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 8776.31 Day 24 573.25 Open A-0-Q 1179.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9401.54 Day 24 1045.05 30-90 Days A-1-Q 126.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15061.59 Day 24 637.85 91-180 Days A-2-Q 2862.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111472.06 Day 24 1905.59 91-180 Days A-3-Q 20034.36 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9146.14 Day 24 476.45 91-180 Days A-4-Q 1475.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 100235.10 Day 24 10198.56 <30 Days A-5-Q 5355.84 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45106.73 Day 24 3325.43 <30 Days CB-1-Q 5722.88 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41033.13 Day 24 6149.11 30-90 Days CB-2-Q 5517.17 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11820.52 Day 24 598.57 <30 Days S-1-Q 1274.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71355.23 Day 24 692.41 30-90 Days S-2-Q 2191.30 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56871.50 Day 24 2554.88 30-90 Days S-3-Q 1673.56 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19878.13 Day 24 237.29 91-180 Days S-4-Q 935.12 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101145.31 Day 24 14075.95 91-180 Days CB-3-Q 11762.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26259.05 Day 24 559.35 30-90 Days G-1-Q 1183.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1627.01 Day 24 62.30 91-180 Days G-2-Q 56.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51060.75 Day 24 4337.83 30-90 Days G-3-Q 2132.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74054.20 Day 24 10342.18 <30 Days S-5-Q 6301.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 22807.13 Day 24 1428.85 30-90 Days S-6-Q 3593.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83716.97 Day 24 6953.78 30-90 Days S-7-Q 16677.56 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43098.29 Day 24 422.71 30-90 Days E-1-Q 3130.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72866.20 Day 24 1694.06 30-90 Days E-2-Q 2681.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26637.07 Day 24 1429.20 30-90 Days IG-1-Q 5010.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53763.03 Day 24 456.32 30-90 Days IG-2-Q 7289.49 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46067.08 Day 24 1779.48 91-180 Days C-1 1275.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63101.10 Day 24 5628.15 91-180 Days CB-4 10182.15 No Operations