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 43123.85 >3 Yr <= 4 Yr 1161.18 <30 Days A-3-Q 1573.22 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89541.07 >3 Yr <= 4 Yr 3530.52 Open A-4-Q 3967.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55189.60 >3 Yr <= 4 Yr 8082.05 <30 Days A-5-Q 8269.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44252.67 >3 Yr <= 4 Yr 4153.91 91-180 Days CB-1-Q 638.23 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20593.27 >3 Yr <= 4 Yr 1285.59 91-180 Days CB-2-Q 2286.82 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1732.57 >3 Yr <= 4 Yr 14.66 91-180 Days S-1-Q 61.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39984.26 >3 Yr <= 4 Yr 4043.89 <30 Days S-2-Q 5862.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94049.34 >3 Yr <= 4 Yr 5973.78 91-180 Days S-3-Q 13091.05 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103686.23 >3 Yr <= 4 Yr 9141.21 30-90 Days S-4-Q 18008.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 50053.06 >3 Yr <= 4 Yr 6592.59 Open CB-3-Q 9767.93 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94097.84 >3 Yr <= 4 Yr 7180.06 91-180 Days G-1-Q 14442.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64911.63 >3 Yr <= 4 Yr 5573.52 Open G-2-Q 6138.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102816.75 >3 Yr <= 4 Yr 6892.40 30-90 Days G-3-Q 20428.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98775.23 >3 Yr <= 4 Yr 1099.75 91-180 Days S-5-Q 17289.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30422.42 >3 Yr <= 4 Yr 1496.32 <30 Days S-6-Q 2314.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103359.51 >3 Yr <= 4 Yr 265.03 30-90 Days S-7-Q 12827.37 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108679.41 >3 Yr <= 4 Yr 4345.83 30-90 Days E-1-Q 14002.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60449.71 >3 Yr <= 4 Yr 7389.81 91-180 Days E-2-Q 4460.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111882.42 >3 Yr <= 4 Yr 8616.92 91-180 Days IG-1-Q 1077.11 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71347.29 >3 Yr <= 4 Yr 6055.82 91-180 Days IG-2-Q 12541.37 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113207.02 >3 Yr <= 4 Yr 3883.42 Open C-1 18065.98 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12056.30 >3 Yr <= 4 Yr 1280.36 <30 Days CB-4 1746.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85977.80 >3 Yr <= 4 Yr 6905.37 <30 Days E-10 11970.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96994.90 >3 Yr <= 4 Yr 8023.86 30-90 Days E-3 9888.63 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 78152.12 >3 Yr <= 4 Yr 2547.92 30-90 Days E-4 9045.96 Yes Liberty Wealth Management LLC Legal