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 109743.60 Day 11 7614.86 <30 Days N-5 8713.75 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69110.18 Day 11 5113.88 <30 Days N-6 613.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30167.03 Day 11 1624.30 <30 Days N-7 4271.89 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42346.49 Day 11 407.02 <30 Days P-1 669.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113253.28 Day 11 14340.16 91-180 Days P-2 14316.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80638.45 Day 11 3837.90 <30 Days S-8 1727.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40707.02 Day 11 3376.82 <30 Days Y-1 4207.48 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47753.43 Day 11 6931.30 30-90 Days Y-2 6897.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31417.81 Day 11 2038.35 Open Y-3 3318.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96084.25 Day 11 11477.95 <30 Days Y-4 3267.85 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46870.73 Day 11 1280.54 Open Z-1 6304.55 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43372.44 Day 11 6441.11 Open A-2 5442.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101547.59 Day 11 1250.12 30-90 Days A-3 1636.15 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70469.93 Day 11 8553.99 Open A-4 8985.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70247.14 Day 11 5908.21 <30 Days A-5 7180.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13267.45 Day 11 1184.93 30-90 Days CB-1 770.07 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62961.35 Day 11 761.32 91-180 Days CB-2 7073.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44934.75 Day 11 3049.50 <30 Days CB-3 3394.27 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69634.63 Day 11 5828.17 91-180 Days E-1 2316.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13148.63 Day 11 1937.95 Open E-2 9.62 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48626.76 Day 11 2273.79 91-180 Days G-1 7014.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64203.86 Day 11 7888.29 Open G-2 2164.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73889.84 Day 11 7725.19 <30 Days G-3 4869.02 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61489.89 Day 11 3926.75 30-90 Days IG-1 1995.44 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15173.72 Day 11 533.49 <30 Days IG-2 2942.74 No Legal