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 33483.89 Day 15 3789.56 <30 Days E-2 2013.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29858.22 Day 15 2026.68 30-90 Days G-1 3212.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42750.77 Day 15 1822.67 91-180 Days G-2 1443.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112247.59 Day 15 8392.75 91-180 Days G-3 20042.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9454.92 Day 15 122.34 <30 Days IG-1 510.26 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 19458.18 Day 15 1529.67 30-90 Days IG-2 2391.52 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39631.39 Day 15 3683.81 Open S-1 4162.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89841.09 Day 15 4524.82 91-180 Days S-2 11548.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73073.47 Day 15 6058.62 Open S-3 567.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40829.74 Day 15 5311.33 Open S-4 6577.83 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49213.82 Day 15 6708.68 30-90 Days S-5 8949.92 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 101538.38 Day 15 5165.99 91-180 Days S-6 8146.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97328.76 Day 15 1586.63 30-90 Days S-7 15762.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57269.27 Day 16 3854.25 Open A-0-Q 2562.26 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62602.84 Day 16 2964.98 30-90 Days A-1-Q 3400.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12537.60 Day 16 896.28 91-180 Days A-2-Q 610.48 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60806.03 Day 16 6347.33 Open A-3-Q 11892.49 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30737.38 Day 16 4091.03 <30 Days A-4-Q 1926.40 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21424.23 Day 16 1973.37 <30 Days A-5-Q 2640.59 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18769.77 Day 16 958.90 91-180 Days CB-1-Q 816.49 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98560.32 Day 16 12802.13 91-180 Days CB-2-Q 16562.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65163.49 Day 16 6762.75 91-180 Days S-1-Q 2020.85 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60754.39 Day 16 873.91 91-180 Days S-2-Q 3922.57 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79494.46 Day 16 1222.87 30-90 Days S-3-Q 7724.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95129.04 Day 16 1127.13 91-180 Days S-4-Q 10737.65 Yes Liberty Capital Markets Inc. Risk Management