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 66594.52 Day 33 3877.50 30-90 Days CB-4 10180.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7992.46 Day 33 74.06 <30 Days E-10 727.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88687.50 Day 33 8264.50 30-90 Days E-3 1773.82 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85997.52 Day 33 6786.78 91-180 Days E-4 3900.58 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42612.47 Day 33 596.84 91-180 Days E-5 4750.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87163.03 Day 33 8032.63 Open E-6 8830.25 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63717.94 Day 33 4165.51 <30 Days E-7 12116.77 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 105698.66 Day 33 14425.09 <30 Days E-8 13487.07 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37966.79 Day 33 1813.09 <30 Days E-9 6033.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96151.49 Day 33 12109.64 Open G-4 3175.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56833.79 Day 33 3123.93 91-180 Days IG-3 1497.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87859.94 Day 33 4395.86 Open IG-4 15536.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35095.79 Day 33 164.04 91-180 Days IG-5 636.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24472.70 Day 33 3425.57 91-180 Days IG-6 2797.09 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71445.08 Day 33 10699.37 30-90 Days IG-7 8928.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107854.90 Day 33 15622.74 <30 Days IG-8 11726.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48968.39 Day 33 2118.32 Open L-1 5920.94 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36142.25 Day 33 4913.74 Open L-10 2545.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56929.52 Day 33 3756.67 <30 Days L-11 9549.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92855.29 Day 33 11821.62 Open L-2 5186.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6334.19 Day 33 204.97 91-180 Days L-3 530.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 4091.56 Day 33 312.98 91-180 Days L-4 313.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 28741.93 Day 33 800.53 30-90 Days L-5 4072.73 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109106.25 Day 33 2704.13 Open L-6 138.34 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43239.95 Day 33 6017.53 91-180 Days L-7 683.55 No Treasury