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 31371.63 Day 51 1496.52 Open L-6 617.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7217.83 Day 51 758.38 Open L-7 125.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16633.72 Day 51 261.66 Open L-8 3225.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39263.21 Day 51 906.29 Open L-9 2539.78 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27245.19 Day 51 20.03 91-180 Days LC-1 545.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101892.92 Day 51 2591.61 Open LC-2 19622.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65705.69 Day 51 823.11 Open N-1 8255.20 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27046.40 Day 51 1705.83 <30 Days N-2 1253.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108128.59 Day 51 6766.69 91-180 Days N-3 19431.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84582.85 Day 51 3246.01 <30 Days N-4 9468.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54576.35 Day 51 5659.93 Open N-5 2517.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28045.98 Day 51 1690.73 <30 Days N-6 1088.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99989.25 Day 51 2606.19 30-90 Days N-7 18280.59 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76927.65 Day 51 371.98 <30 Days P-1 4498.56 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59162.90 Day 51 5616.83 91-180 Days P-2 11760.93 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44927.62 Day 51 1196.13 91-180 Days S-8 5858.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 4582.56 Day 51 291.21 <30 Days Y-1 330.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67345.78 Day 51 5695.46 30-90 Days Y-2 2032.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 19342.58 Day 51 1172.65 <30 Days Y-3 842.96 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55081.33 Day 51 2768.05 91-180 Days Y-4 10354.54 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26753.01 Day 51 1917.04 <30 Days Z-1 3596.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43673.41 Day 51 617.43 Open A-2 6042.70 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43106.20 Day 51 4690.97 91-180 Days A-3 5169.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95707.82 Day 51 3268.64 <30 Days A-4 9342.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 75849.22 Day 51 1786.88 30-90 Days A-5 2360.14 Yes Liberty Wealth Management LLC Legal