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 36156.68 Day 1 606.34 30-90 Days L-6 4592.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9145.77 Day 1 689.91 91-180 Days L-7 1674.25 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23882.98 Day 1 2182.83 <30 Days L-8 1647.45 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3701.11 Day 1 186.52 91-180 Days L-9 723.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24678.57 Day 1 3011.95 Open LC-1 4658.32 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88390.75 Day 1 2270.12 <30 Days LC-2 7426.65 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 17147.11 Day 1 2317.02 <30 Days N-1 1781.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103425.79 Day 1 11279.75 Open N-2 12651.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24338.96 Day 1 1808.42 <30 Days N-3 2277.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43136.27 Day 1 5772.44 <30 Days N-4 7939.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28624.85 Day 1 3923.50 Open N-5 2195.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57635.04 Day 1 1287.66 <30 Days N-6 412.97 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13327.14 Day 1 302.81 91-180 Days N-7 181.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60663.07 Day 1 6302.05 Open P-1 1020.76 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94835.66 Day 1 2395.79 <30 Days P-2 17072.66 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64463.59 Day 1 2526.55 <30 Days S-8 1268.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44708.31 Day 1 758.86 Open Y-1 7317.18 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51776.10 Day 1 6901.13 Open Y-2 39.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39615.10 Day 1 2012.03 30-90 Days Y-3 2067.33 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39839.51 Day 1 4212.06 30-90 Days Y-4 2269.84 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66602.39 Day 1 4034.31 <30 Days Z-1 3814.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60317.65 Day 1 3255.53 91-180 Days A-2 9873.88 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45351.79 Day 1 5020.18 30-90 Days A-3 7075.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9607.35 Day 1 420.77 91-180 Days A-4 112.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14283.10 Day 1 420.21 30-90 Days A-5 2556.03 No Finance