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 No 96298.46 Day 7 10176.70 30-90 Days G-1-Q 3800.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83641.85 Day 7 8976.68 91-180 Days G-2-Q 9316.54 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89467.31 Day 7 1389.56 30-90 Days G-3-Q 2489.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70892.04 Day 7 4321.01 91-180 Days S-5-Q 12788.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80017.54 Day 7 263.80 30-90 Days S-6-Q 6567.84 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9568.35 Day 7 339.65 <30 Days S-7-Q 1463.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43530.24 Day 7 2498.17 <30 Days E-1-Q 5793.41 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29818.29 Day 7 2058.57 30-90 Days E-2-Q 4349.44 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 101692.99 Day 7 4497.56 <30 Days IG-1-Q 12415.19 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3712.05 Day 7 163.76 Open IG-2-Q 631.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98380.19 Day 7 14354.99 30-90 Days C-1 7782.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41247.97 Day 7 3563.14 30-90 Days CB-4 3688.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12442.93 Day 7 460.15 91-180 Days E-10 1700.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83348.99 Day 7 1691.76 30-90 Days E-3 7239.09 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13979.57 Day 7 1484.60 <30 Days E-4 2165.56 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12677.56 Day 7 1208.00 <30 Days E-5 961.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16588.95 Day 7 2458.45 91-180 Days E-6 1063.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61083.80 Day 7 1192.87 <30 Days E-7 1697.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 607.75 Day 7 65.90 Open E-8 18.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110243.30 Day 7 11653.61 91-180 Days E-9 20884.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93241.77 Day 7 472.16 30-90 Days G-4 18438.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8981.50 Day 7 1328.54 <30 Days IG-3 102.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84416.02 Day 7 6720.77 Open IG-4 12477.25 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54648.64 Day 7 7860.17 30-90 Days IG-5 6728.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47589.02 Day 7 115.57 <30 Days IG-6 3573.07 No Finance