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 112813.16 Day 60 4011.68 30-90 Days L-5 18710.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24025.85 Day 60 2663.29 91-180 Days L-6 1721.83 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59704.02 Day 60 1711.43 <30 Days L-7 5901.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34285.61 Day 60 5141.44 Open L-8 6062.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54322.70 Day 60 5091.78 Open L-9 8681.03 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70456.35 Day 60 5121.05 91-180 Days LC-1 9605.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61626.45 Day 60 1880.07 30-90 Days LC-2 7475.63 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38429.00 Day 60 2579.12 Open N-1 4397.81 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57398.01 Day 60 1987.08 30-90 Days N-2 2581.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35838.80 Day 60 2792.90 91-180 Days N-3 2598.70 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8368.05 Day 60 189.32 <30 Days N-4 441.21 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48824.71 Day 60 5391.78 Open N-5 8773.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108059.13 Day 60 15165.70 30-90 Days N-6 13583.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2682.69 Day 60 11.64 Open N-7 119.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39664.72 Day 60 1779.05 30-90 Days P-1 1060.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82842.58 Day 60 11977.96 91-180 Days P-2 8235.61 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41966.20 Day 60 3698.38 30-90 Days S-8 2431.08 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32512.80 Day 60 1525.45 <30 Days Y-1 211.75 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 36421.57 Day 60 1589.35 <30 Days Y-2 2529.36 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2422.60 Day 60 316.87 91-180 Days Y-3 52.96 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6937.18 Day 60 493.62 <30 Days Y-4 654.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69541.66 Day 60 5903.41 Open Z-1 10331.46 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61908.49 Day 60 563.20 <30 Days A-2 7541.37 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21706.68 Day 60 2194.91 <30 Days A-3 485.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38723.46 Day 60 2.85 <30 Days A-4 102.84 Yes Liberty Mortgage Services Corp. Operations