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 7732.85 61 - 67 Days 261.87 30-90 Days CB-2-Q 221.95 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24953.15 61 - 67 Days 2860.57 Open S-1-Q 4860.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95184.25 61 - 67 Days 11865.71 91-180 Days S-2-Q 15183.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7909.32 61 - 67 Days 949.38 <30 Days S-3-Q 357.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93658.50 61 - 67 Days 7812.44 91-180 Days S-4-Q 16100.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67518.29 61 - 67 Days 400.95 30-90 Days CB-3-Q 12440.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 15809.58 61 - 67 Days 1051.09 Open G-1-Q 173.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24885.46 61 - 67 Days 1836.61 Open G-2-Q 3463.71 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97724.35 61 - 67 Days 14614.38 91-180 Days G-3-Q 16820.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46878.41 61 - 67 Days 2096.64 91-180 Days S-5-Q 4353.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83805.28 61 - 67 Days 5530.89 91-180 Days S-6-Q 5020.42 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58707.29 61 - 67 Days 2995.57 Open S-7-Q 5336.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60386.88 61 - 67 Days 5955.60 Open E-1-Q 6252.01 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48467.35 61 - 67 Days 3073.08 91-180 Days E-2-Q 4713.64 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18839.53 61 - 67 Days 1766.56 Open IG-1-Q 2942.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40296.14 61 - 67 Days 5990.21 91-180 Days IG-2-Q 3515.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2038.25 61 - 67 Days 59.98 30-90 Days C-1 300.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64331.55 61 - 67 Days 5694.37 30-90 Days CB-4 9383.49 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67871.91 61 - 67 Days 1444.43 <30 Days E-10 3622.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72552.57 61 - 67 Days 3619.51 Open E-3 201.74 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59170.09 61 - 67 Days 8526.46 30-90 Days E-4 683.39 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19438.27 61 - 67 Days 1099.66 Open E-5 597.62 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13156.44 61 - 67 Days 1346.73 Open E-6 536.01 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 100119.27 61 - 67 Days 12570.29 91-180 Days E-7 12605.59 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16909.92 61 - 67 Days 2264.23 91-180 Days E-8 688.31 No Operations