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 101367.62 151 - 179 Days 11270.30 91-180 Days C-1 14460.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60065.80 151 - 179 Days 8581.12 <30 Days CB-4 6387.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74267.95 151 - 179 Days 5120.02 30-90 Days E-10 10247.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100432.04 151 - 179 Days 7532.60 Open E-3 15366.10 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76567.78 151 - 179 Days 4177.90 <30 Days E-4 7518.71 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9006.59 151 - 179 Days 883.83 91-180 Days E-5 1790.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8918.14 151 - 179 Days 558.52 30-90 Days E-6 1135.87 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26132.17 151 - 179 Days 1718.75 Open E-7 3014.30 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112760.30 151 - 179 Days 7306.52 <30 Days E-8 15480.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 37363.08 151 - 179 Days 1988.61 <30 Days E-9 7194.98 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107037.90 151 - 179 Days 12208.91 91-180 Days G-4 12833.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91403.80 151 - 179 Days 4286.42 Open IG-3 8064.44 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49542.63 151 - 179 Days 2173.85 30-90 Days IG-4 747.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66560.63 151 - 179 Days 2977.37 30-90 Days IG-5 1563.49 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73765.85 151 - 179 Days 9204.23 30-90 Days IG-6 9317.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45588.35 151 - 179 Days 6038.37 30-90 Days IG-7 4603.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40826.20 151 - 179 Days 1685.14 <30 Days IG-8 1757.20 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19512.79 151 - 179 Days 402.20 30-90 Days L-1 3235.84 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58190.64 151 - 179 Days 3646.13 <30 Days L-10 5041.40 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108783.26 151 - 179 Days 10061.26 <30 Days L-11 19332.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26016.34 151 - 179 Days 3846.72 91-180 Days L-2 5153.04 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61681.61 151 - 179 Days 8998.91 91-180 Days L-3 578.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91306.16 151 - 179 Days 4092.98 91-180 Days L-4 15308.60 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99752.97 151 - 179 Days 3711.01 Open L-5 10522.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43354.30 151 - 179 Days 6178.12 <30 Days L-6 17.01 No Legal