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 58162.79 271 - 364 Days 2141.25 30-90 Days E-2-Q 3395.32 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40827.97 271 - 364 Days 5048.09 91-180 Days IG-1-Q 7281.00 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66458.81 271 - 364 Days 5545.17 91-180 Days IG-2-Q 8840.33 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57810.48 271 - 364 Days 7446.08 30-90 Days C-1 4835.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61324.43 271 - 364 Days 4052.40 91-180 Days CB-4 10907.90 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72063.20 271 - 364 Days 1236.00 30-90 Days E-10 9471.06 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13484.06 271 - 364 Days 64.90 91-180 Days E-3 1240.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80731.80 271 - 364 Days 5917.58 91-180 Days E-4 11833.18 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44989.00 271 - 364 Days 1987.98 <30 Days E-5 2065.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63313.46 271 - 364 Days 316.22 <30 Days E-6 11111.79 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74419.81 271 - 364 Days 10359.46 <30 Days E-7 5188.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 22512.30 271 - 364 Days 326.08 <30 Days E-8 3379.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61023.44 271 - 364 Days 7117.89 91-180 Days E-9 5520.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 514.50 271 - 364 Days 39.47 Open G-4 9.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38245.58 271 - 364 Days 3545.58 91-180 Days IG-3 1770.46 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31375.65 271 - 364 Days 1661.84 <30 Days IG-4 5075.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61149.09 271 - 364 Days 7058.55 Open IG-5 3975.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51557.41 271 - 364 Days 6684.68 91-180 Days IG-6 6763.69 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102245.50 271 - 364 Days 5659.07 Open IG-7 18679.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9797.46 271 - 364 Days 1242.62 91-180 Days IG-8 196.37 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100787.15 271 - 364 Days 11243.87 91-180 Days L-1 15530.66 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26161.71 271 - 364 Days 2645.81 Open L-10 33.05 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34039.14 271 - 364 Days 4537.97 30-90 Days L-11 6511.39 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84275.56 271 - 364 Days 4772.82 30-90 Days L-2 5556.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34708.00 271 - 364 Days 3436.36 Open L-3 1737.75 No Risk Management