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 61023.58 Day 35 3374.58 Open IG-1-Q 7494.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63185.48 Day 35 967.99 91-180 Days IG-2-Q 1807.45 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55854.97 Day 35 3411.46 Open C-1 6870.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87606.78 Day 35 1647.25 91-180 Days CB-4 12700.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35428.21 Day 35 3682.85 <30 Days E-10 2267.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108047.16 Day 35 12833.10 Open E-3 4321.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109116.28 Day 35 7637.44 91-180 Days E-4 18067.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97635.53 Day 35 12582.64 <30 Days E-5 15183.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5140.91 Day 35 41.87 91-180 Days E-6 1022.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102433.20 Day 35 3262.77 Open E-7 6578.83 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 19548.55 Day 35 1258.57 <30 Days E-8 550.04 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43973.88 Day 35 6466.89 91-180 Days E-9 4722.31 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5516.09 Day 35 266.49 30-90 Days G-4 659.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7327.36 Day 35 353.40 Open IG-3 1448.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52173.12 Day 35 7113.58 30-90 Days IG-4 3889.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98631.91 Day 35 9450.21 30-90 Days IG-5 14727.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 33361.70 Day 35 3815.74 <30 Days IG-6 2064.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75074.68 Day 35 7113.55 Open IG-7 12088.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104909.26 Day 35 3330.48 30-90 Days IG-8 8754.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43720.50 Day 35 4444.61 30-90 Days L-1 5837.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7417.52 Day 35 36.99 30-90 Days L-10 226.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47266.84 Day 35 4248.10 30-90 Days L-11 9182.06 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107701.34 Day 35 3316.19 Open L-2 5537.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6810.81 Day 35 974.38 <30 Days L-3 562.61 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 78820.97 Day 35 3907.65 91-180 Days L-4 3971.49 No Legal