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 29280.10 180 - 270 Days 3983.81 30-90 Days S-2-Q 4531.15 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32394.34 180 - 270 Days 250.38 Open S-3-Q 4008.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101777.74 180 - 270 Days 6764.01 30-90 Days S-4-Q 6314.41 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11796.90 180 - 270 Days 150.02 91-180 Days CB-3-Q 2331.27 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 75855.07 180 - 270 Days 9244.94 Open G-1-Q 12998.19 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 15553.65 180 - 270 Days 1461.50 91-180 Days G-2-Q 807.43 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91452.39 180 - 270 Days 6951.34 Open G-3-Q 9698.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7610.43 180 - 270 Days 650.70 91-180 Days S-5-Q 1048.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102291.95 180 - 270 Days 2777.86 30-90 Days S-6-Q 9132.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72063.68 180 - 270 Days 8212.16 30-90 Days S-7-Q 7557.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 101192.43 180 - 270 Days 4671.73 Open E-1-Q 4986.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12010.46 180 - 270 Days 1737.25 <30 Days E-2-Q 980.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36983.31 180 - 270 Days 4418.17 <30 Days IG-1-Q 5207.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18022.52 180 - 270 Days 18.72 91-180 Days IG-2-Q 486.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29680.51 180 - 270 Days 2997.86 91-180 Days C-1 3159.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 78451.14 180 - 270 Days 8838.48 Open CB-4 7303.75 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71240.20 180 - 270 Days 9200.98 Open E-10 669.61 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52215.55 180 - 270 Days 2051.61 Open E-3 5400.63 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82629.58 180 - 270 Days 7921.35 30-90 Days E-4 11604.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95729.86 180 - 270 Days 3317.20 91-180 Days E-5 11723.45 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61876.44 180 - 270 Days 3093.60 Open E-6 10967.41 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87228.50 180 - 270 Days 2459.54 91-180 Days E-7 16577.32 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81628.25 180 - 270 Days 6772.08 Open E-8 8112.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10630.23 180 - 270 Days 412.40 91-180 Days E-9 452.03 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 75027.58 180 - 270 Days 1638.49 30-90 Days G-4 3088.55 Yes Liberty Mortgage Services Corp. Legal