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 1021.53 Day 34 9.69 <30 Days IG-4 173.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20119.95 Day 34 495.29 Open IG-5 3377.02 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107114.36 Day 34 3836.63 30-90 Days IG-6 9768.40 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72729.45 Day 34 6186.98 <30 Days IG-7 2835.63 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63711.86 Day 34 8354.97 <30 Days IG-8 3311.84 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3327.48 Day 34 149.77 91-180 Days L-1 247.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111759.86 Day 34 11907.26 91-180 Days L-10 20808.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69749.19 Day 34 3530.28 91-180 Days L-11 2914.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99984.22 Day 34 8678.54 30-90 Days L-2 5188.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28573.73 Day 34 1202.96 91-180 Days L-3 3215.41 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9699.84 Day 34 1290.09 Open L-4 1916.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102234.95 Day 34 2167.81 <30 Days L-5 13530.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37612.16 Day 34 951.21 <30 Days L-6 704.51 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9747.72 Day 34 984.88 Open L-7 1917.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47127.97 Day 34 127.39 Open L-8 5579.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72638.60 Day 34 7820.03 91-180 Days L-9 10367.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10590.66 Day 34 1102.56 91-180 Days LC-1 914.25 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57909.98 Day 34 6944.12 Open LC-2 1293.78 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57819.96 Day 34 2246.46 <30 Days N-1 4991.87 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43800.15 Day 34 32.40 91-180 Days N-2 3837.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31088.16 Day 34 3303.98 Open N-3 2774.59 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23079.67 Day 34 1207.08 91-180 Days N-4 72.14 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32714.38 Day 34 287.25 <30 Days N-5 6324.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27792.01 Day 34 1426.03 Open N-6 5343.88 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4219.54 Day 34 203.07 <30 Days N-7 264.50 No Legal