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 8656.28 Day 54 219.37 30-90 Days E-7 384.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42421.36 Day 54 4814.89 30-90 Days E-8 6010.67 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3505.71 Day 54 74.00 91-180 Days E-9 548.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25346.05 Day 54 458.92 Open G-4 2258.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 17077.25 Day 54 2452.30 <30 Days IG-3 1910.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79091.59 Day 54 9936.06 <30 Days IG-4 6045.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29678.35 Day 54 4438.09 91-180 Days IG-5 5161.10 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89429.77 Day 54 8415.46 Open IG-6 6599.31 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69512.81 Day 54 6264.59 Open IG-7 432.89 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79595.93 Day 54 11809.73 30-90 Days IG-8 7982.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100472.51 Day 54 14873.17 91-180 Days L-1 19500.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71962.48 Day 54 7741.02 <30 Days L-10 7226.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1112.05 Day 54 132.94 91-180 Days L-11 109.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38021.35 Day 54 4871.60 Open L-2 5820.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89482.66 Day 54 1699.35 91-180 Days L-3 1716.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44192.94 Day 54 2749.47 <30 Days L-4 1539.34 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74688.39 Day 54 7665.36 30-90 Days L-5 3770.43 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88271.58 Day 54 10160.44 30-90 Days L-6 6106.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30726.26 Day 54 1637.00 Open L-7 218.54 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11235.51 Day 54 1022.69 Open L-8 2083.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79193.27 Day 54 6793.65 30-90 Days L-9 5583.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68595.25 Day 54 792.09 91-180 Days LC-1 5038.16 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39909.27 Day 54 4056.24 <30 Days LC-2 4253.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111327.61 Day 54 10032.26 30-90 Days N-1 8730.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8447.98 Day 54 1223.65 Open N-2 596.75 Yes Liberty Mortgage Services Corp. Risk Management