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 14489.75 Day 25 1212.37 Open IG-5 1432.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40175.53 Day 25 3425.33 30-90 Days IG-6 1785.95 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6234.17 Day 25 530.96 Open IG-7 717.44 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39081.61 Day 25 180.62 30-90 Days IG-8 764.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105341.71 Day 25 6011.55 30-90 Days L-1 5026.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26282.52 Day 25 1571.86 91-180 Days L-10 795.87 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107030.57 Day 25 14629.72 91-180 Days L-11 13330.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3542.22 Day 25 473.10 <30 Days L-2 108.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38284.69 Day 25 4706.18 91-180 Days L-3 6668.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83284.78 Day 25 1771.65 <30 Days L-4 7605.98 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79176.56 Day 25 11443.03 91-180 Days L-5 2393.52 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55368.12 Day 25 4921.42 91-180 Days L-6 4732.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86432.17 Day 25 1157.37 30-90 Days L-7 102.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18467.67 Day 25 2639.54 30-90 Days L-8 1646.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93410.45 Day 25 10738.73 91-180 Days L-9 16839.06 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 105808.69 Day 25 431.91 <30 Days LC-1 13081.17 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81089.75 Day 25 7235.68 91-180 Days LC-2 11378.82 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43478.29 Day 25 3898.75 91-180 Days N-1 3130.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18614.20 Day 25 2493.70 30-90 Days N-2 2488.54 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2777.09 Day 25 366.86 30-90 Days N-3 329.27 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31701.78 Day 25 3272.30 30-90 Days N-4 6076.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46417.74 Day 25 5303.81 30-90 Days N-5 2175.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14166.64 Day 25 574.10 30-90 Days N-6 259.10 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41606.77 Day 25 2154.60 91-180 Days N-7 963.90 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55975.48 Day 25 5966.42 30-90 Days P-1 4945.28 Yes Liberty Capital Markets Inc. Finance