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 27993.47 Day 5 3979.55 30-90 Days Y-4 5134.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49569.79 Day 5 2836.06 91-180 Days Z-1 1098.72 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63601.36 Day 5 7608.00 30-90 Days A-2 1530.18 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96028.16 Day 5 3000.73 <30 Days A-3 1311.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42843.85 Day 5 5893.17 Open A-4 7398.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 15732.37 Day 5 419.66 <30 Days A-5 155.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40233.43 Day 5 4033.49 91-180 Days CB-1 4269.54 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41716.75 Day 5 4982.28 <30 Days CB-2 7183.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61176.84 Day 5 982.72 Open CB-3 1633.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81912.47 Day 5 2883.69 Open E-1 11709.06 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53105.62 Day 5 45.88 30-90 Days E-2 542.99 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49152.67 Day 5 3283.87 91-180 Days G-1 7260.02 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25259.27 Day 5 3518.76 <30 Days G-2 1248.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70176.59 Day 5 9950.23 30-90 Days G-3 13838.12 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45308.24 Day 5 6271.08 Open IG-1 8169.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14167.25 Day 5 1962.72 Open IG-2 2144.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113331.71 Day 5 8071.90 <30 Days S-1 19023.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109034.29 Day 5 36.22 30-90 Days S-2 4034.41 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20136.27 Day 5 1670.40 <30 Days S-3 3774.11 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101757.56 Day 5 1282.04 91-180 Days S-4 11243.84 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56408.02 Day 5 494.99 91-180 Days S-5 3978.75 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97246.63 Day 5 13842.50 <30 Days S-6 4370.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110378.46 Day 5 15810.39 Open S-7 11611.47 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13802.06 Day 6 1235.96 Open A-0-Q 457.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70430.84 Day 6 8132.33 30-90 Days A-1-Q 13800.13 Yes Liberty Mortgage Services Corp. Operations