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 43430.31 Day 16 2319.47 Open S-8 8086.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39811.78 Day 16 5318.57 91-180 Days Y-1 335.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6695.31 Day 16 695.61 Open Y-2 331.62 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 37631.10 Day 16 4805.23 Open Y-3 2011.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95059.24 Day 16 2828.47 <30 Days Y-4 18310.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51958.58 Day 16 3346.78 <30 Days Z-1 6301.76 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59170.79 Day 16 3650.45 Open A-2 9526.77 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23302.74 Day 16 3347.04 Open A-3 3576.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43305.61 Day 16 464.97 91-180 Days A-4 5270.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80250.16 Day 16 11688.92 <30 Days A-5 14632.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15811.00 Day 16 279.23 91-180 Days CB-1 1896.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91286.91 Day 16 3426.43 <30 Days CB-2 11645.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38197.90 Day 16 4025.74 30-90 Days CB-3 4891.61 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14772.24 Day 16 1471.76 Open E-1 1315.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62538.56 Day 16 4663.63 <30 Days E-2 4388.10 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48117.90 Day 16 5937.88 91-180 Days G-1 6854.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77359.50 Day 16 7874.21 <30 Days G-2 86.39 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87907.71 Day 16 4988.63 30-90 Days G-3 16723.00 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64479.28 Day 16 886.20 <30 Days IG-1 3060.06 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10449.54 Day 16 230.43 91-180 Days IG-2 664.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26799.86 Day 16 3988.51 91-180 Days S-1 272.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12130.53 Day 16 219.24 91-180 Days S-2 1080.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27918.47 Day 16 255.19 91-180 Days S-3 2349.89 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8096.48 Day 16 202.65 30-90 Days S-4 833.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39138.15 Day 16 2085.16 30-90 Days S-5 2385.04 No Legal