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 97513.46 Day 7 13839.97 30-90 Days S-7 10883.86 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2979.05 Day 8 71.95 91-180 Days A-0-Q 20.72 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40858.86 Day 8 3933.88 Open A-1-Q 5531.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64651.41 Day 8 1352.30 91-180 Days A-2-Q 5298.39 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1265.37 Day 8 72.03 <30 Days A-3-Q 172.14 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44653.48 Day 8 5240.47 Open A-4-Q 1080.30 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62471.00 Day 8 7507.44 91-180 Days A-5-Q 4705.00 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25801.21 Day 8 766.57 <30 Days CB-1-Q 597.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73462.14 Day 8 6328.24 <30 Days CB-2-Q 2065.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31217.44 Day 8 196.77 Open S-1-Q 2405.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33213.77 Day 8 2311.50 30-90 Days S-2-Q 5993.17 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 104448.97 Day 8 5799.71 <30 Days S-3-Q 17888.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95591.93 Day 8 9148.42 30-90 Days S-4-Q 10885.04 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58775.01 Day 8 1784.07 Open CB-3-Q 8356.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96384.76 Day 8 9760.68 91-180 Days G-1-Q 4648.73 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97937.65 Day 8 10063.46 Open G-2-Q 1519.38 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53126.43 Day 8 4841.82 <30 Days G-3-Q 5692.66 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8819.04 Day 8 673.26 Open S-5-Q 810.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52361.06 Day 8 4098.35 30-90 Days S-6-Q 2988.69 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108391.03 Day 8 11837.50 <30 Days S-7-Q 15409.54 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111693.20 Day 8 5565.61 Open E-1-Q 15203.03 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30004.07 Day 8 2022.89 30-90 Days E-2-Q 3254.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11537.00 Day 8 522.80 91-180 Days IG-1-Q 1731.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72304.02 Day 8 3080.99 30-90 Days IG-2-Q 4248.96 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12894.05 Day 8 1176.98 <30 Days C-1 54.11 Yes Liberty Mortgage Services Corp. Treasury