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 28012.37 180 - 270 Days 1335.60 91-180 Days S-3 3778.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105511.56 180 - 270 Days 3712.90 30-90 Days S-4 15255.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56541.53 180 - 270 Days 491.49 30-90 Days S-5 1272.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 36701.56 180 - 270 Days 3557.72 <30 Days S-6 5404.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 15763.78 180 - 270 Days 1472.18 <30 Days S-7 1815.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97341.24 271 - 364 Days 5465.01 <30 Days A-0-Q 5618.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46060.52 271 - 364 Days 4937.62 30-90 Days A-1-Q 2964.55 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43809.01 271 - 364 Days 2517.11 91-180 Days A-2-Q 5337.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52203.42 271 - 364 Days 3830.03 <30 Days A-3-Q 4781.47 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92534.70 271 - 364 Days 4905.61 91-180 Days A-4-Q 3226.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14911.69 271 - 364 Days 2096.35 91-180 Days A-5-Q 2719.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89997.78 271 - 364 Days 10415.26 <30 Days CB-1-Q 786.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107380.30 271 - 364 Days 9923.50 91-180 Days CB-2-Q 20996.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12568.78 271 - 364 Days 547.44 30-90 Days S-1-Q 1880.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63506.79 271 - 364 Days 4703.13 91-180 Days S-2-Q 4863.48 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46547.40 271 - 364 Days 1941.48 91-180 Days S-3-Q 3994.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98924.68 271 - 364 Days 12920.48 91-180 Days S-4-Q 2137.38 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73204.08 271 - 364 Days 7495.65 30-90 Days CB-3-Q 7651.40 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68531.38 271 - 364 Days 3071.88 91-180 Days G-1-Q 6556.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84080.62 271 - 364 Days 8412.36 91-180 Days G-2-Q 385.30 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19940.39 271 - 364 Days 2424.44 91-180 Days G-3-Q 2829.88 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112399.55 271 - 364 Days 4848.19 Open S-5-Q 6721.08 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8072.48 271 - 364 Days 959.16 <30 Days S-6-Q 687.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80956.20 271 - 364 Days 3591.90 30-90 Days S-7-Q 13701.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109551.83 271 - 364 Days 13896.91 30-90 Days E-1-Q 2227.46 Yes Liberty International Finance Ltd. Risk Management