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 87324.06 Day 60 10053.70 91-180 Days IG-1-Q 4108.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 100873.85 Day 60 5533.12 30-90 Days IG-2-Q 5631.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14912.77 Day 60 757.68 <30 Days C-1 2974.69 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61960.92 Day 60 1904.12 91-180 Days CB-4 5080.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109768.81 Day 60 4855.31 Open E-10 3194.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23462.32 Day 60 2217.86 91-180 Days E-3 1225.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52057.91 Day 60 5306.35 30-90 Days E-4 1802.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48013.22 Day 60 5764.17 30-90 Days E-5 3285.06 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64274.92 Day 60 4200.34 91-180 Days E-6 12787.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72710.07 Day 60 1792.84 30-90 Days E-7 8574.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22816.83 Day 60 2828.67 91-180 Days E-8 3113.26 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105592.10 Day 60 4236.78 30-90 Days E-9 14305.09 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66598.13 Day 60 8127.79 91-180 Days G-4 4506.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45491.60 Day 60 2264.37 Open IG-3 3211.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75989.21 Day 60 1925.20 30-90 Days IG-4 6042.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71713.45 Day 60 7447.26 <30 Days IG-5 10554.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71954.65 Day 60 3835.20 <30 Days IG-6 8450.71 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69988.57 Day 60 2450.90 91-180 Days IG-7 9613.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 253.46 Day 60 5.16 Open IG-8 30.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88880.41 Day 60 256.70 Open L-1 12346.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12429.14 Day 60 177.70 Open L-10 2370.43 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39466.31 Day 60 4220.47 91-180 Days L-11 5826.38 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64619.91 Day 60 1673.02 30-90 Days L-2 6729.77 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81328.24 Day 60 2993.98 91-180 Days L-3 10198.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76201.77 Day 60 638.48 <30 Days L-4 13732.13 No Risk Management