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 999.62 Day 45 32.93 30-90 Days E-8 123.68 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31528.01 Day 45 677.19 91-180 Days E-9 3077.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15599.16 Day 45 629.86 30-90 Days G-4 1942.64 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 22979.12 Day 45 852.01 30-90 Days IG-3 4367.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58594.74 Day 45 4395.57 Open IG-4 3840.77 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100864.90 Day 45 7898.55 30-90 Days IG-5 8870.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93037.37 Day 45 4678.30 91-180 Days IG-6 7637.70 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77640.50 Day 45 6130.70 <30 Days IG-7 2364.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58838.89 Day 45 8129.97 <30 Days IG-8 8361.46 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32756.51 Day 45 2199.45 Open L-1 6408.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35596.36 Day 45 3182.61 91-180 Days L-10 6410.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5549.40 Day 45 534.42 <30 Days L-11 243.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29837.99 Day 45 4349.23 91-180 Days L-2 2365.33 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8655.05 Day 45 875.54 30-90 Days L-3 715.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 310.72 Day 45 5.20 <30 Days L-4 35.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96150.69 Day 45 8346.52 30-90 Days L-5 14889.91 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51617.10 Day 45 6822.60 91-180 Days L-6 440.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97361.94 Day 45 2233.96 91-180 Days L-7 8833.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109328.93 Day 45 6769.14 <30 Days L-8 18927.35 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80883.64 Day 45 6654.18 Open L-9 4329.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8399.09 Day 45 1234.78 30-90 Days LC-1 766.53 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24506.27 Day 45 3619.31 30-90 Days LC-2 1056.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 68559.13 Day 45 5345.74 <30 Days N-1 12354.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81105.52 Day 45 8387.94 Open N-2 3283.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24665.41 Day 45 3404.17 Open N-3 1628.12 Yes Liberty International Finance Ltd. Operations