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 52026.11 Day 49 2558.65 <30 Days E-1 6727.12 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9439.15 Day 49 180.44 91-180 Days E-2 1448.43 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48470.27 Day 49 21.75 <30 Days G-1 206.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21746.92 Day 49 1442.58 30-90 Days G-2 4043.06 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14641.43 Day 49 153.39 Open G-3 2913.01 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27324.94 Day 49 2104.83 91-180 Days IG-1 2103.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3262.89 Day 49 344.99 <30 Days IG-2 379.30 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22821.62 Day 49 1180.19 <30 Days S-1 797.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48944.78 Day 49 6422.26 Open S-2 2368.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73633.60 Day 49 9764.45 91-180 Days S-3 6504.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81149.52 Day 49 265.61 91-180 Days S-4 12935.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11463.51 Day 49 642.45 <30 Days S-5 785.12 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 75174.14 Day 49 9371.73 <30 Days S-6 1359.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 105410.16 Day 49 7784.13 <30 Days S-7 18946.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70617.97 Day 50 4194.90 <30 Days A-0-Q 10524.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62449.52 Day 50 1131.21 <30 Days A-1-Q 8752.74 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60192.87 Day 50 8043.30 <30 Days A-2-Q 10236.86 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101697.97 Day 50 9470.19 91-180 Days A-3-Q 13768.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55727.86 Day 50 828.88 <30 Days A-4-Q 4462.41 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36115.53 Day 50 1917.43 91-180 Days A-5-Q 3107.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 75954.04 Day 50 10849.79 30-90 Days CB-1-Q 12648.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53746.80 Day 50 6468.01 91-180 Days CB-2-Q 103.71 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56144.55 Day 50 5656.33 <30 Days S-1-Q 8657.74 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57137.92 Day 50 4825.65 91-180 Days S-2-Q 6739.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43924.64 Day 50 4574.82 30-90 Days S-3-Q 2629.74 No Treasury