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 87710.54 Day 12 12094.15 <30 Days S-7-Q 16932.37 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90917.94 Day 12 11664.80 Open E-1-Q 7474.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 22312.46 Day 12 2499.17 91-180 Days E-2-Q 342.59 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67533.36 Day 12 3075.86 91-180 Days IG-1-Q 2265.89 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44984.56 Day 12 3592.67 Open IG-2-Q 3494.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42995.70 Day 12 2245.17 <30 Days C-1 5293.83 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51389.87 Day 12 230.11 91-180 Days CB-4 4162.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111666.85 Day 12 7672.51 Open E-10 19272.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19130.33 Day 12 198.11 Open E-3 1088.91 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21408.17 Day 12 247.56 <30 Days E-4 1022.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8201.06 Day 12 178.37 Open E-5 818.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 36047.69 Day 12 1913.11 91-180 Days E-6 6395.18 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30147.32 Day 12 4332.21 Open E-7 4709.78 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55582.17 Day 12 8049.77 Open E-8 5341.02 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53615.65 Day 12 210.06 91-180 Days E-9 2327.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55178.11 Day 12 554.96 <30 Days G-4 1201.29 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99915.80 Day 12 7544.13 Open IG-3 17346.59 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70645.29 Day 12 1625.14 Open IG-4 3797.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27244.63 Day 12 2780.74 Open IG-5 3953.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108793.95 Day 12 5510.26 30-90 Days IG-6 10733.15 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 106320.15 Day 12 587.91 30-90 Days IG-7 10486.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80434.87 Day 12 9658.02 Open IG-8 3698.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34951.88 Day 12 3234.15 Open L-1 2220.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 28896.86 Day 12 892.77 30-90 Days L-10 2666.66 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64859.35 Day 12 4328.59 91-180 Days L-11 10131.55 Yes Liberty Capital Markets Inc. Operations