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 47044.52 Day 43 6307.11 30-90 Days S-3 1620.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62911.82 Day 43 8549.98 <30 Days S-4 12267.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39246.67 Day 43 775.39 Open S-5 590.07 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71615.78 Day 43 4524.74 91-180 Days S-6 2507.79 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53907.93 Day 43 1151.45 91-180 Days S-7 8834.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43097.62 Day 44 2133.14 <30 Days A-0-Q 813.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70316.23 Day 44 7584.38 Open A-1-Q 6918.65 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2822.48 Day 44 191.46 Open A-2-Q 73.01 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87013.68 Day 44 3540.20 Open A-3-Q 2343.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24832.90 Day 44 487.46 <30 Days A-4-Q 1888.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56088.11 Day 44 6505.85 91-180 Days A-5-Q 8074.95 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102396.24 Day 44 9399.68 91-180 Days CB-1-Q 19994.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 106574.64 Day 44 4559.56 <30 Days CB-2-Q 4005.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8.79 Day 44 0.90 91-180 Days S-1-Q 1.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69223.62 Day 44 9274.41 30-90 Days S-2-Q 12424.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10014.94 Day 44 1389.22 30-90 Days S-3-Q 1941.78 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95918.09 Day 44 6154.47 91-180 Days S-4-Q 12913.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 75838.01 Day 44 8422.88 91-180 Days CB-3-Q 5031.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103254.36 Day 44 9418.74 <30 Days G-1-Q 4974.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101273.72 Day 44 3387.28 30-90 Days G-2-Q 13661.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85904.87 Day 44 4322.44 91-180 Days G-3-Q 775.98 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53244.91 Day 44 5583.28 Open S-5-Q 6085.45 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109377.68 Day 44 12933.68 Open S-6-Q 10021.48 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85920.23 Day 44 9313.32 <30 Days S-7-Q 3714.20 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23241.88 Day 44 3171.04 <30 Days E-1-Q 3542.10 Yes Liberty Wealth Management LLC Finance