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 99092.33 Day 26 2638.55 91-180 Days IG-2-Q 1079.26 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12725.36 Day 26 1177.68 <30 Days C-1 1751.16 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13848.07 Day 26 1210.80 Open CB-4 1136.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23853.52 Day 26 778.86 30-90 Days E-10 599.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45129.16 Day 26 4702.31 30-90 Days E-3 3968.90 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1248.80 Day 26 19.34 Open E-4 238.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67965.78 Day 26 6986.55 Open E-5 3946.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43948.60 Day 26 3170.28 Open E-6 5289.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20453.26 Day 26 641.91 30-90 Days E-7 1151.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64946.48 Day 26 2472.22 Open E-8 238.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98757.05 Day 26 854.11 30-90 Days E-9 17842.57 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109884.58 Day 26 13491.55 <30 Days G-4 15381.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33049.70 Day 26 2687.84 91-180 Days IG-3 1470.07 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64272.37 Day 26 6219.40 30-90 Days IG-4 12049.90 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72779.41 Day 26 6292.47 <30 Days IG-5 13962.25 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61931.84 Day 26 3883.22 <30 Days IG-6 1039.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67935.50 Day 26 9184.23 91-180 Days IG-7 10166.94 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48324.41 Day 26 5004.91 30-90 Days IG-8 5276.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62054.58 Day 26 284.78 <30 Days L-1 8918.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6178.07 Day 26 719.04 91-180 Days L-10 1026.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60201.34 Day 26 4340.60 91-180 Days L-11 9408.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6276.00 Day 26 104.14 91-180 Days L-2 1142.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62252.51 Day 26 3669.44 <30 Days L-3 6801.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84200.73 Day 26 7772.54 Open L-4 8038.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97951.83 Day 26 13121.50 91-180 Days L-5 12165.99 No Legal