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 50565.46 121 - 150 Days 3620.61 30-90 Days CB-3-Q 3790.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53981.86 121 - 150 Days 6003.49 91-180 Days G-1-Q 8754.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20098.29 121 - 150 Days 850.61 Open G-2-Q 1544.24 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97839.78 121 - 150 Days 5841.07 <30 Days G-3-Q 14113.50 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43275.82 121 - 150 Days 6295.57 Open S-5-Q 2233.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39909.61 121 - 150 Days 941.49 30-90 Days S-6-Q 3741.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53694.64 121 - 150 Days 2020.72 Open S-7-Q 8451.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90735.09 121 - 150 Days 1024.01 <30 Days E-1-Q 9770.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24730.90 121 - 150 Days 3097.79 91-180 Days E-2-Q 2270.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 17757.31 121 - 150 Days 848.89 91-180 Days IG-1-Q 3278.61 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109167.45 121 - 150 Days 6786.01 <30 Days IG-2-Q 15378.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105874.58 121 - 150 Days 15212.75 30-90 Days C-1 16172.58 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38039.59 121 - 150 Days 235.23 <30 Days CB-4 2910.09 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52616.82 121 - 150 Days 1044.58 91-180 Days E-10 860.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27127.98 121 - 150 Days 1614.90 <30 Days E-3 4045.30 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79911.85 121 - 150 Days 11298.50 <30 Days E-4 9647.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 37661.82 121 - 150 Days 1350.31 30-90 Days E-5 890.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67334.64 121 - 150 Days 8989.20 <30 Days E-6 13261.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60476.67 121 - 150 Days 3655.94 30-90 Days E-7 3275.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17670.85 121 - 150 Days 1368.99 Open E-8 2725.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35760.65 121 - 150 Days 2599.87 91-180 Days E-9 6892.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96412.98 121 - 150 Days 2615.79 <30 Days G-4 4415.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56477.92 121 - 150 Days 6308.03 91-180 Days IG-3 7946.78 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111565.96 121 - 150 Days 12496.01 30-90 Days IG-4 398.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39267.83 121 - 150 Days 5267.99 91-180 Days IG-5 1314.44 No Treasury