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 93858.16 Day 38 13599.18 Open A-4-Q 16065.26 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7407.28 Day 38 838.08 <30 Days A-5-Q 1164.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21911.49 Day 38 3123.63 91-180 Days CB-1-Q 2173.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 104445.93 Day 38 3093.42 Open CB-2-Q 1333.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97989.34 Day 38 6288.38 91-180 Days S-1-Q 7697.88 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25754.03 Day 38 777.71 30-90 Days S-2-Q 1352.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18044.39 Day 38 1931.89 91-180 Days S-3-Q 1457.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23155.62 Day 38 489.24 <30 Days S-4-Q 3839.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89673.55 Day 38 10647.48 <30 Days CB-3-Q 5711.66 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 50373.92 Day 38 2169.28 <30 Days G-1-Q 8102.23 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93799.97 Day 38 88.06 Open G-2-Q 4307.03 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5635.20 Day 38 19.73 91-180 Days G-3-Q 555.98 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92409.46 Day 38 12769.32 30-90 Days S-5-Q 4654.97 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111501.34 Day 38 2076.00 <30 Days S-6-Q 1923.61 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 28155.05 Day 38 156.37 <30 Days S-7-Q 4595.01 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16128.27 Day 38 1124.40 30-90 Days E-1-Q 1906.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94363.97 Day 38 9276.93 <30 Days E-2-Q 17225.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71857.16 Day 38 3685.87 30-90 Days IG-1-Q 9347.50 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43014.09 Day 38 4092.02 Open IG-2-Q 4957.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34922.76 Day 38 3667.38 Open C-1 1227.11 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55733.58 Day 38 221.60 91-180 Days CB-4 9197.37 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20139.31 Day 38 2706.79 30-90 Days E-10 1301.96 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35776.60 Day 38 3491.74 Open E-3 6219.95 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89737.08 Day 38 11937.60 Open E-4 13378.95 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39130.80 Day 38 2750.30 91-180 Days E-5 237.91 No Finance