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 61682.02 >= 1 Yr <= 2 Yr 958.38 <30 Days E-8 12050.80 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18049.67 >= 1 Yr <= 2 Yr 2450.74 30-90 Days E-9 1016.09 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66110.96 >= 1 Yr <= 2 Yr 3054.74 91-180 Days G-4 7521.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104980.55 >= 1 Yr <= 2 Yr 4823.04 30-90 Days IG-3 8145.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58394.72 >= 1 Yr <= 2 Yr 3953.99 91-180 Days IG-4 441.16 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34540.62 >= 1 Yr <= 2 Yr 262.24 Open IG-5 6820.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71163.55 >= 1 Yr <= 2 Yr 3251.47 Open IG-6 90.00 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27888.86 >= 1 Yr <= 2 Yr 3623.38 <30 Days IG-7 5118.55 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73513.98 >= 1 Yr <= 2 Yr 7268.59 <30 Days IG-8 13286.42 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39027.73 >= 1 Yr <= 2 Yr 495.48 <30 Days L-1 7709.44 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102559.06 >= 1 Yr <= 2 Yr 10984.74 30-90 Days L-10 5334.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53465.10 >= 1 Yr <= 2 Yr 267.25 91-180 Days L-11 9049.43 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77818.53 >= 1 Yr <= 2 Yr 9718.96 Open L-2 5304.26 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 220.20 >= 1 Yr <= 2 Yr 23.65 30-90 Days L-3 43.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111196.83 >= 1 Yr <= 2 Yr 3240.57 Open L-4 17183.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109894.70 >= 1 Yr <= 2 Yr 130.83 Open L-5 12039.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107093.72 >= 1 Yr <= 2 Yr 14729.19 <30 Days L-6 10514.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83729.78 >= 1 Yr <= 2 Yr 3419.32 <30 Days L-7 10985.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22898.77 >= 1 Yr <= 2 Yr 1386.67 <30 Days L-8 2110.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100022.20 >= 1 Yr <= 2 Yr 5195.60 91-180 Days L-9 15003.77 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57964.96 >= 1 Yr <= 2 Yr 677.47 <30 Days LC-1 10030.16 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91802.83 >= 1 Yr <= 2 Yr 5680.55 30-90 Days LC-2 5090.60 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89173.47 >= 1 Yr <= 2 Yr 8542.94 <30 Days N-1 3871.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113084.27 >= 1 Yr <= 2 Yr 13498.36 91-180 Days N-2 13361.23 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19788.19 >= 1 Yr <= 2 Yr 403.62 <30 Days N-3 2103.46 No Operations