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 2317.13 Day 55 267.59 30-90 Days L-10 82.42 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 110908.95 Day 55 12979.31 91-180 Days L-11 15221.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91479.70 Day 55 9762.02 30-90 Days L-2 2223.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45371.98 Day 55 1801.09 30-90 Days L-3 3516.00 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80420.12 Day 55 6225.17 30-90 Days L-4 8409.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17900.49 Day 55 2344.91 <30 Days L-5 2914.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48041.12 Day 55 2517.30 <30 Days L-6 9591.28 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18960.09 Day 55 2179.50 Open L-7 1965.03 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29354.33 Day 55 601.47 30-90 Days L-8 2287.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32271.20 Day 55 2198.63 <30 Days L-9 1794.71 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69117.55 Day 55 1154.65 91-180 Days LC-1 8332.44 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99428.10 Day 55 5512.89 91-180 Days LC-2 14964.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52432.26 Day 55 5066.24 Open N-1 2575.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93369.07 Day 55 12196.78 <30 Days N-2 13059.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11151.49 Day 55 671.99 <30 Days N-3 1035.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14216.53 Day 55 2117.88 Open N-4 2507.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34968.50 Day 55 4919.58 Open N-5 4191.87 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 930.28 Day 55 29.52 Open N-6 52.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70295.88 Day 55 8666.39 <30 Days N-7 12745.47 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 59394.01 Day 55 6714.32 91-180 Days P-1 4297.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25390.53 Day 55 1926.33 <30 Days P-2 2251.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53774.83 Day 55 1513.02 30-90 Days S-8 3619.51 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84637.14 Day 55 3400.83 <30 Days Y-1 6909.40 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25964.54 Day 55 3029.71 30-90 Days Y-2 4541.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72258.77 Day 55 5677.52 91-180 Days Y-3 6417.21 No Treasury