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 71573.95 Day 36 2504.95 <30 Days CB-2-Q 1324.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16719.64 Day 36 843.32 30-90 Days S-1-Q 1569.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2320.42 Day 36 213.65 91-180 Days S-2-Q 23.50 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21389.93 Day 36 579.41 Open S-3-Q 2587.44 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51745.91 Day 36 2563.43 <30 Days S-4-Q 7782.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110803.07 Day 36 9839.92 30-90 Days CB-3-Q 10211.71 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7181.63 Day 36 520.19 91-180 Days G-1-Q 1248.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109966.73 Day 36 12830.71 Open G-2-Q 7343.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40505.24 Day 36 1448.41 <30 Days G-3-Q 1782.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112505.23 Day 36 3564.00 Open S-5-Q 11713.61 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11886.60 Day 36 1124.94 30-90 Days S-6-Q 1850.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13959.73 Day 36 1667.54 30-90 Days S-7-Q 317.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20978.82 Day 36 1060.14 91-180 Days E-1-Q 2606.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18516.20 Day 36 2503.01 30-90 Days E-2-Q 828.33 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82648.28 Day 36 3514.44 <30 Days IG-1-Q 494.22 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25288.91 Day 36 3586.62 30-90 Days IG-2-Q 3478.51 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37350.17 Day 36 3712.36 Open C-1 4275.39 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56347.14 Day 36 6596.08 30-90 Days CB-4 1468.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 59903.65 Day 36 7205.37 Open E-10 7647.42 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74701.69 Day 36 4718.91 91-180 Days E-3 5823.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47249.92 Day 36 6283.12 91-180 Days E-4 1167.78 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109986.72 Day 36 12032.79 <30 Days E-5 11870.66 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54315.20 Day 36 5973.11 <30 Days E-6 870.14 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 33733.44 Day 36 3081.32 91-180 Days E-7 3130.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51230.48 Day 36 2064.91 Open E-8 8829.86 Yes Liberty Capital Markets Inc. Treasury