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 787.42 >= 1 Yr <= 2 Yr 83.44 Open CB-1-Q 70.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9953.22 >= 1 Yr <= 2 Yr 1019.70 <30 Days CB-2-Q 1521.29 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52573.45 >= 1 Yr <= 2 Yr 5039.31 91-180 Days S-1-Q 6636.12 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90606.77 >= 1 Yr <= 2 Yr 8884.92 30-90 Days S-2-Q 818.67 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33366.38 >= 1 Yr <= 2 Yr 1502.20 91-180 Days S-3-Q 3820.73 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 105939.14 >= 1 Yr <= 2 Yr 2229.78 <30 Days S-4-Q 12020.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65810.60 >= 1 Yr <= 2 Yr 2159.80 Open CB-3-Q 2995.46 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14509.47 >= 1 Yr <= 2 Yr 1488.11 30-90 Days G-1-Q 2450.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13432.79 >= 1 Yr <= 2 Yr 1105.64 Open G-2-Q 403.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62408.58 >= 1 Yr <= 2 Yr 7165.85 91-180 Days G-3-Q 11437.16 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102040.73 >= 1 Yr <= 2 Yr 6455.47 30-90 Days S-5-Q 8223.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98565.05 >= 1 Yr <= 2 Yr 10382.69 Open S-6-Q 1669.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106496.69 >= 1 Yr <= 2 Yr 1244.45 <30 Days S-7-Q 2848.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58240.32 >= 1 Yr <= 2 Yr 1405.63 <30 Days E-1-Q 1294.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107702.61 >= 1 Yr <= 2 Yr 13108.57 30-90 Days E-2-Q 4514.00 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46755.57 >= 1 Yr <= 2 Yr 525.33 30-90 Days IG-1-Q 6717.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69977.34 >= 1 Yr <= 2 Yr 2081.84 Open IG-2-Q 7346.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102177.19 >= 1 Yr <= 2 Yr 11578.43 Open C-1 436.80 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86011.34 >= 1 Yr <= 2 Yr 9672.97 <30 Days CB-4 11778.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111779.69 >= 1 Yr <= 2 Yr 14774.68 <30 Days E-10 7064.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4606.81 >= 1 Yr <= 2 Yr 126.07 Open E-3 2.08 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55754.58 >= 1 Yr <= 2 Yr 270.24 <30 Days E-4 2399.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12473.29 >= 1 Yr <= 2 Yr 1394.83 91-180 Days E-5 1164.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112629.67 >= 1 Yr <= 2 Yr 3308.89 Open E-6 11027.23 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90787.26 >= 1 Yr <= 2 Yr 6360.74 91-180 Days E-7 15695.74 No Risk Management