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 110302.49 Day 48 930.77 30-90 Days Y-2 16161.30 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 22636.82 Day 48 2011.16 30-90 Days Y-3 567.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31917.78 Day 48 2557.72 <30 Days Y-4 5519.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67892.45 Day 48 5714.85 Open Z-1 4496.49 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17531.75 Day 48 2502.06 30-90 Days A-2 3452.14 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52952.71 Day 48 850.24 <30 Days A-3 341.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77887.56 Day 48 2239.17 30-90 Days A-4 5854.40 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108313.83 Day 48 4972.48 <30 Days A-5 3406.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81067.38 Day 48 6811.22 Open CB-1 1699.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104755.52 Day 48 10843.88 Open CB-2 5334.91 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63724.48 Day 48 6477.97 30-90 Days CB-3 11198.03 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103604.20 Day 48 15420.02 Open E-1 8778.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89862.31 Day 48 113.97 <30 Days E-2 17019.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70.82 Day 48 8.71 30-90 Days G-1 5.87 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51036.93 Day 48 7040.74 Open G-2 8114.60 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65197.61 Day 48 575.22 <30 Days G-3 9237.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 7192.39 Day 48 526.00 <30 Days IG-1 760.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109668.30 Day 48 6080.12 30-90 Days IG-2 10947.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39985.31 Day 48 2394.86 <30 Days S-1 7141.90 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103599.77 Day 48 9499.33 30-90 Days S-2 4867.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14144.34 Day 48 653.60 Open S-3 2322.22 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55656.10 Day 48 4786.06 30-90 Days S-4 7578.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86412.95 Day 48 7601.16 30-90 Days S-5 11863.95 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65533.31 Day 48 5958.55 Open S-6 3978.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23179.63 Day 48 1411.41 30-90 Days S-7 270.19 No Legal