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 64582.61 Day 43 5997.64 30-90 Days S-2-Q 12883.10 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68434.58 Day 43 9323.38 Open S-3-Q 2299.80 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14094.14 Day 43 387.54 91-180 Days S-4-Q 1375.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61139.44 Day 43 6809.94 Open CB-3-Q 10029.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67443.60 Day 43 2583.05 91-180 Days G-1-Q 8445.85 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40413.95 Day 43 5.81 91-180 Days G-2-Q 2051.29 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30218.01 Day 43 880.34 91-180 Days G-3-Q 2054.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2894.47 Day 43 187.63 Open S-5-Q 288.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25885.06 Day 43 1397.61 <30 Days S-6-Q 900.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64069.82 Day 43 3142.63 30-90 Days S-7-Q 953.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76351.13 Day 43 11356.05 Open E-1-Q 5603.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56443.99 Day 43 3570.81 91-180 Days E-2-Q 8581.91 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111027.44 Day 43 12278.12 Open IG-1-Q 20791.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89784.39 Day 43 8077.79 30-90 Days IG-2-Q 10509.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10599.62 Day 43 1307.21 Open C-1 1882.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48828.97 Day 43 412.96 Open CB-4 1142.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 516.88 Day 43 44.96 30-90 Days E-10 54.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16152.18 Day 43 1869.76 91-180 Days E-3 1536.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27498.61 Day 43 2496.92 30-90 Days E-4 4710.22 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55272.22 Day 43 4929.55 91-180 Days E-5 531.32 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61158.56 Day 43 4821.47 Open E-6 11851.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111152.81 Day 43 3257.53 Open E-7 12296.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42265.54 Day 43 2696.80 91-180 Days E-8 806.45 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42728.37 Day 43 3673.36 <30 Days E-9 1606.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71864.87 Day 43 850.66 Open G-4 8851.66 No Operations