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 95928.89 >2 Yr <= 3 Yr 12606.51 30-90 Days Z-1 11917.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99202.91 >2 Yr <= 3 Yr 14421.27 30-90 Days A-2 5416.66 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92085.59 >2 Yr <= 3 Yr 1261.66 Open A-3 16220.25 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38488.63 >2 Yr <= 3 Yr 1381.72 <30 Days A-4 2201.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99961.27 >2 Yr <= 3 Yr 3327.70 91-180 Days A-5 3242.13 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12644.31 >2 Yr <= 3 Yr 198.12 Open CB-1 987.67 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107792.09 >2 Yr <= 3 Yr 10387.74 91-180 Days CB-2 6087.43 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11532.32 >2 Yr <= 3 Yr 1134.37 30-90 Days CB-3 1705.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59435.91 >2 Yr <= 3 Yr 656.36 91-180 Days E-1 2065.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85698.37 >2 Yr <= 3 Yr 5086.79 30-90 Days E-2 10178.10 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25047.27 >2 Yr <= 3 Yr 2429.97 <30 Days G-1 2981.31 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29120.82 >2 Yr <= 3 Yr 2674.57 91-180 Days G-2 3068.89 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47537.32 >2 Yr <= 3 Yr 1290.72 30-90 Days G-3 555.84 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70131.69 >2 Yr <= 3 Yr 10111.55 30-90 Days IG-1 4680.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15895.80 >2 Yr <= 3 Yr 397.31 Open IG-2 2115.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 33549.81 >2 Yr <= 3 Yr 3352.75 30-90 Days S-1 3581.75 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97176.22 >2 Yr <= 3 Yr 12067.80 Open S-2 3213.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33240.67 >2 Yr <= 3 Yr 956.02 <30 Days S-3 1589.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30879.00 >2 Yr <= 3 Yr 704.23 91-180 Days S-4 4373.00 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38951.56 >2 Yr <= 3 Yr 2756.86 Open S-5 2539.10 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97472.74 >2 Yr <= 3 Yr 10397.62 Open S-6 8560.95 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65837.76 >2 Yr <= 3 Yr 9846.78 <30 Days S-7 5999.90 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24062.53 >3 Yr <= 4 Yr 1628.67 91-180 Days A-0-Q 1247.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95372.20 >3 Yr <= 4 Yr 6285.60 <30 Days A-1-Q 8291.05 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66987.54 >3 Yr <= 4 Yr 1457.52 Open A-2-Q 8863.87 No Risk Management