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 63657.96 Day 19 509.52 Open E-2-Q 7587.18 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68813.09 Day 19 452.27 Open IG-1-Q 8219.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60244.66 Day 19 608.36 30-90 Days IG-2-Q 4175.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34340.29 Day 19 2886.43 91-180 Days C-1 1167.19 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87863.92 Day 19 13117.50 Open CB-4 10428.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34815.89 Day 19 2385.73 Open E-10 175.67 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43222.58 Day 19 5908.31 91-180 Days E-3 3741.35 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88173.97 Day 19 7749.40 Open E-4 4365.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89105.80 Day 19 6750.25 91-180 Days E-5 5159.40 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64485.72 Day 19 1299.54 <30 Days E-6 1883.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60035.27 Day 19 4119.33 91-180 Days E-7 7195.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44485.76 Day 19 573.61 <30 Days E-8 1364.04 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39445.00 Day 19 4376.85 <30 Days E-9 1844.23 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55873.10 Day 19 8275.04 <30 Days G-4 4997.93 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27844.65 Day 19 1243.48 91-180 Days IG-3 3911.69 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91874.63 Day 19 13070.32 Open IG-4 17950.77 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28348.03 Day 19 1273.96 Open IG-5 156.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44122.30 Day 19 1447.58 Open IG-6 5664.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22667.36 Day 19 2506.10 <30 Days IG-7 1296.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89012.54 Day 19 7596.91 30-90 Days IG-8 7999.11 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96891.84 Day 19 5187.04 30-90 Days L-1 2182.25 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80836.19 Day 19 3659.54 Open L-10 11844.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46838.22 Day 19 4143.02 30-90 Days L-11 300.32 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39809.87 Day 19 4411.27 Open L-2 812.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40138.16 Day 19 1745.47 <30 Days L-3 5505.66 Yes Liberty Wealth Management LLC Finance