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 20159.10 271 - 364 Days 857.28 Open A-4 2041.98 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42418.41 271 - 364 Days 5407.56 30-90 Days A-5 6986.88 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45515.60 271 - 364 Days 1845.56 30-90 Days CB-1 2791.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40665.49 271 - 364 Days 3456.04 Open CB-2 6452.43 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62756.55 271 - 364 Days 3040.45 <30 Days CB-3 5086.43 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36798.66 271 - 364 Days 4954.34 <30 Days E-1 155.65 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89208.87 271 - 364 Days 5089.56 Open E-2 2023.80 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31364.79 271 - 364 Days 4601.96 Open G-1 1933.53 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67101.18 271 - 364 Days 5597.86 30-90 Days G-2 12047.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73419.98 271 - 364 Days 5464.75 <30 Days G-3 9812.35 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42805.05 271 - 364 Days 1998.80 Open IG-1 6559.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95911.50 271 - 364 Days 14291.94 91-180 Days IG-2 404.84 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41636.50 271 - 364 Days 1745.54 91-180 Days S-1 7844.31 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2821.69 271 - 364 Days 284.64 91-180 Days S-2 492.52 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 113670.94 271 - 364 Days 16272.26 Open S-3 4928.18 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38929.94 271 - 364 Days 2871.33 Open S-4 1834.61 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51043.58 271 - 364 Days 163.15 30-90 Days S-5 592.84 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2646.13 271 - 364 Days 308.12 Open S-6 417.96 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97486.38 271 - 364 Days 10335.33 Open S-7 13792.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 106046.27 >= 1 Yr <= 2 Yr 10735.33 <30 Days A-0-Q 10396.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 105787.73 >= 1 Yr <= 2 Yr 12335.31 <30 Days A-1-Q 7677.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5714.24 >= 1 Yr <= 2 Yr 515.84 Open A-2-Q 557.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67792.10 >= 1 Yr <= 2 Yr 7958.33 30-90 Days A-3-Q 6965.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56731.16 >= 1 Yr <= 2 Yr 3362.29 <30 Days A-4-Q 4201.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77017.31 >= 1 Yr <= 2 Yr 9220.69 30-90 Days A-5-Q 8805.60 Yes Liberty International Finance Ltd. Treasury