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 75276.36 Day 44 3110.41 30-90 Days E-2-Q 8641.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98590.12 Day 44 8114.21 Open IG-1-Q 13211.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109693.32 Day 44 11413.99 91-180 Days IG-2-Q 17080.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98489.45 Day 44 12133.41 <30 Days C-1 5754.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85130.63 Day 44 7686.82 <30 Days CB-4 11507.36 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39802.87 Day 44 795.43 Open E-10 6914.97 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11421.14 Day 44 1030.94 30-90 Days E-3 2245.33 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76571.02 Day 44 6724.83 Open E-4 2284.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98282.76 Day 44 11626.08 Open E-5 15880.17 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43904.71 Day 44 2295.01 30-90 Days E-6 10.51 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7254.52 Day 44 309.75 30-90 Days E-7 1244.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27045.10 Day 44 2555.73 91-180 Days E-8 3178.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46510.41 Day 44 513.53 <30 Days E-9 7756.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21573.66 Day 44 1211.96 Open G-4 4272.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56574.02 Day 44 2234.05 Open IG-3 6274.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70151.11 Day 44 761.44 <30 Days IG-4 1391.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88790.95 Day 44 3014.08 91-180 Days IG-5 9449.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77951.79 Day 44 1230.55 Open IG-6 8696.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103784.02 Day 44 15261.87 91-180 Days IG-7 7459.44 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96550.59 Day 44 4643.38 30-90 Days IG-8 11166.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90112.09 Day 44 3002.75 30-90 Days L-1 4477.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90743.25 Day 44 13167.44 30-90 Days L-10 5755.16 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72555.66 Day 44 713.07 <30 Days L-11 10950.20 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58887.12 Day 44 8807.62 91-180 Days L-2 4430.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110557.03 Day 44 15634.24 91-180 Days L-3 605.78 Yes Liberty Mortgage Services Corp. Finance