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 90670.86 68 - 74 Days 9879.21 <30 Days L-2 8339.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71737.92 68 - 74 Days 3930.83 <30 Days L-3 7105.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54280.46 68 - 74 Days 3357.45 <30 Days L-4 241.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63144.00 68 - 74 Days 7358.55 91-180 Days L-5 5503.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28003.47 68 - 74 Days 2310.46 <30 Days L-6 1124.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13957.41 68 - 74 Days 1626.10 <30 Days L-7 2095.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107868.91 68 - 74 Days 14863.77 91-180 Days L-8 3517.22 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79607.00 68 - 74 Days 2075.12 30-90 Days L-9 2137.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67947.17 68 - 74 Days 10027.43 <30 Days LC-1 11679.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103384.96 68 - 74 Days 7403.79 <30 Days LC-2 20223.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 4143.61 68 - 74 Days 588.87 <30 Days N-1 467.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26222.77 68 - 74 Days 1408.68 Open N-2 764.33 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101849.68 68 - 74 Days 13833.81 Open N-3 18639.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72967.37 68 - 74 Days 3696.73 <30 Days N-4 4801.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63743.23 68 - 74 Days 4614.07 Open N-5 4915.39 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86608.28 68 - 74 Days 3768.17 <30 Days N-6 1417.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36837.74 68 - 74 Days 5086.06 <30 Days N-7 5412.65 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66694.80 68 - 74 Days 8783.81 <30 Days P-1 9954.27 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94597.01 68 - 74 Days 6255.43 91-180 Days P-2 8550.53 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92499.41 68 - 74 Days 6981.39 30-90 Days S-8 11379.74 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87486.10 68 - 74 Days 11746.73 30-90 Days Y-1 15341.48 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99253.27 68 - 74 Days 4725.86 91-180 Days Y-2 11919.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31636.65 68 - 74 Days 3101.87 <30 Days Y-3 9.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9231.20 68 - 74 Days 630.38 30-90 Days Y-4 619.83 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39770.22 68 - 74 Days 4856.97 <30 Days Z-1 7002.55 No Legal