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 33077.94 75 - 82 Days 4195.93 Open E-6 1387.20 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75249.50 75 - 82 Days 7595.88 91-180 Days E-7 3717.77 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65282.40 75 - 82 Days 6138.74 Open E-8 303.45 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95470.36 75 - 82 Days 7866.86 Open E-9 5832.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41465.87 75 - 82 Days 1579.29 30-90 Days G-4 4993.94 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90820.48 75 - 82 Days 2878.17 Open IG-3 5254.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83983.41 75 - 82 Days 8774.75 <30 Days IG-4 3846.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26734.82 75 - 82 Days 1290.05 <30 Days IG-5 446.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39786.65 75 - 82 Days 4972.35 <30 Days IG-6 5163.10 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81165.85 75 - 82 Days 2910.37 91-180 Days IG-7 6927.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41438.64 75 - 82 Days 2966.74 30-90 Days IG-8 2739.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56112.84 75 - 82 Days 1450.46 Open L-1 3103.23 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 631.29 75 - 82 Days 31.15 <30 Days L-10 121.63 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48721.67 75 - 82 Days 2198.67 <30 Days L-11 1737.95 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 129.95 75 - 82 Days 8.10 30-90 Days L-2 17.01 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49061.57 75 - 82 Days 241.93 30-90 Days L-3 3858.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 10031.55 75 - 82 Days 1050.73 91-180 Days L-4 251.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86285.11 75 - 82 Days 5518.76 Open L-5 3171.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77555.54 75 - 82 Days 4514.22 30-90 Days L-6 11878.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12036.13 75 - 82 Days 972.83 30-90 Days L-7 2132.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29460.95 75 - 82 Days 2167.50 <30 Days L-8 5568.11 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44788.64 75 - 82 Days 3644.22 30-90 Days L-9 3416.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46610.70 75 - 82 Days 6860.64 30-90 Days LC-1 8659.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87469.06 75 - 82 Days 8057.19 <30 Days LC-2 16597.11 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86344.97 75 - 82 Days 10184.17 Open N-1 8584.28 No Risk Management