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 106927.14 Day 9 5521.33 <30 Days S-3-Q 3347.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109154.68 Day 9 10356.13 Open S-4-Q 6056.31 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13652.05 Day 9 1795.14 Open CB-3-Q 572.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86736.73 Day 9 8572.88 30-90 Days G-1-Q 1517.30 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76264.33 Day 9 7797.52 91-180 Days G-2-Q 11850.39 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88684.98 Day 9 11085.21 <30 Days G-3-Q 1351.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99786.38 Day 9 4807.37 <30 Days S-5-Q 3732.07 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94151.11 Day 9 10809.52 <30 Days S-6-Q 5532.65 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76231.16 Day 9 7978.30 Open S-7-Q 916.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48495.58 Day 9 1543.99 91-180 Days E-1-Q 4720.35 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18983.03 Day 9 1801.47 Open E-2-Q 3422.59 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100403.31 Day 9 10195.48 <30 Days IG-1-Q 19.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16374.86 Day 9 278.68 91-180 Days IG-2-Q 2147.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83198.37 Day 9 9185.55 30-90 Days C-1 4312.07 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51732.95 Day 9 7241.59 30-90 Days CB-4 5438.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95636.41 Day 9 5598.67 30-90 Days E-10 4959.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9769.37 Day 9 675.50 <30 Days E-3 1488.75 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103237.27 Day 9 845.10 <30 Days E-4 19806.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69807.59 Day 9 93.82 30-90 Days E-5 6555.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14243.95 Day 9 100.26 30-90 Days E-6 2206.64 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58652.49 Day 9 3239.04 91-180 Days E-7 8882.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34569.69 Day 9 3014.22 <30 Days E-8 16.40 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46497.58 Day 9 2364.56 Open E-9 2413.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76426.18 Day 9 7111.75 <30 Days G-4 926.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26189.37 Day 9 3025.07 91-180 Days IG-3 1808.20 No Treasury