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 97944.97 Day 41 1612.99 Open CB-3-Q 7934.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15330.96 Day 41 868.11 30-90 Days G-1-Q 1959.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45338.26 Day 41 811.31 91-180 Days G-2-Q 1870.88 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13195.90 Day 41 1319.32 30-90 Days G-3-Q 1840.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28851.19 Day 41 2568.81 30-90 Days S-5-Q 3460.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76087.99 Day 41 635.93 <30 Days S-6-Q 8246.91 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28693.56 Day 41 3801.13 30-90 Days S-7-Q 3828.57 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28612.90 Day 41 427.76 30-90 Days E-1-Q 1786.93 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37548.85 Day 41 719.80 <30 Days E-2-Q 3985.82 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52670.09 Day 41 2375.91 Open IG-1-Q 89.99 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111022.12 Day 41 1560.34 91-180 Days IG-2-Q 13744.25 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37389.60 Day 41 1244.81 30-90 Days C-1 3734.71 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45921.09 Day 41 6665.04 30-90 Days CB-4 4148.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66801.31 Day 41 9266.79 30-90 Days E-10 314.37 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99278.61 Day 41 265.37 <30 Days E-3 1787.15 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 33807.96 Day 41 3297.84 Open E-4 4733.28 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62096.23 Day 41 6447.09 91-180 Days E-5 8923.56 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73820.47 Day 41 10346.84 30-90 Days E-6 8552.46 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57542.76 Day 41 4700.97 30-90 Days E-7 3223.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73815.91 Day 41 7324.09 Open E-8 4410.77 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102910.76 Day 41 7012.62 <30 Days E-9 12543.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18761.30 Day 41 1621.36 <30 Days G-4 179.11 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89027.69 Day 41 12177.79 30-90 Days IG-3 3335.70 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73652.89 Day 41 10177.77 30-90 Days IG-4 10994.40 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19201.86 Day 41 1644.41 Open IG-5 2164.59 Yes Liberty International Finance Ltd. Finance