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 66504.03 Day 38 1655.37 30-90 Days E-6 9247.41 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95914.60 Day 38 4445.40 91-180 Days E-7 6859.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108758.85 Day 38 9499.36 30-90 Days E-8 21294.02 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80503.47 Day 38 11474.19 30-90 Days E-9 4884.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57017.65 Day 38 1909.26 <30 Days G-4 3010.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46956.88 Day 38 4311.26 Open IG-3 8046.11 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99580.10 Day 38 14484.22 Open IG-4 9861.46 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1854.74 Day 38 118.96 <30 Days IG-5 146.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79433.59 Day 38 2608.97 Open IG-6 1176.14 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11455.32 Day 38 1523.71 Open IG-7 1781.92 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80716.54 Day 38 3683.06 <30 Days IG-8 45.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 101006.39 Day 38 13612.77 30-90 Days L-1 14425.82 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38685.67 Day 38 5266.47 <30 Days L-10 5570.55 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92668.65 Day 38 13700.69 91-180 Days L-11 9265.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37617.93 Day 38 4448.16 <30 Days L-2 1180.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51061.33 Day 38 7552.47 Open L-3 8088.20 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 100667.74 Day 38 4683.94 Open L-4 15876.27 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9203.58 Day 38 695.69 30-90 Days L-5 478.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97471.48 Day 38 8322.01 30-90 Days L-6 18709.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84672.84 Day 38 5400.05 91-180 Days L-7 4067.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52016.91 Day 38 5215.26 Open L-8 4314.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26592.76 Day 38 751.73 30-90 Days L-9 4884.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88597.17 Day 38 3731.19 91-180 Days LC-1 5282.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8196.34 Day 38 640.96 91-180 Days LC-2 1326.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18375.02 Day 38 1648.45 91-180 Days N-1 120.84 Yes Liberty Capital Markets Inc. Finance