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 70459.87 Day 47 10006.67 <30 Days A-3-Q 13828.19 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23311.30 Day 47 364.57 <30 Days A-4-Q 3060.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23819.85 Day 47 265.60 <30 Days A-5-Q 2853.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44034.50 Day 47 2886.58 Open CB-1-Q 4492.50 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55079.41 Day 47 4801.31 Open CB-2-Q 7178.09 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32360.35 Day 47 4808.57 Open S-1-Q 6385.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55471.99 Day 47 3462.70 30-90 Days S-2-Q 9531.03 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35486.64 Day 47 3876.96 91-180 Days S-3-Q 6830.43 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5229.53 Day 47 359.06 Open S-4-Q 111.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81937.18 Day 47 5504.13 91-180 Days CB-3-Q 15068.65 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43327.84 Day 47 2292.93 <30 Days G-1-Q 7343.99 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 198.97 Day 47 5.04 91-180 Days G-2-Q 8.07 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 36524.17 Day 47 128.99 Open G-3-Q 1790.03 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39385.80 Day 47 5287.44 30-90 Days S-5-Q 5694.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83546.88 Day 47 8495.57 <30 Days S-6-Q 797.52 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13746.91 Day 47 638.16 30-90 Days S-7-Q 2378.72 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82089.54 Day 47 10217.56 Open E-1-Q 5717.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108051.80 Day 47 1272.49 30-90 Days E-2-Q 3041.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96748.01 Day 47 10937.16 <30 Days IG-1-Q 3099.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113138.99 Day 47 6643.62 91-180 Days IG-2-Q 7022.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14151.55 Day 47 14.06 Open C-1 2815.86 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16777.25 Day 47 1254.22 <30 Days CB-4 1981.90 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56896.90 Day 47 5788.72 30-90 Days E-10 1114.77 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89990.09 Day 47 6421.27 30-90 Days E-3 2155.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38722.22 Day 47 114.76 30-90 Days E-4 3562.58 No Treasury