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 93584.93 68 - 74 Days 12812.35 <30 Days A-2 7506.11 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86028.82 68 - 74 Days 4041.80 Open A-3 13435.16 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9591.57 68 - 74 Days 1118.34 30-90 Days A-4 1130.82 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58576.71 68 - 74 Days 203.90 30-90 Days A-5 8923.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34568.46 68 - 74 Days 5184.85 Open CB-1 2388.36 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25935.18 68 - 74 Days 2455.83 Open CB-2 3041.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41492.30 68 - 74 Days 2916.58 91-180 Days CB-3 3850.91 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51909.77 68 - 74 Days 2810.93 Open E-1 7515.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11165.22 68 - 74 Days 1239.68 <30 Days E-2 2229.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50725.26 68 - 74 Days 6495.36 91-180 Days G-1 904.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107634.43 68 - 74 Days 9041.77 <30 Days G-2 18168.71 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22358.06 68 - 74 Days 2378.72 91-180 Days G-3 2471.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107089.89 68 - 74 Days 13076.61 91-180 Days IG-1 6524.26 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3567.98 68 - 74 Days 39.86 30-90 Days IG-2 53.63 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54064.48 68 - 74 Days 3430.22 30-90 Days S-1 3147.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 184.60 68 - 74 Days 12.43 <30 Days S-2 10.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 28947.44 68 - 74 Days 1884.14 30-90 Days S-3 3982.43 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54054.51 68 - 74 Days 6224.46 91-180 Days S-4 9993.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101903.74 68 - 74 Days 2534.98 Open S-5 12616.99 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15647.53 68 - 74 Days 1988.86 91-180 Days S-6 177.44 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20569.17 68 - 74 Days 1419.12 30-90 Days S-7 2087.45 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71866.73 75 - 82 Days 9806.72 <30 Days A-0-Q 9320.04 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4930.50 75 - 82 Days 84.71 <30 Days A-1-Q 525.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 112777.24 75 - 82 Days 10305.65 30-90 Days A-2-Q 13292.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58606.24 75 - 82 Days 521.98 30-90 Days A-3-Q 4914.58 No Finance