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 103082.97 Day 48 1029.31 <30 Days G-2-Q 10929.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11768.85 Day 48 311.01 Open G-3-Q 1852.98 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 75122.38 Day 48 5951.60 91-180 Days S-5-Q 2660.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27483.88 Day 48 136.58 Open S-6-Q 4815.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1432.93 Day 48 36.26 30-90 Days S-7-Q 173.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27076.14 Day 48 1989.52 30-90 Days E-1-Q 3433.56 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5660.41 Day 48 816.96 30-90 Days E-2-Q 178.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106161.29 Day 48 1079.16 91-180 Days IG-1-Q 4628.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98876.51 Day 48 9111.69 91-180 Days IG-2-Q 16161.68 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101456.64 Day 48 14275.86 <30 Days C-1 11972.71 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42722.71 Day 48 2311.40 Open CB-4 8050.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60189.04 Day 48 3712.30 <30 Days E-10 4269.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94846.28 Day 48 6361.75 <30 Days E-3 17608.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11939.24 Day 48 1167.38 91-180 Days E-4 1685.58 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23659.01 Day 48 1780.78 Open E-5 1543.38 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108908.32 Day 48 1806.03 91-180 Days E-6 216.22 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83942.74 Day 48 6933.39 91-180 Days E-7 7874.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49277.16 Day 48 1573.28 Open E-8 6915.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51866.73 Day 48 3584.67 91-180 Days E-9 2341.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94573.50 Day 48 9817.01 91-180 Days G-4 14259.83 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69150.83 Day 48 2154.97 91-180 Days IG-3 391.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15888.67 Day 48 323.72 30-90 Days IG-4 1262.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53408.18 Day 48 7727.30 <30 Days IG-5 1877.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67072.51 Day 48 5444.58 Open IG-6 7134.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7265.15 Day 48 819.96 Open IG-7 888.51 No Finance