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 102642.80 Day 3 1730.50 30-90 Days E-1-Q 8682.59 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42672.87 Day 3 1246.13 Open E-2-Q 5772.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35135.99 Day 3 4886.04 91-180 Days IG-1-Q 6552.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76098.04 Day 3 9610.33 91-180 Days IG-2-Q 1802.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25186.92 Day 3 967.12 <30 Days C-1 3367.55 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 68845.84 Day 3 2307.96 30-90 Days CB-4 9065.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48357.90 Day 3 69.01 <30 Days E-10 4172.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63853.77 Day 3 9070.11 30-90 Days E-3 8051.65 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65999.99 Day 3 7993.08 30-90 Days E-4 10462.71 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48820.31 Day 3 4935.39 30-90 Days E-5 9383.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37270.31 Day 3 5079.02 91-180 Days E-6 7238.96 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 50672.29 Day 3 4073.23 91-180 Days E-7 2147.75 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89799.07 Day 3 2474.27 <30 Days E-8 17383.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1415.39 Day 3 68.48 91-180 Days E-9 58.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90395.40 Day 3 6101.25 Open G-4 6915.38 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13275.09 Day 3 1056.59 <30 Days IG-3 602.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92772.06 Day 3 11133.75 91-180 Days IG-4 3361.41 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12797.06 Day 3 923.15 91-180 Days IG-5 1837.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74556.80 Day 3 829.34 91-180 Days IG-6 13834.51 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 17386.87 Day 3 2064.20 Open IG-7 3124.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 15340.67 Day 3 1935.04 <30 Days IG-8 2299.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103882.86 Day 3 9198.99 Open L-1 11407.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30120.64 Day 3 2815.35 91-180 Days L-10 4181.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90523.33 Day 3 6589.53 <30 Days L-11 3961.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90047.03 Day 3 3833.05 30-90 Days L-2 3342.15 Yes Liberty Wealth Management LLC Operations