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 81130.19 Day 39 5254.69 91-180 Days Y-3 12809.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11244.86 Day 39 900.21 91-180 Days Y-4 1399.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111848.86 Day 39 14166.05 <30 Days Z-1 6867.68 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88234.58 Day 39 12956.60 91-180 Days A-2 14468.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66545.76 Day 39 3391.66 91-180 Days A-3 8335.40 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1926.87 Day 39 43.25 30-90 Days A-4 130.98 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74193.09 Day 39 1209.40 30-90 Days A-5 10166.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91466.03 Day 39 6133.08 <30 Days CB-1 3260.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45214.21 Day 39 5012.58 <30 Days CB-2 6525.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97442.39 Day 39 1849.82 <30 Days CB-3 11332.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74192.35 Day 39 10128.35 30-90 Days E-1 10402.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93733.25 Day 39 10844.77 30-90 Days E-2 18524.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6928.81 Day 39 659.52 30-90 Days G-1 481.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34652.75 Day 39 1602.09 91-180 Days G-2 5815.12 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2716.75 Day 39 404.01 91-180 Days G-3 280.69 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23985.34 Day 39 813.71 30-90 Days IG-1 30.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64015.08 Day 39 8232.34 91-180 Days IG-2 3969.23 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21505.18 Day 39 2947.72 91-180 Days S-1 3.15 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27601.82 Day 39 3142.17 30-90 Days S-2 1575.84 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48514.81 Day 39 5451.73 <30 Days S-3 7436.52 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12640.61 Day 39 1159.60 91-180 Days S-4 2322.61 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5545.35 Day 39 23.93 <30 Days S-5 803.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1894.97 Day 39 238.91 Open S-6 165.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57247.72 Day 39 8130.61 30-90 Days S-7 9801.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43476.23 Day 40 6015.80 91-180 Days A-0-Q 6914.97 No Risk Management