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 43812.13 >5 Yr 5237.63 <30 Days E-10 3024.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112273.65 >5 Yr 11613.86 91-180 Days E-3 10833.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45414.91 >5 Yr 5697.30 91-180 Days E-4 3798.60 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 100020.12 >5 Yr 1567.15 Open E-5 10754.73 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7186.62 >5 Yr 636.16 91-180 Days E-6 1210.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51874.62 >5 Yr 1173.95 Open E-7 7060.89 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112527.52 >5 Yr 15036.18 30-90 Days E-8 8314.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49393.10 >5 Yr 5514.31 Open E-9 1830.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25890.28 >5 Yr 3335.03 Open G-4 646.50 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111387.76 >5 Yr 14114.22 Open IG-3 3553.09 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101821.18 >5 Yr 9099.57 91-180 Days IG-4 6779.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 68592.59 >5 Yr 3947.53 30-90 Days IG-5 10881.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92447.27 >5 Yr 5314.19 30-90 Days IG-6 14461.88 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97824.72 >5 Yr 10436.45 30-90 Days IG-7 11571.23 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2500.95 >5 Yr 149.41 <30 Days IG-8 290.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34350.30 >5 Yr 49.56 30-90 Days L-1 3078.52 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70014.06 >5 Yr 1483.22 30-90 Days L-10 10355.31 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14797.55 >5 Yr 1088.35 Open L-11 1526.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67703.99 >5 Yr 5144.96 <30 Days L-2 9140.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38493.82 >5 Yr 1662.04 Open L-3 4943.52 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74718.65 >5 Yr 6578.51 <30 Days L-4 3704.62 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39854.61 >5 Yr 464.11 Open L-5 4772.56 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77496.68 >5 Yr 8865.23 <30 Days L-6 3008.68 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61244.12 >5 Yr 4881.70 30-90 Days L-7 11864.02 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47902.36 >5 Yr 3480.20 Open L-8 7763.58 No Legal