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 92478.50 Day 43 208.33 <30 Days IG-3 6329.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96928.63 Day 43 1262.67 30-90 Days IG-4 6745.20 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48470.90 Day 43 3554.84 30-90 Days IG-5 8191.15 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102488.14 Day 43 2829.05 Open IG-6 16068.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41386.58 Day 43 3007.05 Open IG-7 7888.57 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58345.51 Day 43 6870.07 91-180 Days IG-8 4711.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37760.21 Day 43 3070.25 Open L-1 6567.98 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14942.79 Day 43 950.55 30-90 Days L-10 2778.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104903.78 Day 43 9192.27 Open L-11 16275.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16136.06 Day 43 1235.24 91-180 Days L-2 1605.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 10878.43 Day 43 807.37 30-90 Days L-3 1508.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41108.27 Day 43 733.95 <30 Days L-4 7617.59 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92224.31 Day 43 4115.67 30-90 Days L-5 14304.10 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30220.28 Day 43 412.80 <30 Days L-6 1707.92 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13252.80 Day 43 675.91 Open L-7 1775.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103631.25 Day 43 1547.20 <30 Days L-8 11583.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65113.00 Day 43 7534.46 Open L-9 7430.38 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49337.24 Day 43 5848.20 Open LC-1 3023.46 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94068.74 Day 43 8472.35 Open LC-2 3996.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23326.03 Day 43 57.61 30-90 Days N-1 2032.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58768.99 Day 43 6978.89 <30 Days N-2 2403.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106960.37 Day 43 11112.88 Open N-3 11373.66 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88356.29 Day 43 12156.33 91-180 Days N-4 16247.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17315.58 Day 43 1797.59 Open N-5 3099.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25925.87 Day 43 1920.59 91-180 Days N-6 4537.71 Yes Liberty Mortgage Services Corp. Treasury