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 48565.64 Day 51 6566.36 <30 Days CB-1 2147.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42057.96 Day 51 4367.97 30-90 Days CB-2 5138.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81464.46 Day 51 2429.56 Open CB-3 15533.81 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80318.51 Day 51 1516.55 <30 Days E-1 6425.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3184.90 Day 51 200.76 Open E-2 352.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72768.79 Day 51 4570.75 91-180 Days G-1 13879.14 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46525.54 Day 51 4198.43 91-180 Days G-2 1588.71 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39340.07 Day 51 2329.51 <30 Days G-3 4236.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52807.75 Day 51 17.82 30-90 Days IG-1 8097.36 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101343.67 Day 51 11286.98 Open IG-2 11408.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81359.10 Day 51 6499.19 91-180 Days S-1 11927.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21809.44 Day 51 631.87 <30 Days S-2 1268.12 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107341.03 Day 51 2136.95 30-90 Days S-3 12034.98 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46434.91 Day 51 4383.06 30-90 Days S-4 3708.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13375.92 Day 51 595.82 30-90 Days S-5 211.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95061.42 Day 51 6723.90 <30 Days S-6 15483.09 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98529.35 Day 51 7972.77 Open S-7 4341.97 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111886.01 Day 52 16731.58 <30 Days A-0-Q 6078.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28524.04 Day 52 3269.33 Open A-1-Q 1277.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43027.44 Day 52 5601.57 <30 Days A-2-Q 3187.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102884.58 Day 52 3587.36 91-180 Days A-3-Q 20277.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99339.43 Day 52 3070.28 30-90 Days A-4-Q 10494.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18418.62 Day 52 1830.38 <30 Days A-5-Q 2699.00 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6585.27 Day 52 972.49 30-90 Days CB-1-Q 20.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37424.12 Day 52 4734.39 91-180 Days CB-2-Q 2681.61 No Legal