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 85224.44 Day 18 4660.23 <30 Days S-3 14931.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63925.88 Day 18 5568.98 30-90 Days S-4 11770.32 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79703.77 Day 18 8203.34 Open S-5 4770.89 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102454.21 Day 18 12128.45 30-90 Days S-6 9392.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92789.66 Day 18 9916.93 Open S-7 5231.21 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5547.89 Day 19 771.00 Open A-0-Q 456.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100210.04 Day 19 13872.00 Open A-1-Q 4716.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83453.33 Day 19 8352.17 Open A-2-Q 8810.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71310.24 Day 19 3738.33 30-90 Days A-3-Q 7642.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41920.83 Day 19 5323.94 91-180 Days A-4-Q 4454.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57187.62 Day 19 2740.70 Open A-5-Q 348.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95193.73 Day 19 11279.63 Open CB-1-Q 4633.02 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51844.22 Day 19 5985.25 91-180 Days CB-2-Q 4601.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99816.02 Day 19 7848.09 Open S-1-Q 8739.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52775.85 Day 19 3862.18 91-180 Days S-2-Q 7337.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85743.25 Day 19 4349.12 91-180 Days S-3-Q 14563.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89465.59 Day 19 8408.10 Open S-4-Q 7962.77 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55244.05 Day 19 7628.87 Open CB-3-Q 1691.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52092.11 Day 19 3973.48 <30 Days G-1-Q 10295.06 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 104192.24 Day 19 3466.65 Open G-2-Q 18066.25 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69252.38 Day 19 9643.67 Open G-3-Q 2244.81 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44439.18 Day 19 38.43 Open S-5-Q 4740.57 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12742.50 Day 19 1204.16 <30 Days S-6-Q 2112.20 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 36714.08 Day 19 5391.19 91-180 Days S-7-Q 2840.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49858.21 Day 19 3121.32 91-180 Days E-1-Q 6520.96 No Operations