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 84180.89 Day 59 3126.74 Open P-1 3911.86 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53571.67 Day 59 6726.55 Open P-2 6599.81 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43493.66 Day 59 1509.96 Open S-8 7532.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9799.27 Day 59 219.12 <30 Days Y-1 1669.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38989.43 Day 59 1287.53 91-180 Days Y-2 1700.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77799.67 Day 59 1763.05 <30 Days Y-3 6184.92 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107478.41 Day 59 4412.89 91-180 Days Y-4 14850.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35478.66 Day 59 1502.15 <30 Days Z-1 5345.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25680.98 Day 59 2576.41 91-180 Days A-2 3381.80 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91083.91 Day 59 13405.19 Open A-3 4043.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87120.99 Day 59 4155.54 <30 Days A-4 6537.94 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52496.45 Day 59 263.62 <30 Days A-5 3573.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32335.53 Day 59 168.67 91-180 Days CB-1 2891.96 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7064.26 Day 59 575.55 30-90 Days CB-2 162.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27627.42 Day 59 375.64 91-180 Days CB-3 3969.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95267.04 Day 59 19.71 30-90 Days E-1 8643.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4486.45 Day 59 113.80 <30 Days E-2 187.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73804.85 Day 59 1383.54 91-180 Days G-1 5489.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7787.86 Day 59 418.83 30-90 Days G-2 63.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16787.18 Day 59 832.42 91-180 Days G-3 2076.24 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82492.87 Day 59 5371.61 <30 Days IG-1 3571.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19261.40 Day 59 1867.59 91-180 Days IG-2 1703.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88696.12 Day 59 11327.22 <30 Days S-1 6124.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29868.80 Day 59 3267.55 <30 Days S-2 3370.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84130.25 Day 59 5512.36 <30 Days S-3 15874.60 Yes Liberty Capital Markets Inc. Legal