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 5070.89 Day 31 414.88 <30 Days A-2-Q 143.84 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18184.35 Day 31 1451.08 Open A-3-Q 1846.78 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 59812.71 Day 31 2162.88 <30 Days A-4-Q 6827.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38238.65 Day 31 3009.71 30-90 Days A-5-Q 5559.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101473.78 Day 31 401.56 <30 Days CB-1-Q 18005.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3264.60 Day 31 262.58 Open CB-2-Q 647.29 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38005.11 Day 31 4814.04 91-180 Days S-1-Q 5309.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20358.53 Day 31 872.41 <30 Days S-2-Q 1927.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94493.49 Day 31 4712.61 91-180 Days S-3-Q 11117.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90333.58 Day 31 9406.49 91-180 Days S-4-Q 9687.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85197.82 Day 31 2310.67 30-90 Days CB-3-Q 802.13 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81519.95 Day 31 10806.40 30-90 Days G-1-Q 460.05 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11111.95 Day 31 657.74 30-90 Days G-2-Q 1587.68 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95868.78 Day 31 3110.07 Open G-3-Q 9533.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101748.49 Day 31 2225.11 30-90 Days S-5-Q 2292.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35039.42 Day 31 5074.39 91-180 Days S-6-Q 5693.55 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14953.48 Day 31 1183.47 30-90 Days S-7-Q 1390.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 75662.70 Day 31 6811.84 91-180 Days E-1-Q 3948.16 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7664.21 Day 31 665.27 30-90 Days E-2-Q 245.63 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61780.71 Day 31 2051.71 30-90 Days IG-1-Q 10952.64 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47098.12 Day 31 6861.08 91-180 Days IG-2-Q 5849.30 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53758.76 Day 31 5327.61 Open C-1 9353.07 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21876.20 Day 31 2084.30 30-90 Days CB-4 295.67 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13390.72 Day 31 372.96 91-180 Days E-10 2409.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58626.23 Day 31 5904.08 91-180 Days E-3 8517.45 No Operations