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 83921.88 271 - 364 Days 8681.08 91-180 Days L-4 13031.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15059.04 271 - 364 Days 818.97 91-180 Days L-5 2808.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 37919.10 271 - 364 Days 5185.14 Open L-6 4679.51 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89085.66 271 - 364 Days 10349.41 Open L-7 17253.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26493.40 271 - 364 Days 2056.44 Open L-8 1855.04 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14715.13 271 - 364 Days 992.88 <30 Days L-9 1940.95 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82080.48 271 - 364 Days 1895.70 30-90 Days LC-1 5868.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5013.06 271 - 364 Days 237.65 30-90 Days LC-2 847.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63269.19 271 - 364 Days 6240.35 Open N-1 2423.39 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 59692.59 271 - 364 Days 8721.37 30-90 Days N-2 9961.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54606.61 271 - 364 Days 4290.94 91-180 Days N-3 6691.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111750.09 271 - 364 Days 12369.70 91-180 Days N-4 4918.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53175.67 271 - 364 Days 4504.98 30-90 Days N-5 3858.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82022.11 271 - 364 Days 9334.18 <30 Days N-6 11251.95 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39516.71 271 - 364 Days 3755.32 <30 Days N-7 2257.71 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70831.12 271 - 364 Days 5584.55 Open P-1 8090.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83186.33 271 - 364 Days 8792.75 Open P-2 658.60 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11601.15 271 - 364 Days 1686.06 91-180 Days S-8 82.65 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102426.84 271 - 364 Days 13140.31 91-180 Days Y-1 2363.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8333.47 271 - 364 Days 237.46 30-90 Days Y-2 372.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27824.38 271 - 364 Days 3856.14 Open Y-3 267.64 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82007.34 271 - 364 Days 10883.53 <30 Days Y-4 5544.59 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82693.50 271 - 364 Days 1237.75 <30 Days Z-1 7182.13 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65491.84 271 - 364 Days 8575.22 Open A-2 6716.33 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80854.75 271 - 364 Days 10522.24 <30 Days A-3 2551.21 No Legal