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 64229.24 Day 47 6631.97 30-90 Days G-2 12149.83 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67070.63 Day 47 4142.84 30-90 Days G-3 9946.85 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55858.81 Day 47 2180.09 <30 Days IG-1 533.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29045.17 Day 47 1518.87 Open IG-2 1129.51 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42374.50 Day 47 2617.06 91-180 Days S-1 133.19 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8906.11 Day 47 711.63 Open S-2 1194.51 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19459.39 Day 47 162.35 91-180 Days S-3 2636.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68434.65 Day 47 9534.37 30-90 Days S-4 9357.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97037.23 Day 47 8470.89 Open S-5 5549.34 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102002.52 Day 47 14873.13 Open S-6 10961.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 101863.26 Day 47 6479.79 91-180 Days S-7 15528.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72403.80 Day 48 6422.12 <30 Days A-0-Q 661.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79780.90 Day 48 9233.07 30-90 Days A-1-Q 4101.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84558.09 Day 48 2160.10 Open A-2-Q 6935.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11114.99 Day 48 818.11 91-180 Days A-3-Q 1059.42 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80894.87 Day 48 10779.82 30-90 Days A-4-Q 4498.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51790.99 Day 48 3086.09 91-180 Days A-5-Q 9653.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23579.06 Day 48 3453.62 <30 Days CB-1-Q 3462.13 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95995.09 Day 48 6552.90 <30 Days CB-2-Q 4536.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49325.85 Day 48 3552.72 Open S-1-Q 7323.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57354.95 Day 48 3401.33 91-180 Days S-2-Q 4021.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74714.24 Day 48 7133.84 Open S-3-Q 8905.67 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29426.44 Day 48 2545.10 Open S-4-Q 2990.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44206.17 Day 48 3131.29 <30 Days CB-3-Q 3090.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53808.51 Day 48 6497.36 30-90 Days G-1-Q 5399.02 Yes Liberty Wealth Management LLC Legal