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 37316.22 83 - 90 Days 3603.13 <30 Days Y-3 2747.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41145.84 83 - 90 Days 4942.55 30-90 Days Y-4 6611.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80726.82 83 - 90 Days 345.92 <30 Days Z-1 7537.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27224.32 83 - 90 Days 2678.76 30-90 Days A-2 1534.38 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100274.94 83 - 90 Days 11664.20 30-90 Days A-3 5940.28 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30431.67 83 - 90 Days 4040.35 Open A-4 58.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71930.86 83 - 90 Days 3429.39 Open A-5 926.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30846.19 83 - 90 Days 3224.87 91-180 Days CB-1 2444.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44130.46 83 - 90 Days 6459.76 Open CB-2 7553.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68745.66 83 - 90 Days 4531.73 91-180 Days CB-3 13522.77 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24568.52 83 - 90 Days 3178.06 Open E-1 1132.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43246.72 83 - 90 Days 4513.90 <30 Days E-2 793.12 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60456.80 83 - 90 Days 4027.90 <30 Days G-1 1839.34 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7217.09 83 - 90 Days 344.69 <30 Days G-2 482.82 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111794.97 83 - 90 Days 6922.00 30-90 Days G-3 4243.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64258.16 83 - 90 Days 9465.06 <30 Days IG-1 6064.91 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4025.82 83 - 90 Days 563.60 91-180 Days IG-2 229.83 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14712.88 83 - 90 Days 604.43 30-90 Days S-1 2746.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11846.55 83 - 90 Days 747.85 <30 Days S-2 405.07 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28515.33 83 - 90 Days 3768.14 30-90 Days S-3 1885.87 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29034.37 83 - 90 Days 1001.08 91-180 Days S-4 3093.75 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56812.58 83 - 90 Days 3013.79 91-180 Days S-5 43.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76585.29 83 - 90 Days 10817.42 <30 Days S-6 6561.77 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92209.54 83 - 90 Days 2730.06 30-90 Days S-7 3713.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10232.42 91 - 120 Days 999.65 Open A-0-Q 1898.95 Yes Liberty Wealth Management LLC Finance