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 88885.42 >4 Yr <= 5 Yr 6984.46 91-180 Days G-2-Q 16729.40 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2572.16 >4 Yr <= 5 Yr 326.36 91-180 Days G-3-Q 318.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10749.61 >4 Yr <= 5 Yr 1318.75 <30 Days S-5-Q 531.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68964.48 >4 Yr <= 5 Yr 3480.75 30-90 Days S-6-Q 1781.26 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96562.99 >4 Yr <= 5 Yr 11101.31 91-180 Days S-7-Q 18296.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63797.14 >4 Yr <= 5 Yr 6482.27 91-180 Days E-1-Q 9816.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 10661.44 >4 Yr <= 5 Yr 989.62 30-90 Days E-2-Q 187.26 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43697.43 >4 Yr <= 5 Yr 1641.16 <30 Days IG-1-Q 2534.45 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48284.37 >4 Yr <= 5 Yr 828.39 Open IG-2-Q 661.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106077.85 >4 Yr <= 5 Yr 4763.48 91-180 Days C-1 20266.14 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41668.00 >4 Yr <= 5 Yr 3272.23 91-180 Days CB-4 2614.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82668.85 >4 Yr <= 5 Yr 10604.91 <30 Days E-10 7551.09 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70858.16 >4 Yr <= 5 Yr 5582.00 Open E-3 5114.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93776.99 >4 Yr <= 5 Yr 13813.05 <30 Days E-4 2946.49 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8663.81 >4 Yr <= 5 Yr 1238.99 30-90 Days E-5 1381.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13279.30 >4 Yr <= 5 Yr 212.59 91-180 Days E-6 1853.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55861.95 >4 Yr <= 5 Yr 1045.35 Open E-7 3435.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20831.94 >4 Yr <= 5 Yr 908.33 91-180 Days E-8 2360.52 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60718.48 >4 Yr <= 5 Yr 7925.87 Open E-9 2487.88 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45071.55 >4 Yr <= 5 Yr 845.32 <30 Days G-4 5464.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73545.95 >4 Yr <= 5 Yr 5251.71 30-90 Days IG-3 12006.02 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67662.23 >4 Yr <= 5 Yr 7902.12 91-180 Days IG-4 7187.73 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80186.05 >4 Yr <= 5 Yr 6925.54 Open IG-5 10786.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43815.23 >4 Yr <= 5 Yr 663.51 Open IG-6 3454.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60992.57 >4 Yr <= 5 Yr 5350.50 Open IG-7 8254.82 Yes Liberty International Finance Ltd. Finance