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 11272.91 Day 8 598.97 <30 Days CB-3 914.79 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111848.78 Day 8 6230.77 <30 Days E-1 1597.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57155.15 Day 8 160.11 30-90 Days E-2 1883.34 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100820.94 Day 8 8408.38 30-90 Days G-1 14405.65 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92466.32 Day 8 5169.63 Open G-2 5676.27 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5832.91 Day 8 270.24 Open G-3 4.87 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63517.41 Day 8 1033.10 Open IG-1 1249.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2689.83 Day 8 208.43 91-180 Days IG-2 415.11 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87680.66 Day 8 249.78 Open S-1 1814.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22929.45 Day 8 2275.81 <30 Days S-2 2147.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46474.14 Day 8 1694.38 <30 Days S-3 4585.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48701.13 Day 8 4744.20 Open S-4 7048.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77922.70 Day 8 3581.14 Open S-5 2377.81 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30558.28 Day 8 4213.04 <30 Days S-6 4441.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42303.05 Day 8 5829.98 Open S-7 5534.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 113553.50 Day 9 16470.56 <30 Days A-0-Q 2861.21 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56372.28 Day 9 1821.04 <30 Days A-1-Q 7693.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31326.87 Day 9 1949.16 30-90 Days A-2-Q 1462.96 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 59940.05 Day 9 1281.34 91-180 Days A-3-Q 4432.81 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32603.19 Day 9 1684.65 30-90 Days A-4-Q 5857.85 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21679.51 Day 9 615.43 <30 Days A-5-Q 1248.33 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 285.41 Day 9 39.26 91-180 Days CB-1-Q 24.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43488.01 Day 9 4163.78 30-90 Days CB-2-Q 5782.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 33643.91 Day 9 1335.44 30-90 Days S-1-Q 2257.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109601.41 Day 9 13350.38 <30 Days S-2-Q 17043.77 Yes Liberty Mortgage Services Corp. Risk Management