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 59799.42 121 - 150 Days 8582.88 91-180 Days IG-6 7873.01 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52493.59 121 - 150 Days 3890.73 91-180 Days IG-7 7690.23 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112182.78 121 - 150 Days 16298.75 91-180 Days IG-8 2170.39 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32379.06 121 - 150 Days 753.15 <30 Days L-1 5381.28 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4304.43 121 - 150 Days 382.21 Open L-10 309.61 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52179.28 121 - 150 Days 2715.39 Open L-11 7554.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109064.98 121 - 150 Days 9170.96 <30 Days L-2 4614.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72518.46 121 - 150 Days 9991.98 Open L-3 4975.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26915.53 121 - 150 Days 1811.49 <30 Days L-4 3604.30 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26422.96 121 - 150 Days 446.29 91-180 Days L-5 197.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76159.61 121 - 150 Days 5622.30 Open L-6 14512.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71177.53 121 - 150 Days 6674.90 30-90 Days L-7 3013.08 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7298.53 121 - 150 Days 729.69 91-180 Days L-8 1027.07 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29410.71 121 - 150 Days 2676.49 30-90 Days L-9 5417.33 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8506.64 121 - 150 Days 847.71 30-90 Days LC-1 849.29 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27388.98 121 - 150 Days 1656.79 91-180 Days LC-2 736.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 101219.31 121 - 150 Days 9384.81 91-180 Days N-1 10380.76 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88036.20 121 - 150 Days 1788.80 30-90 Days N-2 8542.15 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25717.25 121 - 150 Days 3794.00 30-90 Days N-3 4981.89 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74225.84 121 - 150 Days 5503.43 30-90 Days N-4 8008.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20215.70 121 - 150 Days 2721.54 91-180 Days N-5 1016.68 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74391.11 121 - 150 Days 765.27 30-90 Days N-6 11917.20 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68074.80 121 - 150 Days 2363.12 91-180 Days N-7 7533.28 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107506.67 121 - 150 Days 438.56 91-180 Days P-1 16267.84 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19286.50 121 - 150 Days 2299.49 30-90 Days P-2 2574.03 Yes Liberty Wealth Management LLC Finance