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 42612.72 >= 1 Yr <= 2 Yr 6321.24 <30 Days IG-2 4427.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96521.00 >= 1 Yr <= 2 Yr 533.16 Open S-1 7524.83 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98956.51 >= 1 Yr <= 2 Yr 2988.23 30-90 Days S-2 426.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49059.85 >= 1 Yr <= 2 Yr 4604.98 <30 Days S-3 7551.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46303.12 >= 1 Yr <= 2 Yr 1184.82 30-90 Days S-4 2799.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13025.15 >= 1 Yr <= 2 Yr 889.67 <30 Days S-5 2289.61 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92683.95 >= 1 Yr <= 2 Yr 4826.90 30-90 Days S-6 12630.78 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76621.44 >= 1 Yr <= 2 Yr 9860.23 91-180 Days S-7 13130.83 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41546.75 >2 Yr <= 3 Yr 2714.22 30-90 Days A-0-Q 6554.73 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93950.86 >2 Yr <= 3 Yr 5947.26 30-90 Days A-1-Q 10941.08 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84449.61 >2 Yr <= 3 Yr 9168.87 <30 Days A-2-Q 5130.17 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73489.55 >2 Yr <= 3 Yr 10784.26 30-90 Days A-3-Q 14332.48 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14622.69 >2 Yr <= 3 Yr 1961.74 Open A-4-Q 856.23 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97019.76 >2 Yr <= 3 Yr 1878.38 Open A-5-Q 5470.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20016.05 >2 Yr <= 3 Yr 2703.49 Open CB-1-Q 3301.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76494.53 >2 Yr <= 3 Yr 8209.05 Open CB-2-Q 8094.71 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12084.59 >2 Yr <= 3 Yr 1186.20 Open S-1-Q 1575.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 78214.50 >2 Yr <= 3 Yr 7400.28 Open S-2-Q 9706.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55221.55 >2 Yr <= 3 Yr 2025.63 91-180 Days S-3-Q 726.12 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29250.41 >2 Yr <= 3 Yr 723.05 <30 Days S-4-Q 881.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2990.75 >2 Yr <= 3 Yr 245.47 Open CB-3-Q 202.48 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39566.55 >2 Yr <= 3 Yr 796.30 30-90 Days G-1-Q 5180.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31012.31 >2 Yr <= 3 Yr 2688.60 30-90 Days G-2-Q 4476.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40653.07 >2 Yr <= 3 Yr 2447.88 Open G-3-Q 7490.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89177.01 >2 Yr <= 3 Yr 2330.16 <30 Days S-5-Q 7802.42 Yes Liberty Mortgage Services Corp. Finance