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 73942.84 Day 55 8512.56 91-180 Days Y-4 6645.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66985.66 Day 55 5368.90 <30 Days Z-1 5254.92 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62771.85 Day 55 5446.70 30-90 Days A-2 3637.76 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103645.00 Day 55 11334.20 91-180 Days A-3 18413.75 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64005.29 Day 55 3484.00 Open A-4 6189.34 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54831.62 Day 55 3118.09 Open A-5 7253.08 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73198.91 Day 55 1435.53 30-90 Days CB-1 5333.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69406.35 Day 55 6259.18 30-90 Days CB-2 11498.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95687.96 Day 55 11873.25 <30 Days CB-3 16264.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102094.68 Day 55 13986.70 30-90 Days E-1 17624.03 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43216.61 Day 55 4883.08 91-180 Days E-2 6198.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111646.57 Day 55 11922.68 91-180 Days G-1 4279.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47070.23 Day 55 3831.61 <30 Days G-2 7879.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70368.05 Day 55 3880.37 91-180 Days G-3 9563.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92462.22 Day 55 5320.63 30-90 Days IG-1 7795.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29080.95 Day 55 4299.30 <30 Days IG-2 645.24 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 19555.63 Day 55 1113.19 <30 Days S-1 2100.29 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14303.34 Day 55 1813.17 30-90 Days S-2 2755.86 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 15442.06 Day 55 133.65 Open S-3 2055.77 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101162.37 Day 55 13490.25 30-90 Days S-4 10891.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33716.45 Day 55 4891.57 30-90 Days S-5 27.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87402.45 Day 55 4879.56 30-90 Days S-6 11050.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93623.75 Day 55 11184.47 Open S-7 4810.56 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18447.13 Day 56 1372.36 30-90 Days A-0-Q 2930.72 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8735.72 Day 56 1288.55 91-180 Days A-1-Q 1285.51 Yes Liberty Wealth Management LLC Risk Management