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 6249.50 Day 15 201.46 30-90 Days E-3 556.87 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20226.78 Day 15 953.49 91-180 Days E-4 4019.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54586.81 Day 15 634.45 91-180 Days E-5 5538.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8411.41 Day 15 287.14 91-180 Days E-6 1306.98 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109579.82 Day 15 4449.66 30-90 Days E-7 4196.39 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1877.90 Day 15 14.14 91-180 Days E-8 219.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49061.19 Day 15 4054.21 Open E-9 7123.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65003.62 Day 15 1520.38 Open G-4 2624.18 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112099.64 Day 15 6845.11 <30 Days IG-3 11877.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2853.27 Day 15 145.43 91-180 Days IG-4 190.27 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23224.09 Day 15 2247.74 Open IG-5 2807.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100729.48 Day 15 9618.32 <30 Days IG-6 3461.95 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29034.18 Day 15 4281.57 Open IG-7 534.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47332.91 Day 15 5207.96 <30 Days IG-8 5926.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31900.67 Day 15 2122.80 91-180 Days L-1 6185.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64166.39 Day 15 3995.46 30-90 Days L-10 6438.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103774.34 Day 15 12857.53 Open L-11 16656.32 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 59713.59 Day 15 2008.81 91-180 Days L-2 9362.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92292.02 Day 15 12353.56 30-90 Days L-3 14738.97 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90496.78 Day 15 10415.77 Open L-4 5648.07 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71494.61 Day 15 6202.86 <30 Days L-5 4724.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95453.60 Day 15 1109.02 Open L-6 10134.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17697.79 Day 15 1993.93 <30 Days L-7 1605.60 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43935.79 Day 15 3955.38 <30 Days L-8 4500.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35944.76 Day 15 3592.58 Open L-9 7038.81 Yes Liberty Wealth Management LLC Finance