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 111608.83 83 - 90 Days 2088.27 91-180 Days L-1 11091.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71175.07 83 - 90 Days 3193.62 Open L-10 4876.76 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73394.57 83 - 90 Days 2781.23 <30 Days L-11 14612.66 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 4820.46 83 - 90 Days 579.90 30-90 Days L-2 155.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83846.43 83 - 90 Days 1534.19 91-180 Days L-3 7137.45 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58592.41 83 - 90 Days 4067.39 Open L-4 4785.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24892.81 83 - 90 Days 3544.75 <30 Days L-5 4775.10 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69931.41 83 - 90 Days 9225.19 <30 Days L-6 8485.75 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24013.20 83 - 90 Days 2077.45 <30 Days L-7 3264.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95948.56 83 - 90 Days 9208.21 30-90 Days L-8 11617.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 28739.05 83 - 90 Days 3478.55 <30 Days L-9 4157.28 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85258.10 83 - 90 Days 787.28 <30 Days LC-1 9793.00 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96924.04 83 - 90 Days 6815.72 30-90 Days LC-2 3002.10 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108603.87 83 - 90 Days 7206.29 <30 Days N-1 900.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12561.77 83 - 90 Days 782.89 30-90 Days N-2 1547.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51593.03 83 - 90 Days 3435.22 Open N-3 8758.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18384.65 83 - 90 Days 479.83 <30 Days N-4 867.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62914.77 83 - 90 Days 1813.25 30-90 Days N-5 2261.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58452.46 83 - 90 Days 7856.53 Open N-6 9949.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55975.07 83 - 90 Days 773.59 Open N-7 10769.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63842.73 83 - 90 Days 4380.04 Open P-1 5926.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76812.21 83 - 90 Days 4356.50 91-180 Days P-2 13013.91 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90666.95 83 - 90 Days 7179.89 91-180 Days S-8 17915.92 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20320.17 83 - 90 Days 145.18 <30 Days Y-1 524.56 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84321.11 83 - 90 Days 9879.50 <30 Days Y-2 4682.61 No Legal