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 111790.45 Day 24 14376.57 30-90 Days E-1 2371.96 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 4450.02 Day 24 451.05 91-180 Days E-2 352.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9320.30 Day 24 517.57 <30 Days G-1 350.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8004.94 Day 24 150.60 Open G-2 1584.72 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53744.50 Day 24 5111.83 30-90 Days G-3 685.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28673.26 Day 24 942.51 <30 Days IG-1 1924.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77047.42 Day 24 4642.72 <30 Days IG-2 6024.05 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94575.65 Day 24 6373.84 91-180 Days S-1 15806.63 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64221.64 Day 24 8701.62 Open S-2 2440.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36297.43 Day 24 2654.17 <30 Days S-3 2103.60 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57223.78 Day 24 5514.75 91-180 Days S-4 11404.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 105531.87 Day 24 4351.96 91-180 Days S-5 975.56 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74007.14 Day 24 6034.30 Open S-6 1051.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5103.97 Day 24 246.73 <30 Days S-7 36.67 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55224.27 Day 25 7680.87 30-90 Days A-0-Q 3230.06 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 696.24 Day 25 82.96 30-90 Days A-1-Q 55.81 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73873.94 Day 25 441.02 <30 Days A-2-Q 6375.41 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32349.16 Day 25 4301.20 Open A-3-Q 3770.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93985.77 Day 25 11001.27 <30 Days A-4-Q 11310.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39626.34 Day 25 1598.51 Open A-5-Q 3194.00 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 610.51 Day 25 80.38 <30 Days CB-1-Q 115.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64806.68 Day 25 2163.66 91-180 Days CB-2-Q 2754.79 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20065.73 Day 25 1255.10 Open S-1-Q 850.21 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69542.69 Day 25 9602.48 Open S-2-Q 1723.41 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17469.72 Day 25 2613.72 <30 Days S-3-Q 751.19 No Treasury