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 4272.39 Day 46 312.64 91-180 Days S-6-Q 431.52 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64545.21 Day 46 1439.19 30-90 Days S-7-Q 8507.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 106931.29 Day 46 14306.85 30-90 Days E-1-Q 18878.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63046.94 Day 46 6662.48 <30 Days E-2-Q 7451.68 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40196.45 Day 46 1359.81 <30 Days IG-1-Q 1074.08 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 200.57 Day 46 7.57 <30 Days IG-2-Q 25.65 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24343.10 Day 46 535.23 30-90 Days C-1 167.97 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97271.67 Day 46 8991.43 30-90 Days CB-4 9376.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95643.36 Day 46 6584.03 <30 Days E-10 15922.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69967.47 Day 46 1212.90 91-180 Days E-3 3005.93 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58834.14 Day 46 7463.23 91-180 Days E-4 849.49 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106256.64 Day 46 12961.94 <30 Days E-5 15278.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80140.89 Day 46 5007.40 30-90 Days E-6 5947.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95599.32 Day 46 8375.13 30-90 Days E-7 14150.84 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29081.88 Day 46 1065.75 91-180 Days E-8 3941.60 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31663.07 Day 46 1937.41 Open E-9 280.95 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33700.07 Day 46 2357.01 Open G-4 5334.98 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82767.06 Day 46 6471.42 Open IG-3 14850.93 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102111.76 Day 46 8317.41 <30 Days IG-4 11037.37 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30126.77 Day 46 3442.31 30-90 Days IG-5 2496.58 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96962.64 Day 46 39.46 Open IG-6 13956.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44269.07 Day 46 4582.28 91-180 Days IG-7 4866.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92973.91 Day 46 13136.66 91-180 Days IG-8 11889.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105531.89 Day 46 4235.68 91-180 Days L-1 20393.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49848.78 Day 46 2243.44 30-90 Days L-10 16.89 Yes Liberty Wealth Management LLC Treasury