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 9185.49 Day 27 653.92 <30 Days S-1-Q 1763.07 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 952.38 Day 27 64.21 <30 Days S-2-Q 156.85 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82944.02 Day 27 7684.83 91-180 Days S-3-Q 7774.73 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77571.42 Day 27 11234.06 30-90 Days S-4-Q 5244.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27851.43 Day 27 2735.84 <30 Days CB-3-Q 4658.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3351.56 Day 27 323.48 91-180 Days G-1-Q 57.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99348.52 Day 27 11082.88 Open G-2-Q 11110.14 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77552.76 Day 27 10688.63 30-90 Days G-3-Q 12224.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83497.98 Day 27 1357.83 30-90 Days S-5-Q 430.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50511.56 Day 27 2689.47 30-90 Days S-6-Q 998.01 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 105615.76 Day 27 13459.28 91-180 Days S-7-Q 13178.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42530.21 Day 27 5504.70 91-180 Days E-1-Q 4640.29 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99244.40 Day 27 3322.72 <30 Days E-2-Q 8184.67 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77787.08 Day 27 3473.19 <30 Days IG-1-Q 14364.69 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85514.28 Day 27 2962.79 91-180 Days IG-2-Q 71.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40399.76 Day 27 80.78 91-180 Days C-1 6823.32 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34256.96 Day 27 1340.36 <30 Days CB-4 4352.01 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41358.89 Day 27 1179.17 Open E-10 1036.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94391.13 Day 27 898.70 30-90 Days E-3 8172.20 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16481.61 Day 27 726.75 30-90 Days E-4 1058.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60566.91 Day 27 4601.00 <30 Days E-5 5915.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35805.22 Day 27 1127.96 <30 Days E-6 2516.73 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 28676.31 Day 27 974.29 91-180 Days E-7 4613.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24405.72 Day 27 697.75 91-180 Days E-8 3207.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7535.30 Day 27 1060.73 Open E-9 1009.89 Yes Liberty International Finance Ltd. Operations