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 46563.28 Day 3 5039.03 30-90 Days L-3 1285.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6543.65 Day 3 354.41 Open L-4 451.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57851.90 Day 3 8109.85 <30 Days L-5 1180.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49831.14 Day 3 5626.00 30-90 Days L-6 1241.41 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29315.38 Day 3 4003.70 <30 Days L-7 3867.00 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16710.96 Day 3 528.79 30-90 Days L-8 1750.01 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14292.74 Day 3 1650.78 Open L-9 1267.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79810.12 Day 3 9899.35 <30 Days LC-1 7875.41 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90606.47 Day 3 2464.38 91-180 Days LC-2 9321.56 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54531.42 Day 3 5757.76 Open N-1 9384.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98414.91 Day 3 8862.00 <30 Days N-2 13543.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49543.19 Day 3 7162.85 91-180 Days N-3 5892.17 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29765.63 Day 3 1367.47 30-90 Days N-4 5909.29 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25948.34 Day 3 733.29 30-90 Days N-5 696.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81905.73 Day 3 5639.43 Open N-6 4835.28 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6739.30 Day 3 487.89 Open N-7 749.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 105720.70 Day 3 5699.00 <30 Days P-1 3659.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39932.95 Day 3 3582.40 Open P-2 6748.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 59778.87 Day 3 7078.10 Open S-8 9614.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45743.92 Day 3 4432.06 Open Y-1 4632.21 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85861.43 Day 3 5160.69 <30 Days Y-2 10608.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90961.68 Day 3 4079.35 91-180 Days Y-3 12301.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91370.67 Day 3 8522.42 Open Y-4 7747.36 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28149.77 Day 3 980.18 91-180 Days Z-1 5131.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98987.25 Day 3 2452.85 <30 Days A-2 17503.67 Yes Liberty Wealth Management LLC Legal