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 106640.25 >5 Yr 542.07 Open E-1 19547.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27779.53 >5 Yr 100.17 30-90 Days E-2 2585.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16989.28 >5 Yr 1598.41 30-90 Days G-1 845.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46563.16 >5 Yr 925.49 <30 Days G-2 8341.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86218.37 >5 Yr 2155.02 30-90 Days G-3 14926.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 33296.60 >5 Yr 1188.32 30-90 Days IG-1 3271.26 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100044.15 >5 Yr 473.94 Open IG-2 11345.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44991.51 >5 Yr 6114.93 Open S-1 2823.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111826.60 >5 Yr 12105.97 <30 Days S-2 1538.50 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55935.78 >5 Yr 872.19 91-180 Days S-3 2125.32 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62191.38 >5 Yr 6525.43 Open S-4 12279.22 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55551.75 >5 Yr 6785.12 Open S-5 289.42 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83734.12 >5 Yr 2529.96 <30 Days S-6 5344.59 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 50162.65 >5 Yr 4304.02 30-90 Days S-7 5452.61 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5596.83 Perpetual 349.41 <30 Days A-0-Q 689.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 68733.23 Perpetual 6706.98 <30 Days A-1-Q 5366.99 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43198.47 Perpetual 174.78 91-180 Days A-2-Q 1043.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103916.35 Perpetual 11152.63 <30 Days A-3-Q 6618.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98561.00 Perpetual 13528.34 <30 Days A-4-Q 17557.30 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48221.75 Perpetual 1107.00 <30 Days A-5-Q 3984.52 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54995.86 Perpetual 978.57 <30 Days CB-1-Q 4372.98 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14887.99 Perpetual 775.06 30-90 Days CB-2-Q 2468.29 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 28715.31 Perpetual 4032.71 91-180 Days S-1-Q 4111.40 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92354.05 Perpetual 11101.94 <30 Days S-2-Q 12755.45 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21664.78 Perpetual 645.82 Open S-3-Q 2517.78 Yes Liberty Mortgage Services Corp. Operations