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 10147.59 Day 58 249.40 30-90 Days L-8 1440.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106681.02 Day 58 15484.49 30-90 Days L-9 13083.28 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5763.61 Day 58 710.71 30-90 Days LC-1 1134.87 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85897.00 Day 58 183.94 30-90 Days LC-2 3322.98 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80633.97 Day 58 11930.62 30-90 Days N-1 495.70 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109443.24 Day 58 9308.52 <30 Days N-2 968.98 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96445.29 Day 58 12479.56 30-90 Days N-3 305.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33504.23 Day 58 3117.70 30-90 Days N-4 4090.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1224.13 Day 58 163.30 30-90 Days N-5 23.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49594.05 Day 58 29.93 <30 Days N-6 1778.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20223.40 Day 58 826.82 91-180 Days N-7 505.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79593.98 Day 58 2135.90 30-90 Days P-1 10713.76 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23933.87 Day 58 172.45 Open P-2 1419.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29623.25 Day 58 2209.43 <30 Days S-8 3308.52 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83245.46 Day 58 6676.43 <30 Days Y-1 12794.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38747.29 Day 58 17.57 Open Y-2 7511.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70545.15 Day 58 744.03 30-90 Days Y-3 3979.76 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50239.34 Day 58 1507.30 30-90 Days Y-4 24.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58848.04 Day 58 5910.98 30-90 Days Z-1 1591.10 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72839.28 Day 58 4322.19 91-180 Days A-2 13448.41 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97771.37 Day 58 3204.30 91-180 Days A-3 13262.55 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58093.23 Day 58 5290.12 91-180 Days A-4 886.89 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88913.90 Day 58 5620.19 91-180 Days A-5 14239.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109196.19 Day 58 2873.54 <30 Days CB-1 18318.50 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64834.34 Day 58 2347.12 <30 Days CB-2 8162.98 Yes Liberty International Finance Ltd. Treasury