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 32791.05 Day 50 34.04 30-90 Days P-2 271.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69440.75 Day 50 4418.76 91-180 Days S-8 12412.90 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107228.47 Day 50 11873.41 91-180 Days Y-1 5420.36 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82900.03 Day 50 10536.14 30-90 Days Y-2 14300.09 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77384.41 Day 50 8939.16 30-90 Days Y-3 13168.45 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67540.79 Day 50 8054.49 30-90 Days Y-4 5061.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106957.19 Day 50 1219.15 30-90 Days Z-1 16827.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2848.85 Day 50 280.02 30-90 Days A-2 430.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42311.01 Day 50 2240.10 <30 Days A-3 6978.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56141.58 Day 50 2276.75 30-90 Days A-4 2610.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24719.50 Day 50 1669.59 <30 Days A-5 2687.87 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82165.20 Day 50 7651.63 91-180 Days CB-1 3503.53 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 33742.71 Day 50 368.50 30-90 Days CB-2 2342.35 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112914.64 Day 50 14995.97 <30 Days CB-3 20786.60 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85965.49 Day 50 5894.05 <30 Days E-1 7595.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48339.97 Day 50 6074.05 Open E-2 6746.70 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 100603.08 Day 50 14473.36 91-180 Days G-1 14417.57 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 28961.15 Day 50 1462.49 <30 Days G-2 1142.56 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57717.57 Day 50 6814.53 Open G-3 8987.77 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80055.33 Day 50 1021.51 Open IG-1 1484.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52078.96 Day 50 3868.00 30-90 Days IG-2 5568.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108906.65 Day 50 6013.66 30-90 Days S-1 1867.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53962.43 Day 50 4146.42 30-90 Days S-2 7745.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58164.39 Day 50 3207.57 91-180 Days S-3 9967.60 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71255.02 Day 50 1581.37 <30 Days S-4 5632.60 Yes Liberty Capital Markets Inc. Risk Management