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 63159.58 >5 Yr 4402.05 <30 Days A-0-Q 5695.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9687.21 >5 Yr 166.67 30-90 Days A-1-Q 1689.78 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1860.12 >5 Yr 228.16 Open A-2-Q 192.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100808.40 >5 Yr 4208.53 Open A-3-Q 9600.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94987.75 >5 Yr 7497.95 91-180 Days A-4-Q 3651.62 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57778.48 >5 Yr 8405.12 30-90 Days A-5-Q 8586.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 59471.07 >5 Yr 6485.74 Open CB-1-Q 10887.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27566.30 >5 Yr 960.40 Open CB-2-Q 3639.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3239.01 >5 Yr 392.67 Open S-1-Q 400.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 68053.06 >5 Yr 5997.64 <30 Days S-2-Q 3499.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105047.05 >5 Yr 3279.02 91-180 Days S-3-Q 1934.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55286.89 >5 Yr 2430.96 30-90 Days S-4-Q 97.40 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40532.38 >5 Yr 429.39 Open CB-3-Q 2055.16 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10460.65 >5 Yr 1430.52 Open G-1-Q 2059.95 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102986.98 >5 Yr 3330.34 Open G-2-Q 20225.13 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40413.19 >5 Yr 2890.62 30-90 Days G-3-Q 3207.41 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 75832.87 >5 Yr 9153.23 91-180 Days S-5-Q 10994.27 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65981.09 >5 Yr 2880.62 91-180 Days S-6-Q 11362.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43962.67 >5 Yr 523.89 91-180 Days S-7-Q 856.90 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52987.72 >5 Yr 2622.63 Open E-1-Q 5903.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84258.87 >5 Yr 12593.09 91-180 Days E-2-Q 9878.35 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 100838.34 >5 Yr 8558.34 91-180 Days IG-1-Q 17891.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5016.68 >5 Yr 0.64 <30 Days IG-2-Q 7.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77726.09 >5 Yr 9618.29 <30 Days C-1 11169.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26892.71 >5 Yr 1024.68 <30 Days CB-4 1910.43 No Risk Management