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 1767.77 Day 18 233.94 Open N-7 42.66 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10515.67 Day 18 96.00 <30 Days P-1 1056.42 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83966.74 Day 18 6334.54 Open P-2 3370.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43848.16 Day 18 5738.54 Open S-8 2528.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33289.30 Day 18 4175.05 30-90 Days Y-1 2507.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99403.14 Day 18 1484.17 91-180 Days Y-2 12203.07 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98971.78 Day 18 1407.83 30-90 Days Y-3 11498.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24329.14 Day 18 3234.24 30-90 Days Y-4 1417.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103397.95 Day 18 2215.07 30-90 Days Z-1 10716.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82724.10 Day 18 2773.17 91-180 Days A-2 10081.61 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51513.38 Day 18 3368.45 Open A-3 9200.36 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8299.10 Day 18 498.01 <30 Days A-4 333.29 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14093.04 Day 18 610.62 91-180 Days A-5 573.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47109.69 Day 18 6232.06 <30 Days CB-1 8372.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69376.00 Day 18 9473.23 <30 Days CB-2 10376.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34690.89 Day 18 212.38 Open CB-3 4691.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90516.60 Day 18 7883.46 Open E-1 13855.39 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71703.96 Day 18 2333.22 30-90 Days E-2 3496.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9537.50 Day 18 104.23 30-90 Days G-1 895.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11839.39 Day 18 652.62 Open G-2 1637.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89152.83 Day 18 4843.42 <30 Days G-3 1887.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34249.58 Day 18 510.11 91-180 Days IG-1 36.57 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106062.08 Day 18 12749.36 Open IG-2 5213.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73572.11 Day 18 3878.94 Open S-1 7648.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5631.04 Day 18 105.71 30-90 Days S-2 1060.51 No Finance