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 32608.99 Day 49 3212.36 <30 Days L-9 4839.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84744.49 Day 49 11711.43 30-90 Days LC-1 1048.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27494.55 Day 49 2528.26 Open LC-2 2366.58 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71101.46 Day 49 7492.33 Open N-1 5459.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53222.15 Day 49 573.84 91-180 Days N-2 2898.71 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13216.52 Day 49 393.99 <30 Days N-3 302.40 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58531.36 Day 49 3460.35 91-180 Days N-4 4435.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64740.38 Day 49 4296.52 Open N-5 303.15 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104264.03 Day 49 15379.64 <30 Days N-6 19905.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7809.31 Day 49 866.35 30-90 Days N-7 1489.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87124.15 Day 49 12147.68 Open P-1 16640.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49376.28 Day 49 3800.02 30-90 Days P-2 3112.38 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105653.61 Day 49 6120.15 Open S-8 13312.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27258.61 Day 49 2400.05 91-180 Days Y-1 1397.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98962.37 Day 49 12715.87 Open Y-2 14891.39 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58802.52 Day 49 7068.42 <30 Days Y-3 10808.82 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79440.01 Day 49 10124.70 Open Y-4 13973.09 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99754.31 Day 49 9085.94 Open Z-1 8023.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25532.31 Day 49 3139.27 <30 Days A-2 2.12 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94238.62 Day 49 1975.40 30-90 Days A-3 1541.50 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67971.35 Day 49 6257.36 91-180 Days A-4 2355.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70699.28 Day 49 4354.08 <30 Days A-5 11592.15 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35693.22 Day 49 3438.54 <30 Days CB-1 6993.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7619.96 Day 49 681.84 91-180 Days CB-2 274.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20241.17 Day 49 591.57 30-90 Days CB-3 3065.62 Yes Liberty Mortgage Services Corp. Legal