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 84312.56 Day 40 3374.57 30-90 Days A-1-Q 9575.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113581.53 Day 40 6879.71 30-90 Days A-2-Q 7771.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49588.71 Day 40 5138.31 91-180 Days A-3-Q 1753.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70969.51 Day 40 9559.81 <30 Days A-4-Q 6275.83 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27072.82 Day 40 1848.26 <30 Days A-5-Q 2097.40 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71901.53 Day 40 10009.94 30-90 Days CB-1-Q 14243.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5393.83 Day 40 739.92 91-180 Days CB-2-Q 560.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87213.37 Day 40 6526.14 30-90 Days S-1-Q 10954.03 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24312.33 Day 40 3371.99 <30 Days S-2-Q 3334.44 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7986.59 Day 40 23.50 Open S-3-Q 551.46 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83334.91 Day 40 765.03 Open S-4-Q 8883.05 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81884.19 Day 40 2275.79 Open CB-3-Q 5759.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42568.19 Day 40 4421.17 Open G-1-Q 8103.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65990.26 Day 40 9155.44 30-90 Days G-2-Q 5207.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2183.05 Day 40 176.95 Open G-3-Q 148.40 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 78881.79 Day 40 723.55 Open S-5-Q 2352.22 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3629.50 Day 40 280.73 91-180 Days S-6-Q 93.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15764.18 Day 40 1970.92 91-180 Days S-7-Q 3027.72 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54441.50 Day 40 5277.56 <30 Days E-1-Q 4190.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85275.46 Day 40 7746.50 <30 Days E-2-Q 13155.60 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 22780.80 Day 40 2530.41 30-90 Days IG-1-Q 3679.28 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96960.77 Day 40 8008.60 91-180 Days IG-2-Q 12433.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99200.01 Day 40 9135.12 91-180 Days C-1 407.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54897.23 Day 40 2028.52 91-180 Days CB-4 8028.27 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24626.92 Day 40 2603.51 Open E-10 4229.20 Yes Liberty Capital Markets Inc. Finance