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 50342.50 Day 50 3110.03 30-90 Days S-5 7867.92 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30644.59 Day 50 581.08 30-90 Days S-6 3798.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42883.15 Day 50 3717.31 Open S-7 2961.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39204.11 Day 51 5708.00 Open A-0-Q 352.25 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1491.06 Day 51 114.73 30-90 Days A-1-Q 59.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38386.09 Day 51 1857.59 Open A-2-Q 1965.21 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53374.88 Day 51 2676.85 91-180 Days A-3-Q 128.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46277.89 Day 51 4305.80 <30 Days A-4-Q 544.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93410.79 Day 51 13934.72 30-90 Days A-5-Q 12875.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109451.08 Day 51 6570.69 30-90 Days CB-1-Q 18493.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 78656.82 Day 51 9453.78 Open CB-2-Q 11843.78 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55451.27 Day 51 351.68 <30 Days S-1-Q 4976.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99289.18 Day 51 8482.75 30-90 Days S-2-Q 7184.60 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87120.52 Day 51 238.53 91-180 Days S-3-Q 3395.10 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14993.47 Day 51 481.71 30-90 Days S-4-Q 2749.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7672.16 Day 51 1150.07 91-180 Days CB-3-Q 353.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24500.71 Day 51 847.52 Open G-1-Q 433.21 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87462.31 Day 51 11673.74 30-90 Days G-2-Q 5597.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16390.21 Day 51 48.81 91-180 Days G-3-Q 400.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107787.68 Day 51 9788.73 Open S-5-Q 19447.23 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41434.54 Day 51 4409.45 Open S-6-Q 5709.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9708.22 Day 51 384.10 Open S-7-Q 1683.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66696.55 Day 51 5546.17 91-180 Days E-1-Q 2711.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 941.65 Day 51 54.56 Open E-2-Q 180.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2674.14 Day 51 218.74 Open IG-1-Q 519.43 Yes Liberty International Finance Ltd. Treasury