day 37 1898.89 Open P-2 3185.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44862.15 Day 37 3249.41 91-180 Days S-8 3476.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74326.85 Day 37 9278.47 91-180 Days Y-1 9919.14 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1862.11 Day 37 110.08 <30 Days Y-2 296.84 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12008.73 Day 37 1394.66 Open Y-3 435.56 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96597.97 Day 37 2718.06 <30 Days Y-4 1998.36 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57711.48 Day 37 1280.87 Open Z-1 5959.60 No Operations