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 95273.12 Day 32 10231.37 <30 Days S-7 16816.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32108.15 Day 33 35.47 30-90 Days A-0-Q 5238.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41633.48 Day 33 1556.33 Open A-1-Q 3510.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22280.95 Day 33 909.21 91-180 Days A-2-Q 2363.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84879.09 Day 33 297.17 91-180 Days A-3-Q 7549.94 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12290.67 Day 33 1707.34 30-90 Days A-4-Q 826.27 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100026.19 Day 33 4079.30 30-90 Days A-5-Q 15109.52 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86018.91 Day 33 9749.97 91-180 Days CB-1-Q 10525.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83948.67 Day 33 3639.88 91-180 Days CB-2-Q 1238.25 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86417.43 Day 33 5035.76 <30 Days S-1-Q 3454.76 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99407.59 Day 33 6486.44 <30 Days S-2-Q 1110.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88705.52 Day 33 1838.23 30-90 Days S-3-Q 1254.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62009.44 Day 33 1576.90 30-90 Days S-4-Q 1181.66 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50192.18 Day 33 6729.78 <30 Days CB-3-Q 6829.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16113.14 Day 33 2399.68 30-90 Days G-1-Q 1739.46 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73357.57 Day 33 219.01 <30 Days G-2-Q 357.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73123.42 Day 33 1342.85 Open G-3-Q 13030.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97260.91 Day 33 158.35 30-90 Days S-5-Q 2064.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44655.21 Day 33 4379.50 30-90 Days S-6-Q 1553.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25529.67 Day 33 632.74 <30 Days S-7-Q 4392.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58425.24 Day 33 6503.03 <30 Days E-1-Q 3697.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64963.79 Day 33 3875.44 <30 Days E-2-Q 1393.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8415.12 Day 33 1.85 91-180 Days IG-1-Q 43.97 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 530.89 Day 33 35.95 30-90 Days IG-2-Q 9.38 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93655.46 Day 33 6070.69 91-180 Days C-1 628.36 Yes Liberty Wealth Management LLC Treasury