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 3573.49 Day 18 389.01 <30 Days IG-3 224.65 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83853.64 Day 18 3441.71 <30 Days IG-4 4882.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95987.87 Day 18 11575.03 Open IG-5 15243.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58449.02 Day 18 7429.67 <30 Days IG-6 961.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51327.95 Day 18 5283.96 Open IG-7 8691.72 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79670.58 Day 18 4146.81 <30 Days IG-8 15758.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38194.51 Day 18 3028.54 Open L-1 2250.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105501.44 Day 18 3573.28 30-90 Days L-10 773.16 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7243.50 Day 18 1014.13 Open L-11 803.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56988.69 Day 18 6984.52 Open L-2 3992.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 251.97 Day 18 5.66 <30 Days L-3 33.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9287.84 Day 18 154.04 91-180 Days L-4 412.88 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 68036.35 Day 18 7114.29 91-180 Days L-5 6780.25 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23451.03 Day 18 2731.64 <30 Days L-6 601.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87031.12 Day 18 10828.62 Open L-7 9910.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102764.48 Day 18 13981.77 30-90 Days L-8 14071.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 10254.53 Day 18 505.56 91-180 Days L-9 310.07 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74544.34 Day 18 1746.30 91-180 Days LC-1 2044.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73354.56 Day 18 7632.26 30-90 Days LC-2 5806.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77231.54 Day 18 7835.36 30-90 Days N-1 14424.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58313.74 Day 18 8190.14 30-90 Days N-2 5820.14 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84924.45 Day 18 11418.68 30-90 Days N-3 9963.20 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26877.30 Day 18 3787.66 <30 Days N-4 2884.22 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65762.73 Day 18 2272.10 Open N-5 491.82 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56768.24 Day 18 671.77 <30 Days N-6 6426.69 No Risk Management