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 57749.68 Day 33 5710.41 30-90 Days L-8 7629.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13179.81 Day 33 459.94 91-180 Days L-9 1837.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54372.10 Day 33 713.97 30-90 Days LC-1 9262.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60084.41 Day 33 2146.05 30-90 Days LC-2 1937.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34099.31 Day 33 950.50 30-90 Days N-1 4298.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54710.46 Day 33 1705.25 91-180 Days N-2 4339.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32015.77 Day 33 2908.72 <30 Days N-3 413.89 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67323.64 Day 33 9722.23 91-180 Days N-4 11023.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30961.24 Day 33 3058.71 Open N-5 4625.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102234.00 Day 33 1103.97 <30 Days N-6 10208.45 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1342.96 Day 33 131.35 Open N-7 96.03 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80123.29 Day 33 2689.71 <30 Days P-1 735.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64584.82 Day 33 5135.10 <30 Days P-2 1489.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93123.38 Day 33 4112.61 Open S-8 902.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87900.63 Day 33 11201.42 91-180 Days Y-1 88.98 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64839.90 Day 33 7951.63 <30 Days Y-2 7364.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53359.03 Day 33 2260.25 <30 Days Y-3 1538.72 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84785.67 Day 33 11472.35 91-180 Days Y-4 11643.32 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46922.73 Day 33 2859.43 Open Z-1 1710.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18501.40 Day 33 996.63 Open A-2 223.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90833.37 Day 33 5252.85 <30 Days A-3 1196.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39839.29 Day 33 2147.66 91-180 Days A-4 5575.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34510.69 Day 33 5093.92 91-180 Days A-5 4481.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45088.66 Day 33 1343.98 <30 Days CB-1 8125.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81017.69 Day 33 8463.25 <30 Days CB-2 9996.77 Yes Liberty International Finance Ltd. Treasury