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 73970.92 Day 56 3001.83 91-180 Days A-2-Q 5973.85 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103482.80 Day 56 3649.07 30-90 Days A-3-Q 13187.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 78860.28 Day 56 653.77 30-90 Days A-4-Q 11427.18 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2185.47 Day 56 314.96 30-90 Days A-5-Q 204.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44356.12 Day 56 1265.90 91-180 Days CB-1-Q 3005.47 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30968.54 Day 56 2918.17 30-90 Days CB-2-Q 4395.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98568.57 Day 56 14535.97 <30 Days S-1-Q 17008.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104754.91 Day 56 9847.87 <30 Days S-2-Q 11508.74 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108468.72 Day 56 5281.28 Open S-3-Q 7300.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36692.85 Day 56 2514.54 30-90 Days S-4-Q 3461.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83509.02 Day 56 3731.11 30-90 Days CB-3-Q 13408.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35778.90 Day 56 55.50 Open G-1-Q 1745.84 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83082.50 Day 56 4642.31 Open G-2-Q 2508.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56513.55 Day 56 7780.59 30-90 Days G-3-Q 4573.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49512.09 Day 56 916.97 30-90 Days S-5-Q 2554.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14.96 Day 56 1.95 30-90 Days S-6-Q 2.18 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102551.14 Day 56 459.97 Open S-7-Q 5122.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40932.39 Day 56 3019.26 91-180 Days E-1-Q 6535.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69816.00 Day 56 6259.58 <30 Days E-2-Q 12958.65 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64711.34 Day 56 9668.64 <30 Days IG-1-Q 9181.02 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98378.56 Day 56 8320.34 91-180 Days IG-2-Q 15129.77 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14419.70 Day 56 419.05 <30 Days C-1 606.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89693.14 Day 56 7723.71 Open CB-4 7574.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55317.65 Day 56 3363.69 30-90 Days E-10 9632.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40699.32 Day 56 3031.75 <30 Days E-3 1265.26 No Finance