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 53527.48 Day 31 2907.86 91-180 Days G-1 7901.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2695.26 Day 31 49.60 91-180 Days G-2 169.70 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49294.80 Day 31 3813.45 <30 Days G-3 4160.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45930.40 Day 31 853.85 30-90 Days IG-1 6593.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 15294.94 Day 31 529.35 91-180 Days IG-2 792.87 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41519.46 Day 31 2527.57 Open S-1 7519.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21444.72 Day 31 773.12 30-90 Days S-2 3502.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85569.55 Day 31 5479.16 91-180 Days S-3 13979.40 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85013.40 Day 31 3437.74 91-180 Days S-4 11348.93 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73377.76 Day 31 6885.04 <30 Days S-5 13663.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57713.07 Day 31 7857.27 <30 Days S-6 3048.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 100586.54 Day 31 12441.26 91-180 Days S-7 8877.15 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34373.66 Day 32 81.27 30-90 Days A-0-Q 651.77 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79367.83 Day 32 2507.22 91-180 Days A-1-Q 12782.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72563.36 Day 32 1687.59 <30 Days A-2-Q 3014.43 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86155.77 Day 32 4306.71 30-90 Days A-3-Q 13320.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33786.34 Day 32 1696.26 91-180 Days A-4-Q 1413.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21271.97 Day 32 2991.89 91-180 Days A-5-Q 2402.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8869.42 Day 32 1181.15 <30 Days CB-1-Q 274.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 22287.71 Day 32 1368.64 Open CB-2-Q 1927.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86603.24 Day 32 12234.01 <30 Days S-1-Q 12215.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36440.00 Day 32 2935.50 91-180 Days S-2-Q 4716.97 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63641.48 Day 32 4184.69 91-180 Days S-3-Q 9726.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48321.35 Day 32 5611.54 30-90 Days S-4-Q 8746.18 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29950.98 Day 32 3503.15 <30 Days CB-3-Q 5917.46 Yes Liberty International Finance Ltd. Finance