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 Yes 77923.38 Perpetual 5671.92 91-180 Days P-2 4674.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12731.25 Perpetual 252.89 91-180 Days S-8 45.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89998.10 Perpetual 8929.63 <30 Days Y-1 16200.17 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81691.57 Perpetual 525.09 30-90 Days Y-2 2833.32 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60001.62 Perpetual 2252.46 91-180 Days Y-3 4007.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74152.97 Perpetual 6390.64 <30 Days Y-4 1421.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 17751.67 Perpetual 1537.07 Open Z-1 77.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105670.32 Perpetual 1677.11 30-90 Days A-2 16817.31 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92766.44 Perpetual 10416.85 Open A-3 979.28 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26447.76 Perpetual 3159.97 30-90 Days A-4 3418.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93366.57 Perpetual 2493.49 <30 Days A-5 12098.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72527.44 Perpetual 9208.78 Open CB-1 9787.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8918.41 Perpetual 453.84 30-90 Days CB-2 1463.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60271.35 Perpetual 198.85 30-90 Days CB-3 7041.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111889.98 Perpetual 5013.54 30-90 Days E-1 15093.29 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107440.87 Perpetual 3885.13 91-180 Days E-2 7272.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34930.51 Perpetual 2421.46 Open G-1 1956.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62719.84 Perpetual 193.94 Open G-2 7063.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48079.91 Perpetual 5906.57 <30 Days G-3 9540.59 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48940.38 Perpetual 3424.45 <30 Days IG-1 506.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85331.47 Perpetual 12510.82 <30 Days IG-2 12538.44 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23967.57 Perpetual 2595.31 91-180 Days S-1 1583.67 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46180.59 Perpetual 2685.88 30-90 Days S-2 9224.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32671.56 Perpetual 2701.84 <30 Days S-3 6301.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9631.28 Perpetual 1162.88 91-180 Days S-4 363.46 No Operations