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 39992.80 Day 12 4503.55 Open L-2 1839.74 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109590.42 Day 12 9985.12 Open L-3 5698.10 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66352.34 Day 12 1026.73 Open L-4 4224.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93975.79 Day 12 40.08 <30 Days L-5 8513.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91123.53 Day 12 4948.01 30-90 Days L-6 16256.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48312.16 Day 12 3565.05 Open L-7 808.16 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54934.95 Day 12 4175.27 <30 Days L-8 4211.03 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 10701.81 Day 12 648.59 Open L-9 149.50 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 105810.42 Day 12 13653.31 30-90 Days LC-1 3869.30 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69926.85 Day 12 1735.58 <30 Days LC-2 1926.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33193.87 Day 12 1528.38 91-180 Days N-1 16.67 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 50082.62 Day 12 3356.05 30-90 Days N-2 4500.58 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63866.91 Day 12 6228.38 91-180 Days N-3 5683.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3411.14 Day 12 316.91 <30 Days N-4 54.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27775.22 Day 12 1676.19 30-90 Days N-5 119.46 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100441.69 Day 12 7404.91 91-180 Days N-6 16541.51 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41155.08 Day 12 6162.06 <30 Days N-7 4718.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 297.63 Day 12 42.90 <30 Days P-1 14.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71806.56 Day 12 1043.65 <30 Days P-2 9080.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107156.73 Day 12 11518.61 30-90 Days S-8 1775.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60143.35 Day 12 8211.55 <30 Days Y-1 724.49 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41445.46 Day 12 588.47 91-180 Days Y-2 7870.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4919.59 Day 12 262.66 30-90 Days Y-3 8.03 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79399.05 Day 12 3265.32 <30 Days Y-4 7902.59 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53548.01 Day 12 5245.76 <30 Days Z-1 10573.68 No Finance