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 87109.63 Day 51 3751.20 <30 Days IG-2-Q 7451.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 15590.30 Day 51 2234.96 Open C-1 3069.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61635.33 Day 51 3973.41 Open CB-4 2500.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43655.64 Day 51 1369.62 30-90 Days E-10 8230.28 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94623.13 Day 51 12465.75 Open E-3 18694.44 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64028.93 Day 51 988.24 91-180 Days E-4 6444.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42635.52 Day 51 270.34 30-90 Days E-5 2902.86 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108899.41 Day 51 4957.98 Open E-6 17520.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108639.14 Day 51 12082.39 <30 Days E-7 3895.68 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 101711.27 Day 51 12386.60 30-90 Days E-8 15648.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92999.22 Day 51 4594.49 91-180 Days E-9 12556.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46036.72 Day 51 6893.41 Open G-4 7997.99 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67066.90 Day 51 9616.09 91-180 Days IG-3 2915.34 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105940.06 Day 51 10898.14 30-90 Days IG-4 536.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25841.47 Day 51 3093.82 30-90 Days IG-5 2999.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70888.60 Day 51 5521.76 91-180 Days IG-6 12646.19 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13381.35 Day 51 974.89 <30 Days IG-7 1908.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77848.79 Day 51 4638.29 91-180 Days IG-8 2936.61 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65776.49 Day 51 5617.09 91-180 Days L-1 6927.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82907.67 Day 51 10550.07 30-90 Days L-10 9105.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56164.60 Day 51 234.51 Open L-11 10507.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19072.10 Day 51 298.31 <30 Days L-2 175.87 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95443.76 Day 51 413.22 Open L-3 17227.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74817.10 Day 51 6772.66 Open L-4 10814.93 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17413.46 Day 51 2396.23 30-90 Days L-5 148.02 No Treasury