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 6663.52 Day 41 38.15 <30 Days S-6 824.57 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55568.52 Day 41 637.65 30-90 Days S-7 6650.12 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15309.76 Day 42 256.54 <30 Days A-0-Q 1854.46 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82214.31 Day 42 7340.00 30-90 Days A-1-Q 1164.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15172.27 Day 42 1602.45 Open A-2-Q 380.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66020.45 Day 42 3858.62 91-180 Days A-3-Q 651.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49467.86 Day 42 7395.75 Open A-4-Q 7397.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23304.60 Day 42 1004.00 30-90 Days A-5-Q 3005.31 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89934.16 Day 42 1391.78 <30 Days CB-1-Q 11722.76 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66012.92 Day 42 3743.00 Open CB-2-Q 2144.53 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76554.60 Day 42 9155.36 Open S-1-Q 14388.77 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38892.25 Day 42 5569.67 <30 Days S-2-Q 4127.84 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74898.06 Day 42 10999.57 30-90 Days S-3-Q 12099.66 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47759.38 Day 42 1942.37 <30 Days S-4-Q 7170.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103594.28 Day 42 4582.64 30-90 Days CB-3-Q 7906.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85327.52 Day 42 8101.22 30-90 Days G-1-Q 5433.67 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65122.78 Day 42 7446.03 <30 Days G-2-Q 1622.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45118.04 Day 42 3072.55 <30 Days G-3-Q 3357.53 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28917.28 Day 42 4031.68 <30 Days S-5-Q 2905.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90301.02 Day 42 3382.27 <30 Days S-6-Q 11591.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101262.86 Day 42 10462.01 30-90 Days S-7-Q 7725.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29358.20 Day 42 75.22 91-180 Days E-1-Q 2217.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77495.65 Day 42 10195.32 30-90 Days E-2-Q 11811.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109927.19 Day 42 3823.03 Open IG-1-Q 20633.43 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29344.95 Day 42 3455.31 91-180 Days IG-2-Q 3352.74 Yes Liberty Wealth Management LLC Treasury