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 8658.38 91 - 120 Days 53.78 <30 Days LC-1 1389.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 50877.66 91 - 120 Days 5366.82 91-180 Days LC-2 5109.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51215.94 91 - 120 Days 4002.04 Open N-1 7983.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7634.31 91 - 120 Days 1076.65 <30 Days N-2 413.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110662.40 91 - 120 Days 15606.97 30-90 Days N-3 16757.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50406.13 91 - 120 Days 311.45 30-90 Days N-4 8829.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25860.65 91 - 120 Days 1872.98 Open N-5 4916.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75511.79 91 - 120 Days 2926.80 <30 Days N-6 2840.22 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24389.66 91 - 120 Days 2758.45 Open N-7 2397.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94481.38 91 - 120 Days 9110.60 <30 Days P-1 2591.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26917.74 91 - 120 Days 773.83 Open P-2 1013.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18881.53 91 - 120 Days 2140.90 Open S-8 3009.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49483.40 91 - 120 Days 3887.74 91-180 Days Y-1 7054.65 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43780.91 91 - 120 Days 5452.65 30-90 Days Y-2 6991.58 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40122.86 91 - 120 Days 2848.24 <30 Days Y-3 2354.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102246.72 91 - 120 Days 5148.52 91-180 Days Y-4 9335.25 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52845.56 91 - 120 Days 4672.83 91-180 Days Z-1 10530.47 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62488.17 91 - 120 Days 3633.55 91-180 Days A-2 1701.37 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53273.19 91 - 120 Days 7351.34 30-90 Days A-3 1311.85 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72835.42 91 - 120 Days 10232.30 91-180 Days A-4 2808.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43181.40 91 - 120 Days 1994.82 30-90 Days A-5 6590.32 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74455.12 91 - 120 Days 8647.15 <30 Days CB-1 14653.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90618.94 91 - 120 Days 13434.37 91-180 Days CB-2 12196.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29567.22 91 - 120 Days 180.05 Open CB-3 3264.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79489.80 91 - 120 Days 6319.18 <30 Days E-1 341.61 Yes Liberty Mortgage Services Corp. Treasury