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 90087.25 Day 2 2778.35 Open S-1-Q 9547.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 19924.91 Day 2 2319.06 <30 Days S-2-Q 3132.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104877.17 Day 2 2888.99 91-180 Days S-3-Q 12446.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9676.13 Day 2 650.17 <30 Days S-4-Q 1727.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 100973.38 Day 2 10816.16 91-180 Days CB-3-Q 5691.01 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88201.11 Day 2 775.71 Open G-1-Q 5407.98 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10705.75 Day 2 239.18 30-90 Days G-2-Q 602.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20032.70 Day 2 365.23 Open G-3-Q 196.27 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69256.78 Day 2 889.80 Open S-5-Q 12362.00 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 75799.80 Day 2 7285.81 Open S-6-Q 9317.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60751.65 Day 2 3650.35 91-180 Days S-7-Q 10336.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49623.27 Day 2 201.77 91-180 Days E-1-Q 6910.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56923.23 Day 2 7523.71 30-90 Days E-2-Q 8223.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 113444.81 Day 2 2957.18 91-180 Days IG-1-Q 3023.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9547.88 Day 2 326.42 91-180 Days IG-2-Q 1094.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3949.53 Day 2 423.35 30-90 Days C-1 249.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25976.64 Day 2 2599.17 Open CB-4 1857.05 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93221.24 Day 2 6323.99 <30 Days E-10 9178.57 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111864.48 Day 2 6023.23 Open E-3 8550.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40947.18 Day 2 421.39 Open E-4 3193.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68344.36 Day 2 7941.19 30-90 Days E-5 371.92 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87580.30 Day 2 8799.74 <30 Days E-6 13415.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91211.32 Day 2 1319.23 <30 Days E-7 7435.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79852.27 Day 2 8871.01 91-180 Days E-8 2911.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101452.40 Day 2 13613.36 91-180 Days E-9 5388.80 No Risk Management