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 5364.06 >3 Yr <= 4 Yr 655.64 91-180 Days N-1 1016.60 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42950.85 >3 Yr <= 4 Yr 1876.92 <30 Days N-2 6012.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40341.43 >3 Yr <= 4 Yr 5568.81 <30 Days N-3 3228.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30770.05 >3 Yr <= 4 Yr 836.59 <30 Days N-4 1051.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46768.48 >3 Yr <= 4 Yr 296.79 <30 Days N-5 7708.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56089.50 >3 Yr <= 4 Yr 1450.05 Open N-6 5441.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 33735.64 >3 Yr <= 4 Yr 245.19 Open N-7 3766.96 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63122.34 >3 Yr <= 4 Yr 9411.76 91-180 Days P-1 12330.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83031.11 >3 Yr <= 4 Yr 3842.66 Open P-2 6433.70 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3263.61 >3 Yr <= 4 Yr 251.29 91-180 Days S-8 278.40 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42835.80 >3 Yr <= 4 Yr 5514.14 <30 Days Y-1 5454.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44968.06 >3 Yr <= 4 Yr 605.91 30-90 Days Y-2 989.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54642.60 >3 Yr <= 4 Yr 3928.43 91-180 Days Y-3 4221.34 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64709.16 >3 Yr <= 4 Yr 243.53 91-180 Days Y-4 8602.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70381.16 >3 Yr <= 4 Yr 10300.75 30-90 Days Z-1 10900.31 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68143.08 >3 Yr <= 4 Yr 3087.27 Open A-2 12418.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31977.20 >3 Yr <= 4 Yr 3612.90 91-180 Days A-3 2023.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13578.06 >3 Yr <= 4 Yr 303.08 <30 Days A-4 1756.19 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36558.04 >3 Yr <= 4 Yr 2316.69 Open A-5 1241.14 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7107.19 >3 Yr <= 4 Yr 61.67 91-180 Days CB-1 337.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22083.78 >3 Yr <= 4 Yr 1080.14 30-90 Days CB-2 4079.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51990.04 >3 Yr <= 4 Yr 4473.00 Open CB-3 335.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20799.44 >3 Yr <= 4 Yr 438.45 91-180 Days E-1 2863.16 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96404.38 >3 Yr <= 4 Yr 1149.46 <30 Days E-2 17112.00 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 100620.89 >3 Yr <= 4 Yr 6259.55 30-90 Days G-1 8276.11 Yes Liberty International Finance Ltd. Legal