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 6359.16 61 - 67 Days 70.84 91-180 Days S-1 809.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83769.28 61 - 67 Days 8107.44 <30 Days S-2 5794.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82431.72 61 - 67 Days 8305.90 Open S-3 3708.30 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96649.18 61 - 67 Days 4689.08 91-180 Days S-4 1947.25 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73045.27 61 - 67 Days 2331.97 30-90 Days S-5 10476.93 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37235.42 61 - 67 Days 687.94 Open S-6 2886.23 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9844.09 61 - 67 Days 922.74 Open S-7 807.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2181.53 68 - 74 Days 257.98 91-180 Days A-0-Q 46.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56709.67 68 - 74 Days 5577.78 <30 Days A-1-Q 9504.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4512.41 68 - 74 Days 363.50 <30 Days A-2-Q 598.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111929.69 68 - 74 Days 7648.17 91-180 Days A-3-Q 18092.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40604.27 68 - 74 Days 1942.45 30-90 Days A-4-Q 6978.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54064.79 68 - 74 Days 4436.04 30-90 Days A-5-Q 2412.94 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77336.89 68 - 74 Days 10069.08 <30 Days CB-1-Q 2488.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111185.32 68 - 74 Days 10540.73 <30 Days CB-2-Q 4449.73 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61309.64 68 - 74 Days 8943.22 <30 Days S-1-Q 3931.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66920.61 68 - 74 Days 9724.90 91-180 Days S-2-Q 3692.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46943.65 68 - 74 Days 5867.21 30-90 Days S-3-Q 7052.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56658.54 68 - 74 Days 2893.96 30-90 Days S-4-Q 9596.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 112489.51 68 - 74 Days 5629.18 30-90 Days CB-3-Q 16625.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57485.20 68 - 74 Days 872.80 91-180 Days G-1-Q 2734.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111742.16 68 - 74 Days 10490.72 <30 Days G-2-Q 4834.95 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48026.07 68 - 74 Days 5024.05 30-90 Days G-3-Q 2355.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89353.02 68 - 74 Days 4151.46 30-90 Days S-5-Q 7296.35 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29809.52 68 - 74 Days 747.70 91-180 Days S-6-Q 4062.19 No Operations