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 13567.88 180 - 270 Days 1892.55 30-90 Days IG-3 1705.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 101097.23 180 - 270 Days 2489.87 30-90 Days IG-4 1828.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 17162.41 180 - 270 Days 198.59 30-90 Days IG-5 1218.76 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31671.00 180 - 270 Days 686.82 Open IG-6 3307.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21331.85 180 - 270 Days 2437.79 91-180 Days IG-7 3953.81 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63561.66 180 - 270 Days 1011.94 30-90 Days IG-8 2067.68 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85073.77 180 - 270 Days 11626.89 91-180 Days L-1 11466.09 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 17833.27 180 - 270 Days 1836.83 30-90 Days L-10 862.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 274.69 180 - 270 Days 1.67 91-180 Days L-11 29.39 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35942.96 180 - 270 Days 2220.37 Open L-2 990.85 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108157.12 180 - 270 Days 5059.05 <30 Days L-3 21340.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25495.81 180 - 270 Days 299.66 Open L-4 310.35 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88184.85 180 - 270 Days 8966.86 <30 Days L-5 14804.34 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98732.21 180 - 270 Days 685.45 30-90 Days L-6 8014.49 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54601.47 180 - 270 Days 3854.31 <30 Days L-7 780.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38374.56 180 - 270 Days 730.53 91-180 Days L-8 1948.58 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12210.10 180 - 270 Days 1734.93 Open L-9 1646.44 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40925.72 180 - 270 Days 1574.31 Open LC-1 7936.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86512.24 180 - 270 Days 10448.10 Open LC-2 16665.04 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24186.99 180 - 270 Days 1295.45 Open N-1 183.32 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105834.33 180 - 270 Days 8102.44 91-180 Days N-2 4731.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110768.14 180 - 270 Days 12354.91 91-180 Days N-3 16221.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74596.83 180 - 270 Days 9094.15 Open N-4 3353.64 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101741.79 180 - 270 Days 12498.20 Open N-5 7915.83 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81467.40 180 - 270 Days 4649.38 30-90 Days N-6 13657.15 Yes Liberty Mortgage Services Corp. Finance