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 4068.47 Day 22 350.16 30-90 Days N-1 82.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8286.43 Day 22 319.40 Open N-2 1234.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68599.32 Day 22 1117.97 30-90 Days N-3 3076.81 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17957.23 Day 22 1153.86 91-180 Days N-4 714.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99345.90 Day 22 13589.13 91-180 Days N-5 1559.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109528.29 Day 22 7634.02 <30 Days N-6 19023.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44816.34 Day 22 6175.49 91-180 Days N-7 4921.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 15068.42 Day 22 2249.50 30-90 Days P-1 1552.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103099.69 Day 22 6211.18 91-180 Days P-2 4730.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81917.02 Day 22 9312.57 91-180 Days S-8 13140.80 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 105539.96 Day 22 13633.54 Open Y-1 856.02 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75011.10 Day 22 1816.94 Open Y-2 2610.03 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8517.26 Day 22 429.79 30-90 Days Y-3 128.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32218.06 Day 22 4560.15 <30 Days Y-4 3630.82 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39401.07 Day 22 3577.14 <30 Days Z-1 1074.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25222.06 Day 22 1139.13 <30 Days A-2 4554.48 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35332.71 Day 22 782.31 Open A-3 1580.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73775.89 Day 22 8671.93 <30 Days A-4 4522.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44311.84 Day 22 672.21 91-180 Days A-5 1919.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31288.17 Day 22 4265.76 91-180 Days CB-1 4819.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87491.02 Day 22 2871.97 91-180 Days CB-2 11081.76 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86645.52 Day 22 11373.34 Open CB-3 8991.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34021.99 Day 22 4584.69 91-180 Days E-1 4934.28 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71513.66 Day 22 2868.29 Open E-2 5679.92 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13742.38 Day 22 2045.22 <30 Days G-1 1726.12 Yes Liberty International Finance Ltd. Finance