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 87362.80 Day 53 5801.13 <30 Days E-1-Q 16090.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67165.19 Day 53 2601.20 30-90 Days E-2-Q 5263.19 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90473.74 Day 53 2686.64 30-90 Days IG-1-Q 13570.70 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14919.12 Day 53 831.10 91-180 Days IG-2-Q 2890.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 106587.70 Day 53 7403.99 <30 Days C-1 10844.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73568.56 Day 53 4698.06 91-180 Days CB-4 13726.27 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50724.56 Day 53 6178.79 30-90 Days E-10 1050.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32332.89 Day 53 3814.94 30-90 Days E-3 1783.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102644.17 Day 53 12077.67 Open E-4 15768.65 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93616.99 Day 53 7367.33 <30 Days E-5 14927.21 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 59629.53 Day 53 7425.45 <30 Days E-6 3684.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 28228.31 Day 53 2306.82 Open E-7 3007.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72334.43 Day 53 5990.31 30-90 Days E-8 1409.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110979.42 Day 53 15088.69 91-180 Days E-9 16384.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59760.41 Day 53 2390.63 Open G-4 7024.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57153.04 Day 53 3541.43 <30 Days IG-3 3757.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95332.91 Day 53 4474.12 91-180 Days IG-4 2531.93 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106886.25 Day 53 2397.39 Open IG-5 3193.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47735.70 Day 53 2892.59 <30 Days IG-6 5600.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110278.28 Day 53 1064.16 30-90 Days IG-7 18506.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27452.88 Day 53 3022.95 Open IG-8 3704.50 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16763.69 Day 53 2198.96 <30 Days L-1 2601.71 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32562.17 Day 53 528.82 30-90 Days L-10 2969.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96961.85 Day 53 6357.10 <30 Days L-11 7421.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30581.24 Day 53 2943.74 30-90 Days L-2 1348.78 Yes Liberty International Finance Ltd. Operations