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 17046.98 Day 45 367.74 Open N-4 2924.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52789.22 Day 45 2814.32 Open N-5 6102.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62574.38 Day 45 1258.57 91-180 Days N-6 9500.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103904.11 Day 45 14749.74 30-90 Days N-7 9085.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14519.14 Day 45 998.02 30-90 Days P-1 2251.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88059.57 Day 45 11288.87 30-90 Days P-2 14004.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32414.26 Day 45 497.47 30-90 Days S-8 3726.72 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27284.65 Day 45 3544.88 <30 Days Y-1 381.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5008.78 Day 45 298.24 30-90 Days Y-2 169.73 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32878.85 Day 45 4546.51 91-180 Days Y-3 3795.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11777.32 Day 45 48.39 30-90 Days Y-4 129.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98.21 Day 45 0.97 Open Z-1 0.70 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32495.73 Day 45 347.87 30-90 Days A-2 4299.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36428.66 Day 45 779.64 <30 Days A-3 1476.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43808.55 Day 45 939.84 91-180 Days A-4 7031.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93351.78 Day 45 9420.42 <30 Days A-5 17842.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64899.55 Day 45 1379.54 91-180 Days CB-1 2019.37 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10142.18 Day 45 248.97 Open CB-2 1304.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88594.96 Day 45 6093.31 91-180 Days CB-3 11722.52 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49804.58 Day 45 4017.13 91-180 Days E-1 756.61 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103688.39 Day 45 15014.82 <30 Days E-2 18680.59 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7026.67 Day 45 97.32 91-180 Days G-1 569.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82766.53 Day 45 8627.82 91-180 Days G-2 10633.78 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69760.09 Day 45 8115.89 91-180 Days G-3 4621.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58645.69 Day 45 836.48 30-90 Days IG-1 3847.79 No Risk Management