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 84298.08 Day 57 10573.43 <30 Days Y-1 471.74 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 50408.72 Day 57 6711.86 30-90 Days Y-2 9044.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7196.14 Day 57 161.57 30-90 Days Y-3 486.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38593.37 Day 57 5700.33 91-180 Days Y-4 4948.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16893.64 Day 57 920.52 Open Z-1 927.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73762.05 Day 57 7218.72 Open A-2 3616.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73592.35 Day 57 4347.14 <30 Days A-3 13971.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7253.54 Day 57 160.97 Open A-4 532.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37729.68 Day 57 1042.68 91-180 Days A-5 978.43 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7070.13 Day 57 904.76 Open CB-1 28.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71774.66 Day 57 9169.49 <30 Days CB-2 14214.11 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71247.68 Day 57 1139.21 91-180 Days CB-3 3472.46 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62180.99 Day 57 1478.20 <30 Days E-1 3599.72 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35855.23 Day 57 1133.30 30-90 Days E-2 2906.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13905.69 Day 57 594.65 91-180 Days G-1 1892.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37343.26 Day 57 89.04 30-90 Days G-2 6271.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92542.26 Day 57 11117.56 30-90 Days G-3 4296.55 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47507.69 Day 57 6604.94 <30 Days IG-1 7067.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63492.21 Day 57 706.50 30-90 Days IG-2 4313.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107022.70 Day 57 12404.79 <30 Days S-1 19766.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96787.75 Day 57 9157.70 91-180 Days S-2 1234.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49467.61 Day 57 475.88 91-180 Days S-3 2545.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7110.03 Day 57 1052.76 30-90 Days S-4 348.83 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25038.60 Day 57 982.65 30-90 Days S-5 418.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105675.02 Day 57 521.30 Open S-6 21051.46 Yes Liberty Mortgage Services Corp. Legal