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 28214.02 Day 14 4063.24 <30 Days G-3-Q 3509.18 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63122.08 Day 14 5919.59 Open S-5-Q 6626.48 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 22201.47 Day 14 1886.88 Open S-6-Q 3183.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71725.06 Day 14 3374.03 <30 Days S-7-Q 6023.18 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57781.02 Day 14 7973.35 91-180 Days E-1-Q 7812.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83228.01 Day 14 12304.44 Open E-2-Q 9509.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25594.17 Day 14 3820.82 <30 Days IG-1-Q 3888.94 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91483.22 Day 14 9956.76 91-180 Days IG-2-Q 2428.50 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61156.88 Day 14 4787.28 30-90 Days C-1 8481.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63960.53 Day 14 6839.11 Open CB-4 129.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79562.75 Day 14 6000.02 30-90 Days E-10 7948.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 36226.56 Day 14 893.79 30-90 Days E-3 30.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22424.97 Day 14 2036.18 <30 Days E-4 1166.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71757.72 Day 14 7178.38 Open E-5 7670.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102012.60 Day 14 13280.97 <30 Days E-6 19680.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 188.60 Day 14 7.71 30-90 Days E-7 10.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 15128.12 Day 14 2026.83 30-90 Days E-8 1408.31 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95875.65 Day 14 3374.83 91-180 Days E-9 12795.33 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87929.90 Day 14 10110.75 <30 Days G-4 14322.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9162.78 Day 14 715.49 <30 Days IG-3 1794.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107536.41 Day 14 8823.25 Open IG-4 7033.66 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61859.35 Day 14 6364.95 91-180 Days IG-5 10723.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18872.72 Day 14 1168.75 30-90 Days IG-6 1881.70 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63453.37 Day 14 7898.10 91-180 Days IG-7 2117.62 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72516.46 Day 14 1627.85 91-180 Days IG-8 7052.62 No Treasury