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 99492.94 Day 9 9446.03 <30 Days S-4 12252.13 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86391.83 Day 9 8949.41 Open S-5 16036.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91603.23 Day 9 8697.07 <30 Days S-6 7165.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 68682.78 Day 9 523.34 30-90 Days S-7 13595.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34434.19 Day 10 374.73 91-180 Days A-0-Q 1580.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1777.41 Day 10 232.61 91-180 Days A-1-Q 137.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92374.79 Day 10 9596.44 Open A-2-Q 15170.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97384.10 Day 10 11324.57 91-180 Days A-3-Q 14022.99 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13841.69 Day 10 2004.33 Open A-4-Q 1856.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12671.25 Day 10 1587.04 30-90 Days A-5-Q 2152.56 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21401.12 Day 10 184.31 Open CB-1-Q 1726.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32953.73 Day 10 2628.95 <30 Days CB-2-Q 2384.69 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95739.15 Day 10 852.20 91-180 Days S-1-Q 5786.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24524.85 Day 10 3567.23 91-180 Days S-2-Q 636.47 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85983.52 Day 10 12391.06 <30 Days S-3-Q 7212.76 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96710.10 Day 10 10266.30 <30 Days S-4-Q 9704.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93959.70 Day 10 9174.93 30-90 Days CB-3-Q 3543.90 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7078.32 Day 10 3.42 <30 Days G-1-Q 889.71 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14790.47 Day 10 10.40 91-180 Days G-2-Q 2112.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107318.94 Day 10 13588.60 30-90 Days G-3-Q 21100.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24218.26 Day 10 150.21 <30 Days S-5-Q 1238.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86876.99 Day 10 2551.16 <30 Days S-6-Q 16426.23 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112040.13 Day 10 16527.33 91-180 Days S-7-Q 756.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9918.76 Day 10 694.81 30-90 Days E-1-Q 84.62 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103176.43 Day 10 10779.55 91-180 Days E-2-Q 2956.55 Yes Liberty Wealth Management LLC Risk Management