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 48413.33 Day 13 6023.04 91-180 Days G-3 9607.77 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99730.56 Day 13 5623.22 <30 Days IG-1 16670.64 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101005.36 Day 13 8128.52 91-180 Days IG-2 11678.53 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96162.69 Day 13 1965.34 30-90 Days S-1 15278.30 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107194.32 Day 13 12225.90 91-180 Days S-2 15610.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4936.71 Day 13 49.57 <30 Days S-3 543.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66470.32 Day 13 2803.77 Open S-4 3959.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85589.46 Day 13 7555.15 91-180 Days S-5 4117.27 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23739.30 Day 13 2810.50 30-90 Days S-6 4290.87 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44111.88 Day 13 6428.83 Open S-7 5498.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70384.40 Day 14 8140.72 91-180 Days A-0-Q 9789.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100439.27 Day 14 7745.54 <30 Days A-1-Q 11473.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100670.02 Day 14 10913.71 30-90 Days A-2-Q 2679.21 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25564.60 Day 14 3270.67 30-90 Days A-3-Q 4078.40 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7087.64 Day 14 857.12 Open A-4-Q 552.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32447.65 Day 14 2084.87 <30 Days A-5-Q 4227.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51999.77 Day 14 2230.49 30-90 Days CB-1-Q 7500.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102919.33 Day 14 868.67 <30 Days CB-2-Q 3619.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18782.39 Day 14 1055.65 30-90 Days S-1-Q 2001.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65756.40 Day 14 5205.31 30-90 Days S-2-Q 4715.57 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108159.53 Day 14 6091.55 <30 Days S-3-Q 3158.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 59505.17 Day 14 481.68 30-90 Days S-4-Q 9346.28 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30574.30 Day 14 442.53 30-90 Days CB-3-Q 3458.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56458.34 Day 14 170.94 91-180 Days G-1-Q 1852.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 28515.04 Day 14 3506.35 30-90 Days G-2-Q 875.60 Yes Liberty Capital Markets Inc. Operations