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 85783.61 Day 56 416.06 Open G-1 14146.17 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64680.95 Day 56 5882.23 91-180 Days G-2 9142.97 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41579.17 Day 56 863.44 91-180 Days G-3 5446.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 113180.46 Day 56 16653.38 Open IG-1 548.84 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17097.48 Day 56 889.09 <30 Days IG-2 3090.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89987.11 Day 56 8874.96 <30 Days S-1 6919.79 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45592.14 Day 56 1909.49 <30 Days S-2 3918.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 37653.39 Day 56 2243.36 30-90 Days S-3 2286.57 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56966.94 Day 56 461.43 <30 Days S-4 5120.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75216.74 Day 56 1799.31 91-180 Days S-5 1718.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111827.59 Day 56 11097.05 Open S-6 20999.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33898.70 Day 56 3321.27 91-180 Days S-7 3131.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79346.61 Day 57 4409.72 30-90 Days A-0-Q 11912.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96087.74 Day 57 11848.69 Open A-1-Q 15128.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57991.91 Day 57 7424.21 91-180 Days A-2-Q 7281.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42209.20 Day 57 124.19 Open A-3-Q 5268.00 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53829.77 Day 57 6566.75 30-90 Days A-4-Q 1422.63 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55311.59 Day 57 553.19 30-90 Days A-5-Q 4325.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52738.75 Day 57 6369.14 91-180 Days CB-1-Q 3872.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74938.05 Day 57 4123.23 91-180 Days CB-2-Q 6173.81 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10630.65 Day 57 168.45 Open S-1-Q 926.13 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6315.44 Day 57 119.19 91-180 Days S-2-Q 449.21 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44946.25 Day 57 6566.31 91-180 Days S-3-Q 2782.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13911.00 Day 57 332.55 <30 Days S-4-Q 530.56 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13088.07 Day 57 1880.91 30-90 Days CB-3-Q 193.18 No Finance