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 29014.91 Day 45 2543.52 30-90 Days CB-1-Q 5596.81 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29911.06 Day 45 2092.63 <30 Days CB-2-Q 3422.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53128.00 Day 45 7654.07 30-90 Days S-1-Q 9557.17 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 78041.47 Day 45 3448.32 30-90 Days S-2-Q 14608.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20151.23 Day 45 2635.61 Open S-3-Q 1323.07 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66186.81 Day 45 684.14 91-180 Days S-4-Q 4937.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85625.71 Day 45 7885.89 <30 Days CB-3-Q 14443.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96600.94 Day 45 9444.32 30-90 Days G-1-Q 4936.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56293.39 Day 45 1986.17 91-180 Days G-2-Q 3299.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46278.97 Day 45 369.49 Open G-3-Q 8266.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106930.10 Day 45 2859.86 <30 Days S-5-Q 21271.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16298.11 Day 45 711.00 Open S-6-Q 2072.94 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7494.66 Day 45 228.77 91-180 Days S-7-Q 551.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32946.33 Day 45 3505.40 Open E-1-Q 5123.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79734.71 Day 45 10331.76 Open E-2-Q 2424.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45155.31 Day 45 3969.94 Open IG-1-Q 4711.68 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 768.85 Day 45 26.38 Open IG-2-Q 125.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56207.89 Day 45 1180.37 <30 Days C-1 215.00 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58478.34 Day 45 2823.49 <30 Days CB-4 8107.27 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29495.92 Day 45 2542.58 30-90 Days E-10 2838.87 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95807.71 Day 45 6379.38 30-90 Days E-3 8119.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14307.97 Day 45 1258.50 <30 Days E-4 483.50 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43257.21 Day 45 3222.50 <30 Days E-5 2464.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94321.48 Day 45 11761.94 <30 Days E-6 13344.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38552.19 Day 45 2010.97 <30 Days E-7 3792.80 No Treasury