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 62838.59 Day 20 8702.77 91-180 Days N-4 2385.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76926.52 Day 20 11133.91 30-90 Days N-5 2644.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37790.33 Day 20 5087.85 30-90 Days N-6 5000.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5834.64 Day 20 385.46 <30 Days N-7 126.68 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 59100.43 Day 20 2003.95 91-180 Days P-1 2723.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30593.28 Day 20 567.76 <30 Days P-2 1910.05 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 68050.45 Day 20 4047.32 91-180 Days S-8 3066.61 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5661.79 Day 20 408.50 <30 Days Y-1 71.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84174.81 Day 20 2910.32 30-90 Days Y-2 4957.05 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 104986.17 Day 20 514.63 Open Y-3 16779.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91377.53 Day 20 10547.37 Open Y-4 12301.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58258.08 Day 20 7218.79 <30 Days Z-1 11068.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71499.59 Day 20 10217.00 91-180 Days A-2 3501.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1599.50 Day 20 226.92 <30 Days A-3 240.51 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24735.09 Day 20 1902.13 30-90 Days A-4 3114.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51003.92 Day 20 2520.60 <30 Days A-5 274.53 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74138.23 Day 20 841.84 Open CB-1 3610.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 112805.57 Day 20 8745.95 30-90 Days CB-2 14952.98 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55378.53 Day 20 8058.36 <30 Days CB-3 2449.89 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4623.09 Day 20 260.34 30-90 Days E-1 214.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30673.53 Day 20 751.53 30-90 Days E-2 3526.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108975.88 Day 20 5733.29 <30 Days G-1 6229.87 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95380.95 Day 20 11935.46 30-90 Days G-2 5672.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64615.23 Day 20 3061.66 <30 Days G-3 2120.48 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38499.99 Day 20 1178.07 30-90 Days IG-1 656.11 No Operations