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 21511.68 Day 24 166.85 <30 Days E-10 151.10 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53746.14 Day 24 4037.53 Open E-3 4648.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58962.08 Day 24 4500.74 91-180 Days E-4 2366.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63514.82 Day 24 4973.51 <30 Days E-5 5945.13 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 75819.50 Day 24 10995.28 <30 Days E-6 5113.68 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111491.15 Day 24 8877.83 30-90 Days E-7 580.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111899.69 Day 24 13796.58 91-180 Days E-8 19048.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99593.81 Day 24 8208.05 91-180 Days E-9 19780.00 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107694.08 Day 24 5429.82 <30 Days G-4 17438.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11322.20 Day 24 133.30 91-180 Days IG-3 851.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22177.69 Day 24 3102.14 Open IG-4 2953.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43375.83 Day 24 4926.59 Open IG-5 801.19 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58154.91 Day 24 956.52 30-90 Days IG-6 5557.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84159.01 Day 24 8803.15 Open IG-7 1341.99 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11125.27 Day 24 543.57 <30 Days IG-8 1444.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55167.49 Day 24 4358.82 Open L-1 6565.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28064.54 Day 24 2317.37 Open L-10 3208.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 10329.50 Day 24 859.55 30-90 Days L-11 1596.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40741.66 Day 24 1021.33 30-90 Days L-2 7404.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91348.78 Day 24 12265.45 Open L-3 3562.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97556.28 Day 24 11978.04 30-90 Days L-4 9636.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108044.33 Day 24 11411.15 91-180 Days L-5 18279.72 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5893.77 Day 24 201.29 Open L-6 969.10 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9075.90 Day 24 805.79 91-180 Days L-7 629.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71804.83 Day 24 1669.46 <30 Days L-8 1252.85 Yes Liberty International Finance Ltd. Risk Management