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 79690.69 Day 9 10669.49 30-90 Days P-1 14278.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 10705.95 Day 9 906.12 91-180 Days P-2 2135.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74317.89 Day 9 7412.27 30-90 Days S-8 13375.12 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86484.04 Day 9 3944.41 <30 Days Y-1 1378.96 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39044.62 Day 9 51.51 30-90 Days Y-2 6651.41 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11008.60 Day 9 763.34 30-90 Days Y-3 1134.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27912.75 Day 9 2021.03 91-180 Days Y-4 5074.43 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62973.14 Day 9 6715.57 91-180 Days Z-1 4549.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98252.77 Day 9 10232.85 Open A-2 15705.38 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 78674.28 Day 9 8241.85 <30 Days A-3 8379.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108105.12 Day 9 5400.36 <30 Days A-4 12669.18 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44945.22 Day 9 3200.45 <30 Days A-5 5155.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69574.19 Day 9 1240.20 91-180 Days CB-1 6916.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64221.08 Day 9 6582.67 <30 Days CB-2 600.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112480.35 Day 9 3114.16 91-180 Days CB-3 20575.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13582.10 Day 9 1491.51 Open E-1 2213.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82649.55 Day 9 7629.88 30-90 Days E-2 13691.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23461.15 Day 9 1805.65 91-180 Days G-1 3082.57 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82108.70 Day 9 6821.06 30-90 Days G-2 15084.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 78757.06 Day 9 6303.87 91-180 Days G-3 11453.57 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23010.56 Day 9 845.89 <30 Days IG-1 3068.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1106.42 Day 9 123.31 91-180 Days IG-2 184.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 458.24 Day 9 9.85 30-90 Days S-1 0.83 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16861.91 Day 9 1130.83 91-180 Days S-2 116.05 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91550.98 Day 9 11522.05 91-180 Days S-3 8766.37 Yes Liberty Wealth Management LLC Finance