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 68642.99 Day 54 9389.80 30-90 Days IG-1 9981.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83263.06 Day 54 1806.74 30-90 Days IG-2 14408.80 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108836.93 Day 54 3298.16 30-90 Days S-1 9987.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 112462.84 Day 54 2670.98 <30 Days S-2 16569.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 78227.37 Day 54 7773.32 <30 Days S-3 223.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 33827.03 Day 54 2108.46 30-90 Days S-4 5020.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35923.37 Day 54 1362.91 Open S-5 441.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81816.69 Day 54 10536.68 <30 Days S-6 923.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21336.08 Day 54 574.79 <30 Days S-7 1846.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37929.42 Day 55 3428.59 Open A-0-Q 2025.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47668.91 Day 55 5396.11 Open A-1-Q 5919.72 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93198.95 Day 55 2015.60 91-180 Days A-2-Q 11483.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97210.56 Day 55 5108.04 <30 Days A-3-Q 1967.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 113311.16 Day 55 10459.40 30-90 Days A-4-Q 15411.18 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58043.06 Day 55 4291.31 30-90 Days A-5-Q 9818.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7195.79 Day 55 434.95 91-180 Days CB-1-Q 1329.71 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54184.26 Day 55 1023.44 <30 Days CB-2-Q 4150.64 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108638.06 Day 55 11753.92 <30 Days S-1-Q 19016.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31760.69 Day 55 4476.45 Open S-2-Q 2326.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54978.83 Day 55 2029.25 91-180 Days S-3-Q 1408.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107444.01 Day 55 11140.99 <30 Days S-4-Q 11124.42 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15012.47 Day 55 1417.35 <30 Days CB-3-Q 2684.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49720.16 Day 55 6005.25 30-90 Days G-1-Q 4482.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23565.07 Day 55 2287.01 91-180 Days G-2-Q 1948.99 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8924.77 Day 55 153.11 91-180 Days G-3-Q 1568.33 Yes Liberty Capital Markets Inc. Legal