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 Yes 39780.82 Day 46 5701.91 <30 Days Z-1 5490.50 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110103.11 Day 46 9746.06 Open A-2 21806.95 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35119.36 Day 46 1899.18 91-180 Days A-3 1726.47 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21031.69 Day 46 1209.95 91-180 Days A-4 554.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55226.05 Day 46 3008.99 Open A-5 6678.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31909.05 Day 46 1240.21 30-90 Days CB-1 5622.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64208.77 Day 46 5230.57 91-180 Days CB-2 4650.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76684.13 Day 46 4063.70 <30 Days CB-3 10617.02 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83298.36 Day 46 5597.43 Open E-1 864.28 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18271.64 Day 46 1546.79 91-180 Days E-2 851.98 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31010.29 Day 46 132.17 91-180 Days G-1 1247.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34024.49 Day 46 367.01 30-90 Days G-2 412.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76969.83 Day 46 6782.96 Open G-3 4344.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111602.18 Day 46 11215.26 91-180 Days IG-1 21620.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18463.19 Day 46 2437.78 Open IG-2 2481.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92536.56 Day 46 2948.86 30-90 Days S-1 1098.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1445.62 Day 46 101.96 30-90 Days S-2 25.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99732.42 Day 46 7673.65 30-90 Days S-3 8616.92 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99995.32 Day 46 9228.28 Open S-4 2476.76 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30917.85 Day 46 753.24 Open S-5 2063.45 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26598.19 Day 46 202.95 <30 Days S-6 1996.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31709.69 Day 46 1484.65 <30 Days S-7 4000.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56473.07 Day 47 4071.80 91-180 Days A-0-Q 4392.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 110292.68 Day 47 7488.40 91-180 Days A-1-Q 9153.25 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48361.55 Day 47 569.05 Open A-2-Q 2018.49 No Treasury