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 29757.34 Day 11 754.46 30-90 Days E-9 677.24 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16486.90 Day 11 278.94 30-90 Days G-4 190.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10390.19 Day 11 6.05 30-90 Days IG-3 1172.78 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82104.12 Day 11 2356.18 <30 Days IG-4 5390.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 36168.31 Day 11 1601.15 30-90 Days IG-5 361.62 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 28076.67 Day 11 2223.13 <30 Days IG-6 323.09 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50915.90 Day 11 2441.85 <30 Days IG-7 8953.47 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76880.39 Day 11 10722.77 30-90 Days IG-8 1450.30 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18651.15 Day 11 1505.47 91-180 Days L-1 3507.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105.00 Day 11 13.17 91-180 Days L-10 1.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56268.41 Day 11 2527.49 30-90 Days L-11 4161.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5067.46 Day 11 45.15 <30 Days L-2 698.72 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38676.52 Day 11 3799.66 30-90 Days L-3 5275.91 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 68796.14 Day 11 2628.78 <30 Days L-4 12243.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46258.45 Day 11 806.47 30-90 Days L-5 1211.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96607.47 Day 11 1113.02 Open L-6 1137.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59119.25 Day 11 576.58 91-180 Days L-7 1478.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32301.62 Day 11 2647.84 91-180 Days L-8 4342.01 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42403.03 Day 11 2472.44 91-180 Days L-9 1656.64 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3308.45 Day 11 161.46 91-180 Days LC-1 467.47 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80638.32 Day 11 6814.53 <30 Days LC-2 7292.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47216.25 Day 11 4003.80 30-90 Days N-1 2835.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44359.22 Day 11 4022.38 <30 Days N-2 5204.87 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43218.72 Day 11 4443.02 <30 Days N-3 6012.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31641.44 Day 11 1852.73 Open N-4 990.05 Yes Liberty International Finance Ltd. Treasury