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 72779.23 Day 20 1822.95 <30 Days IG-2 13080.09 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62679.25 Day 20 6599.87 Open S-1 6482.34 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39169.33 Day 20 1493.98 Open S-2 2793.91 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38339.75 Day 20 5037.73 <30 Days S-3 3410.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76711.22 Day 20 10591.69 30-90 Days S-4 6136.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106415.18 Day 20 14281.56 Open S-5 2194.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46954.57 Day 20 1433.68 30-90 Days S-6 2668.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57079.13 Day 20 861.77 <30 Days S-7 10452.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56089.95 Day 21 4258.63 <30 Days A-0-Q 2005.18 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14802.52 Day 21 2196.86 Open A-1-Q 2454.13 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5711.79 Day 21 838.45 91-180 Days A-2-Q 542.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99648.29 Day 21 7265.63 Open A-3-Q 14725.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8866.96 Day 21 1097.79 91-180 Days A-4-Q 492.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87511.03 Day 21 1675.31 91-180 Days A-5-Q 10612.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5281.54 Day 21 66.29 30-90 Days CB-1-Q 784.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91068.73 Day 21 13622.94 <30 Days CB-2-Q 16427.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32101.60 Day 21 4323.20 Open S-1-Q 4543.69 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 4725.88 Day 21 379.41 91-180 Days S-2-Q 631.52 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21101.88 Day 21 2788.36 <30 Days S-3-Q 471.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 112268.21 Day 21 12792.82 Open S-4-Q 19829.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45975.38 Day 21 340.15 Open CB-3-Q 4559.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 50586.38 Day 21 5372.90 30-90 Days G-1-Q 4230.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 78896.32 Day 21 4580.06 91-180 Days G-2-Q 5396.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48688.99 Day 21 2379.16 Open G-3-Q 642.38 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47453.08 Day 21 4024.26 Open S-5-Q 4273.39 No Legal