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 81050.27 Day 36 7308.81 30-90 Days S-1 8065.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30397.23 Day 36 868.85 <30 Days S-2 2103.50 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70354.44 Day 36 2253.00 Open S-3 12605.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64965.75 Day 36 3680.71 Open S-4 2421.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86670.36 Day 36 2959.16 Open S-5 865.30 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10228.37 Day 36 448.00 30-90 Days S-6 354.08 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58202.98 Day 36 6041.56 91-180 Days S-7 3769.75 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108553.16 Day 37 3250.08 Open A-0-Q 17859.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56067.60 Day 37 7870.89 Open A-1-Q 10363.50 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11301.90 Day 37 464.49 <30 Days A-2-Q 1208.24 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63980.33 Day 37 5179.04 Open A-3-Q 5411.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 110330.69 Day 37 7765.04 30-90 Days A-4-Q 3752.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80778.26 Day 37 4970.19 <30 Days A-5-Q 15402.22 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31828.61 Day 37 2743.75 30-90 Days CB-1-Q 3515.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91451.06 Day 37 4191.84 91-180 Days CB-2-Q 3007.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 59969.13 Day 37 8932.11 30-90 Days S-1-Q 4705.53 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30907.51 Day 37 1172.41 Open S-2-Q 5106.64 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80780.83 Day 37 7126.80 Open S-3-Q 11074.64 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67284.13 Day 37 8699.96 91-180 Days S-4-Q 11511.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63111.70 Day 37 2844.17 <30 Days CB-3-Q 11486.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48323.65 Day 37 1432.20 91-180 Days G-1-Q 1782.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86560.67 Day 37 12949.46 91-180 Days G-2-Q 13040.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44244.02 Day 37 5910.07 30-90 Days G-3-Q 5638.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1158.88 Day 37 162.33 91-180 Days S-5-Q 189.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44614.14 Day 37 323.49 <30 Days S-6-Q 958.25 No Risk Management