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 51138.80 Day 40 4263.66 <30 Days E-2 5953.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94437.11 Day 40 7501.42 Open G-1 14916.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29421.84 Day 40 2462.17 Open G-2 2265.66 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35256.56 Day 40 520.29 91-180 Days G-3 6999.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5156.55 Day 40 8.38 <30 Days IG-1 44.35 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 33269.11 Day 40 4984.61 91-180 Days IG-2 2628.14 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80519.52 Day 40 4529.29 Open S-1 10485.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11630.24 Day 40 1704.47 <30 Days S-2 2019.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103151.10 Day 40 6056.59 Open S-3 4185.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72925.06 Day 40 916.37 Open S-4 12905.34 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97759.87 Day 40 14196.05 30-90 Days S-5 9160.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89660.76 Day 40 12679.64 Open S-6 14333.64 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6570.01 Day 40 652.79 91-180 Days S-7 812.43 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84750.68 Day 41 3880.45 30-90 Days A-0-Q 9360.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 19596.52 Day 41 2458.92 Open A-1-Q 3011.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96409.13 Day 41 12607.91 91-180 Days A-2-Q 17340.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12441.90 Day 41 936.37 <30 Days A-3-Q 1900.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49073.72 Day 41 5740.70 30-90 Days A-4-Q 838.39 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6604.89 Day 41 29.05 91-180 Days A-5-Q 983.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47961.26 Day 41 1314.27 <30 Days CB-1-Q 2248.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58767.84 Day 41 5067.33 <30 Days CB-2-Q 10636.15 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87628.43 Day 41 7752.44 30-90 Days S-1-Q 15913.70 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79036.52 Day 41 8437.01 Open S-2-Q 4561.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24393.29 Day 41 718.10 91-180 Days S-3-Q 4679.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70276.23 Day 41 5323.11 91-180 Days S-4-Q 4193.76 No Treasury