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 16626.34 Day 38 1339.87 30-90 Days N-2 681.30 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16811.26 Day 38 965.63 Open N-3 2133.53 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105299.94 Day 38 9443.75 30-90 Days N-4 6597.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89405.41 Day 38 7887.74 <30 Days N-5 1668.72 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20454.85 Day 38 1678.58 30-90 Days N-6 572.54 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31103.89 Day 38 1387.92 <30 Days N-7 5086.94 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24182.56 Day 38 421.25 30-90 Days P-1 2952.16 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54615.19 Day 38 2383.59 Open P-2 5340.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 59862.91 Day 38 6184.02 Open S-8 11434.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44304.28 Day 38 2430.32 <30 Days Y-1 4727.02 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41025.31 Day 38 2893.15 <30 Days Y-2 454.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107394.39 Day 38 3039.95 <30 Days Y-3 7537.32 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 105340.63 Day 38 12965.08 <30 Days Y-4 13483.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63573.07 Day 38 8569.37 30-90 Days Z-1 12281.62 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47868.74 Day 38 1457.59 <30 Days A-2 3671.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26439.38 Day 38 2878.86 Open A-3 3814.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34388.26 Day 38 2988.07 30-90 Days A-4 6814.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41346.56 Day 38 744.12 30-90 Days A-5 5.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57522.29 Day 38 449.41 <30 Days CB-1 7046.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4341.61 Day 38 350.20 Open CB-2 253.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10496.91 Day 38 1444.58 Open CB-3 1151.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96797.39 Day 38 4176.26 30-90 Days E-1 2714.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24575.79 Day 38 1137.46 <30 Days E-2 565.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1758.36 Day 38 108.73 <30 Days G-1 180.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92336.07 Day 38 11294.28 30-90 Days G-2 15105.55 No Risk Management