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 24421.45 Day 53 3025.25 Open L-3 899.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82238.71 Day 53 3654.04 Open L-4 6709.70 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82998.64 Day 53 10178.10 Open L-5 9615.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80828.80 Day 53 4161.21 91-180 Days L-6 882.35 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112221.75 Day 53 2093.05 30-90 Days L-7 2663.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102449.97 Day 53 6255.87 91-180 Days L-8 6098.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70720.55 Day 53 10553.36 91-180 Days L-9 10523.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43312.28 Day 53 4433.34 91-180 Days LC-1 3707.43 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91185.45 Day 53 3526.86 <30 Days LC-2 6005.20 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108745.28 Day 53 2539.68 <30 Days N-1 11146.15 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 101972.31 Day 53 5450.43 <30 Days N-2 11234.70 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 19226.51 Day 53 1982.27 <30 Days N-3 1478.08 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82686.78 Day 53 3341.31 <30 Days N-4 3384.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77161.58 Day 53 9365.13 30-90 Days N-5 5307.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25212.74 Day 53 2260.58 <30 Days N-6 3590.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106964.89 Day 53 11165.62 Open N-7 1037.59 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58541.37 Day 53 6069.13 Open P-1 10309.27 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21783.81 Day 53 2399.19 91-180 Days P-2 189.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10727.04 Day 53 1060.27 91-180 Days S-8 114.45 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77195.45 Day 53 10632.90 Open Y-1 4255.83 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90302.53 Day 53 790.73 30-90 Days Y-2 665.08 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 549.14 Day 53 0.88 <30 Days Y-3 97.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41927.93 Day 53 4712.58 30-90 Days Y-4 7046.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75444.32 Day 53 2149.10 Open Z-1 10481.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11000.08 Day 53 485.54 Open A-2 1487.81 Yes Liberty Wealth Management LLC Legal