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 21200.95 Day 11 1314.87 30-90 Days CB-2-Q 2907.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 68594.01 Day 11 8074.66 Open S-1-Q 11538.05 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47600.61 Day 11 3445.99 Open S-2-Q 9024.58 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87429.22 Day 11 4357.92 Open S-3-Q 988.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32597.80 Day 11 4746.32 Open S-4-Q 6023.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21069.82 Day 11 505.99 <30 Days CB-3-Q 1934.62 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18353.85 Day 11 2396.68 91-180 Days G-1-Q 463.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86133.94 Day 11 11447.25 91-180 Days G-2-Q 1639.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26555.85 Day 11 235.53 30-90 Days G-3-Q 988.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102683.55 Day 11 8414.97 91-180 Days S-5-Q 9188.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38030.55 Day 11 5537.93 Open S-6-Q 6366.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93959.50 Day 11 10262.87 91-180 Days S-7-Q 12043.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49369.35 Day 11 3332.41 Open E-1-Q 7043.40 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72855.08 Day 11 6468.56 30-90 Days E-2-Q 2894.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107140.41 Day 11 1973.42 91-180 Days IG-1-Q 619.91 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104241.66 Day 11 15619.74 Open IG-2-Q 7688.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88475.26 Day 11 4622.84 Open C-1 12695.69 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85943.89 Day 11 10953.80 <30 Days CB-4 10454.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52339.14 Day 11 3094.23 91-180 Days E-10 2556.64 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107634.68 Day 11 525.81 91-180 Days E-3 6832.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82548.62 Day 11 6282.63 30-90 Days E-4 7469.65 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42106.62 Day 11 4640.56 Open E-5 5495.94 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54547.66 Day 11 224.13 91-180 Days E-6 8577.34 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81623.84 Day 11 3153.27 Open E-7 11260.52 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32558.67 Day 11 1775.80 <30 Days E-8 3962.52 No Treasury