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 54733.22 >3 Yr <= 4 Yr 1504.45 <30 Days E-5 4465.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31714.42 >3 Yr <= 4 Yr 1041.14 30-90 Days E-6 751.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79460.78 >3 Yr <= 4 Yr 11660.07 91-180 Days E-7 3015.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92518.89 >3 Yr <= 4 Yr 12557.56 91-180 Days E-8 13151.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76265.54 >3 Yr <= 4 Yr 776.10 30-90 Days E-9 5994.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34310.99 >3 Yr <= 4 Yr 1999.07 <30 Days G-4 6152.55 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88756.03 >3 Yr <= 4 Yr 12252.25 30-90 Days IG-3 5790.73 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18632.24 >3 Yr <= 4 Yr 1847.48 <30 Days IG-4 1187.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 482.73 >3 Yr <= 4 Yr 33.86 Open IG-5 3.30 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40053.70 >3 Yr <= 4 Yr 1914.69 <30 Days IG-6 3506.89 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88285.68 >3 Yr <= 4 Yr 8376.84 91-180 Days IG-7 12754.38 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6746.59 >3 Yr <= 4 Yr 135.84 91-180 Days IG-8 644.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71799.91 >3 Yr <= 4 Yr 686.85 91-180 Days L-1 8420.30 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98575.38 >3 Yr <= 4 Yr 3502.04 91-180 Days L-10 12357.63 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31734.47 >3 Yr <= 4 Yr 2733.22 30-90 Days L-11 2698.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93708.47 >3 Yr <= 4 Yr 9512.41 <30 Days L-2 6631.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94309.03 >3 Yr <= 4 Yr 11710.35 Open L-3 18444.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54646.68 >3 Yr <= 4 Yr 5398.56 <30 Days L-4 687.22 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73825.78 >3 Yr <= 4 Yr 8915.82 <30 Days L-5 3880.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62690.76 >3 Yr <= 4 Yr 7248.23 91-180 Days L-6 11155.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76663.11 >3 Yr <= 4 Yr 1563.78 91-180 Days L-7 9609.21 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72879.36 >3 Yr <= 4 Yr 5097.97 <30 Days L-8 6986.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10710.54 >3 Yr <= 4 Yr 668.32 30-90 Days L-9 964.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54258.69 >3 Yr <= 4 Yr 7791.43 <30 Days LC-1 2220.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110640.35 >3 Yr <= 4 Yr 14047.75 <30 Days LC-2 9297.80 No Risk Management