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 68530.95 91 - 120 Days 8635.42 <30 Days E-2 9156.74 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97602.63 91 - 120 Days 9337.76 91-180 Days G-1 7653.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65316.11 91 - 120 Days 6886.30 30-90 Days G-2 10149.32 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 33634.68 91 - 120 Days 2142.79 91-180 Days G-3 4889.69 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53156.26 91 - 120 Days 716.95 Open IG-1 3592.81 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12809.10 91 - 120 Days 741.24 <30 Days IG-2 2016.09 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111901.80 91 - 120 Days 13205.77 91-180 Days S-1 20132.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24118.43 91 - 120 Days 262.09 30-90 Days S-2 1460.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27058.58 91 - 120 Days 951.70 91-180 Days S-3 437.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25455.07 91 - 120 Days 800.63 30-90 Days S-4 3546.17 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30656.64 91 - 120 Days 3018.50 <30 Days S-5 4982.52 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80403.70 91 - 120 Days 8532.20 30-90 Days S-6 12667.49 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102758.43 91 - 120 Days 5574.24 30-90 Days S-7 18607.79 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7197.58 121 - 150 Days 266.27 <30 Days A-0-Q 904.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98517.93 121 - 150 Days 13579.53 91-180 Days A-1-Q 6980.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33432.67 121 - 150 Days 4440.91 30-90 Days A-2-Q 5410.33 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 299.46 121 - 150 Days 3.15 <30 Days A-3-Q 1.80 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68896.80 121 - 150 Days 10224.00 30-90 Days A-4-Q 11080.80 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66828.13 121 - 150 Days 5432.47 <30 Days A-5-Q 3313.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5007.34 121 - 150 Days 696.71 91-180 Days CB-1-Q 769.12 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77558.40 121 - 150 Days 9897.96 30-90 Days CB-2-Q 6224.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9141.35 121 - 150 Days 950.51 91-180 Days S-1-Q 1783.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83057.80 121 - 150 Days 11373.58 <30 Days S-2-Q 908.06 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102714.87 121 - 150 Days 718.55 <30 Days S-3-Q 12465.39 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5618.20 121 - 150 Days 389.91 Open S-4-Q 88.99 Yes Liberty Capital Markets Inc. Operations