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 105002.52 Day 19 11671.43 Open A-4 16937.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4299.44 Day 19 54.06 <30 Days A-5 517.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 104433.63 Day 19 10526.37 Open CB-1 4042.32 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47744.29 Day 19 837.20 91-180 Days CB-2 2053.36 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90753.52 Day 19 2063.38 91-180 Days CB-3 16081.53 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101864.06 Day 19 5521.61 91-180 Days E-1 13296.14 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86149.54 Day 19 10790.63 91-180 Days E-2 2703.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41105.31 Day 19 213.73 <30 Days G-1 7766.00 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16655.22 Day 19 1387.53 <30 Days G-2 3044.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 113188.03 Day 19 8307.34 30-90 Days G-3 17911.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15830.98 Day 19 1485.73 30-90 Days IG-1 1921.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49003.43 Day 19 4351.93 91-180 Days IG-2 6429.69 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97788.63 Day 19 874.60 91-180 Days S-1 7123.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96507.57 Day 19 2679.25 <30 Days S-2 17773.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27524.77 Day 19 181.25 91-180 Days S-3 2490.11 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44467.60 Day 19 302.52 30-90 Days S-4 2448.49 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53.34 Day 19 2.25 <30 Days S-5 0.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18871.43 Day 19 1931.36 <30 Days S-6 3352.62 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54884.81 Day 19 5377.39 30-90 Days S-7 8668.72 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12783.39 Day 20 1018.17 91-180 Days A-0-Q 145.03 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87511.30 Day 20 3079.99 30-90 Days A-1-Q 8144.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21096.39 Day 20 949.13 30-90 Days A-2-Q 2439.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56843.15 Day 20 214.07 <30 Days A-3-Q 6467.67 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104795.47 Day 20 6561.09 30-90 Days A-4-Q 9984.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28611.39 Day 20 1533.88 Open A-5-Q 2240.74 No Finance