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 47685.58 121 - 150 Days 3426.45 91-180 Days S-8 6402.07 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98263.62 121 - 150 Days 6542.55 Open Y-1 8742.36 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46557.99 121 - 150 Days 3728.73 91-180 Days Y-2 1921.05 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101877.48 121 - 150 Days 9656.85 <30 Days Y-3 5107.66 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67923.85 121 - 150 Days 5846.95 <30 Days Y-4 2632.73 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73075.31 121 - 150 Days 4706.45 30-90 Days Z-1 4730.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 104433.37 121 - 150 Days 6217.43 91-180 Days A-2 11170.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 19191.57 121 - 150 Days 2116.95 Open A-3 340.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91104.68 121 - 150 Days 2904.18 <30 Days A-4 7893.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49553.68 121 - 150 Days 6962.20 91-180 Days A-5 2196.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61232.87 121 - 150 Days 2407.05 Open CB-1 9091.31 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52715.40 121 - 150 Days 3720.12 30-90 Days CB-2 2908.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81734.95 121 - 150 Days 4650.60 91-180 Days CB-3 10392.67 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18558.69 121 - 150 Days 1821.59 Open E-1 2546.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110122.30 121 - 150 Days 10305.52 <30 Days E-2 10877.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103630.81 121 - 150 Days 7354.99 Open G-1 760.66 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79782.04 121 - 150 Days 2959.82 <30 Days G-2 12623.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41031.76 121 - 150 Days 4883.85 91-180 Days G-3 6395.68 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51573.94 121 - 150 Days 1825.99 91-180 Days IG-1 4837.06 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49186.47 121 - 150 Days 4486.96 Open IG-2 3226.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27770.35 121 - 150 Days 4030.41 91-180 Days S-1 4604.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1945.95 121 - 150 Days 253.98 Open S-2 46.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38949.83 121 - 150 Days 4363.84 30-90 Days S-3 1765.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80703.91 121 - 150 Days 439.44 91-180 Days S-4 10262.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48673.01 121 - 150 Days 5136.58 <30 Days S-5 9232.03 Yes Liberty Wealth Management LLC Legal