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 53954.67 Day 4 1258.47 Open E-7 588.00 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15342.70 Day 4 1710.87 <30 Days E-8 871.38 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73778.33 Day 4 10361.70 Open E-9 14595.21 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91488.29 Day 4 2836.77 Open G-4 16380.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 17842.51 Day 4 1310.18 91-180 Days IG-3 1317.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111383.65 Day 4 16493.95 Open IG-4 20347.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28798.16 Day 4 2401.87 30-90 Days IG-5 2906.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57210.80 Day 4 5703.42 30-90 Days IG-6 2520.73 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36502.45 Day 4 3926.57 91-180 Days IG-7 3422.45 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41463.48 Day 4 4646.85 30-90 Days IG-8 7417.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89735.37 Day 4 394.04 91-180 Days L-1 10002.20 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42971.27 Day 4 1717.14 91-180 Days L-10 3189.72 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61811.32 Day 4 5726.05 Open L-11 10978.58 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90407.97 Day 4 582.20 30-90 Days L-2 7371.71 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 19470.02 Day 4 1443.27 Open L-3 3809.88 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50677.88 Day 4 1883.02 Open L-4 94.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108090.11 Day 4 13937.90 30-90 Days L-5 2583.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79403.82 Day 4 465.30 <30 Days L-6 14828.41 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39120.78 Day 4 1888.47 Open L-7 5527.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66880.51 Day 4 1589.13 Open L-8 6086.43 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107963.32 Day 4 1860.80 30-90 Days L-9 20829.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94902.70 Day 4 10621.44 Open LC-1 6402.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113228.10 Day 4 472.69 Open LC-2 17860.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13371.04 Day 4 571.84 91-180 Days N-1 2152.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21278.03 Day 4 2611.97 Open N-2 458.69 Yes Liberty Wealth Management LLC Legal