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 Yes 84735.59 >2 Yr <= 3 Yr 714.60 Open S-6-Q 3572.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66206.38 >2 Yr <= 3 Yr 7025.67 Open S-7-Q 7391.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61132.76 >2 Yr <= 3 Yr 2099.23 30-90 Days E-1-Q 10222.03 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9646.75 >2 Yr <= 3 Yr 979.39 <30 Days E-2-Q 1796.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24084.24 >2 Yr <= 3 Yr 993.42 Open IG-1-Q 3078.96 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87861.86 >2 Yr <= 3 Yr 2826.48 91-180 Days IG-2-Q 4502.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94773.17 >2 Yr <= 3 Yr 1291.42 91-180 Days C-1 1974.03 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98133.83 >2 Yr <= 3 Yr 7790.44 <30 Days CB-4 13753.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75992.41 >2 Yr <= 3 Yr 6066.32 Open E-10 12383.88 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 743.11 >2 Yr <= 3 Yr 46.50 91-180 Days E-3 15.59 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35732.33 >2 Yr <= 3 Yr 1951.77 91-180 Days E-4 6580.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8061.71 >2 Yr <= 3 Yr 826.58 <30 Days E-5 110.95 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 68393.48 >2 Yr <= 3 Yr 5149.35 <30 Days E-6 6350.77 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46216.76 >2 Yr <= 3 Yr 6535.32 91-180 Days E-7 7375.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 943.85 >2 Yr <= 3 Yr 47.85 30-90 Days E-8 34.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113655.13 >2 Yr <= 3 Yr 8222.02 91-180 Days E-9 9607.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104368.72 >2 Yr <= 3 Yr 6106.34 Open G-4 344.41 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5467.66 >2 Yr <= 3 Yr 450.51 30-90 Days IG-3 507.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109573.74 >2 Yr <= 3 Yr 4773.77 30-90 Days IG-4 15560.81 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 78365.00 >2 Yr <= 3 Yr 10633.92 30-90 Days IG-5 10221.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81272.87 >2 Yr <= 3 Yr 3678.46 <30 Days IG-6 14386.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 37902.19 >2 Yr <= 3 Yr 3045.28 91-180 Days IG-7 94.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45860.45 >2 Yr <= 3 Yr 6827.66 Open IG-8 8713.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62542.37 >2 Yr <= 3 Yr 3236.90 Open L-1 3129.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6385.13 >2 Yr <= 3 Yr 748.43 <30 Days L-10 1097.63 Yes Liberty Mortgage Services Corp. Legal