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 32072.90 Day 10 2451.63 <30 Days A-5 5410.79 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95784.88 Day 10 7717.60 91-180 Days CB-1 1578.12 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84256.51 Day 10 6785.08 91-180 Days CB-2 2601.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 110425.45 Day 10 10769.11 91-180 Days CB-3 18516.01 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8489.58 Day 10 127.02 91-180 Days E-1 1691.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49864.64 Day 10 6270.30 30-90 Days E-2 6282.58 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99344.15 Day 10 5948.74 <30 Days G-1 2265.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60975.27 Day 10 1800.35 <30 Days G-2 4336.00 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81339.17 Day 10 5077.40 30-90 Days G-3 4192.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111664.49 Day 10 12214.10 <30 Days IG-1 8877.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55439.09 Day 10 7812.17 Open IG-2 2209.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68290.79 Day 10 3874.77 <30 Days S-1 11301.75 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111028.86 Day 10 10794.03 91-180 Days S-2 21278.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56858.62 Day 10 1538.90 <30 Days S-3 135.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55711.12 Day 10 6990.45 Open S-4 8740.16 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79840.93 Day 10 1689.25 30-90 Days S-5 2352.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71169.33 Day 10 2662.56 30-90 Days S-6 6123.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34568.61 Day 10 3489.21 30-90 Days S-7 2928.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24456.23 Day 11 3187.94 <30 Days A-0-Q 1171.98 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48747.10 Day 11 4822.10 91-180 Days A-1-Q 3549.02 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16208.39 Day 11 400.75 Open A-2-Q 210.43 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73300.49 Day 11 9378.85 91-180 Days A-3-Q 3496.62 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113450.63 Day 11 1705.21 30-90 Days A-4-Q 10349.46 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63170.69 Day 11 2999.47 30-90 Days A-5-Q 6947.41 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37307.06 Day 11 346.03 91-180 Days CB-1-Q 7420.71 Yes Liberty Mortgage Services Corp. Finance