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 5020.48 Day 39 482.69 <30 Days G-3-Q 757.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89484.54 Day 39 6964.47 30-90 Days S-5-Q 17048.09 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94286.51 Day 39 3757.96 Open S-6-Q 9247.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107992.12 Day 39 4335.17 91-180 Days S-7-Q 16669.20 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 17702.54 Day 39 1130.05 Open E-1-Q 3012.67 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49701.12 Day 39 4265.94 30-90 Days E-2-Q 7707.87 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13830.87 Day 39 505.89 91-180 Days IG-1-Q 1520.23 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12600.40 Day 39 1259.31 Open IG-2-Q 675.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31104.09 Day 39 3914.23 Open C-1 1364.28 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 31350.43 Day 39 1507.50 <30 Days CB-4 883.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90002.40 Day 39 9290.29 Open E-10 8978.56 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98412.25 Day 39 9687.53 30-90 Days E-3 10340.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80149.22 Day 39 5545.84 91-180 Days E-4 9907.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73387.49 Day 39 9932.42 30-90 Days E-5 12486.30 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87580.37 Day 39 4072.88 30-90 Days E-6 173.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69082.51 Day 39 8677.78 91-180 Days E-7 5280.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69860.52 Day 39 981.18 Open E-8 13535.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30902.07 Day 39 4523.28 30-90 Days E-9 4091.84 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93646.02 Day 39 36.04 Open G-4 16436.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29116.41 Day 39 3043.48 91-180 Days IG-3 3472.33 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92891.94 Day 39 9991.01 91-180 Days IG-4 3798.73 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 106634.09 Day 39 2236.01 Open IG-5 13734.25 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16751.90 Day 39 1272.46 30-90 Days IG-6 1469.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77126.39 Day 39 8406.46 91-180 Days IG-7 2611.59 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70437.45 Day 39 262.78 Open IG-8 8724.83 Yes Liberty Wealth Management LLC Treasury