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 56765.94 Day 58 7585.10 30-90 Days CB-3 9252.08 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57279.52 Day 58 3182.08 Open E-1 5925.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54924.03 Day 58 164.05 91-180 Days E-2 3153.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95648.26 Day 58 3186.68 91-180 Days G-1 6073.78 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28607.51 Day 58 795.92 <30 Days G-2 1192.95 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40156.11 Day 58 4146.61 <30 Days G-3 6805.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87503.84 Day 58 3333.53 <30 Days IG-1 7339.83 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96072.32 Day 58 854.33 <30 Days IG-2 15467.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25426.03 Day 58 3581.01 91-180 Days S-1 332.87 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6819.22 Day 58 841.74 Open S-2 1091.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14198.17 Day 58 1645.23 Open S-3 173.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10135.10 Day 58 651.25 Open S-4 930.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43126.31 Day 58 1125.96 <30 Days S-5 6940.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86025.08 Day 58 4142.38 30-90 Days S-6 2596.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67728.03 Day 58 6733.95 91-180 Days S-7 4155.91 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75591.94 Day 59 3714.67 91-180 Days A-0-Q 2471.85 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44159.44 Day 59 3914.98 30-90 Days A-1-Q 4280.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25042.04 Day 59 3002.68 30-90 Days A-2-Q 1843.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77697.75 Day 59 4943.04 Open A-3-Q 381.34 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61846.28 Day 59 2493.03 <30 Days A-4-Q 7531.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91731.68 Day 59 13465.04 <30 Days A-5-Q 15212.44 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 28061.70 Day 59 2104.69 <30 Days CB-1-Q 4724.33 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 68480.77 Day 59 8708.52 Open CB-2-Q 377.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106231.64 Day 59 2798.34 Open S-1-Q 18966.41 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6364.40 Day 59 231.92 91-180 Days S-2-Q 766.58 Yes Liberty Capital Markets Inc. Operations