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 109723.01 Day 42 8279.98 30-90 Days C-1 6821.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61873.15 Day 42 3114.69 91-180 Days CB-4 11853.51 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56764.60 Day 42 757.88 91-180 Days E-10 10908.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92025.85 Day 42 6683.66 <30 Days E-3 973.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47590.32 Day 42 3581.50 30-90 Days E-4 2537.71 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25148.59 Day 42 1438.46 91-180 Days E-5 3462.79 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77778.44 Day 42 9421.03 91-180 Days E-6 14378.32 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38012.99 Day 42 2444.76 <30 Days E-7 6735.16 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54636.50 Day 42 2529.97 Open E-8 9127.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26213.33 Day 42 1941.21 <30 Days E-9 3844.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3178.52 Day 42 80.01 Open G-4 532.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6417.69 Day 42 478.23 91-180 Days IG-3 460.25 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42955.36 Day 42 5371.56 91-180 Days IG-4 5538.46 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66390.05 Day 42 9777.49 <30 Days IG-5 7008.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95231.70 Day 42 13168.91 <30 Days IG-6 15013.20 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76866.44 Day 42 9694.39 Open IG-7 10114.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25916.37 Day 42 3822.23 91-180 Days IG-8 3185.80 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84854.00 Day 42 3362.47 91-180 Days L-1 12180.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108781.66 Day 42 16002.48 Open L-10 9129.77 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27572.45 Day 42 1169.12 Open L-11 316.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57436.35 Day 42 5471.77 91-180 Days L-2 3337.33 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81091.51 Day 42 4509.79 30-90 Days L-3 10830.01 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97450.99 Day 42 9663.81 91-180 Days L-4 2469.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32175.81 Day 42 1770.21 <30 Days L-5 5735.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35518.30 Day 42 5275.50 30-90 Days L-6 5985.29 Yes Liberty Mortgage Services Corp. Finance