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 52677.87 Day 27 3071.06 30-90 Days G-4 10097.68 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4435.28 Day 27 72.73 91-180 Days IG-3 82.13 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54820.79 Day 27 2670.27 <30 Days IG-4 2371.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93327.95 Day 27 7221.76 91-180 Days IG-5 10231.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62015.44 Day 27 7055.86 30-90 Days IG-6 10872.39 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27982.33 Day 27 2674.62 Open IG-7 3287.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24693.62 Day 27 1129.60 <30 Days IG-8 2788.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60286.48 Day 27 7410.03 91-180 Days L-1 3650.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42627.01 Day 27 5786.08 30-90 Days L-10 5139.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95047.42 Day 27 3039.63 30-90 Days L-11 17822.15 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83302.30 Day 27 6711.40 91-180 Days L-2 13796.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60926.75 Day 27 6889.15 <30 Days L-3 80.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16764.89 Day 27 1519.25 30-90 Days L-4 192.28 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75742.00 Day 27 6679.45 <30 Days L-5 10941.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55225.74 Day 27 907.95 30-90 Days L-6 2283.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1774.04 Day 27 225.04 <30 Days L-7 176.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8037.93 Day 27 85.31 30-90 Days L-8 990.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20384.64 Day 27 1488.46 Open L-9 3345.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108830.62 Day 27 1256.96 Open LC-1 16659.81 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 113345.92 Day 27 10485.20 Open LC-2 22362.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70778.58 Day 27 3092.92 30-90 Days N-1 4590.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39933.67 Day 27 2248.60 <30 Days N-2 7783.18 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1695.10 Day 27 41.22 30-90 Days N-3 143.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56351.31 Day 27 8342.75 91-180 Days N-4 2275.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35572.97 Day 27 2844.52 <30 Days N-5 4635.63 No Treasury