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 21603.80 Day 52 747.12 30-90 Days G-4 3792.05 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52932.62 Day 52 6585.18 30-90 Days IG-3 5390.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5933.36 Day 52 461.31 30-90 Days IG-4 70.62 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21016.24 Day 52 2517.53 Open IG-5 2796.34 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71125.00 Day 52 6582.62 Open IG-6 1631.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77166.18 Day 52 8945.01 30-90 Days IG-7 15185.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60779.06 Day 52 101.57 30-90 Days IG-8 9079.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74582.61 Day 52 6645.53 <30 Days L-1 6190.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65799.07 Day 52 4960.78 <30 Days L-10 3892.61 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97199.20 Day 52 3280.39 30-90 Days L-11 17195.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74250.67 Day 52 3654.74 30-90 Days L-2 10608.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38759.03 Day 52 859.99 Open L-3 3964.53 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3470.99 Day 52 239.82 Open L-4 672.56 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 112185.61 Day 52 4179.07 91-180 Days L-5 6481.54 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27.09 Day 52 2.28 91-180 Days L-6 2.05 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72923.97 Day 52 5245.28 30-90 Days L-7 4884.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31445.51 Day 52 512.96 <30 Days L-8 6.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85311.72 Day 52 950.37 Open L-9 14653.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62943.01 Day 52 2188.98 Open LC-1 7155.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84818.46 Day 52 6572.61 Open LC-2 12896.01 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29192.56 Day 52 1053.91 91-180 Days N-1 4659.96 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83463.56 Day 52 484.96 91-180 Days N-2 15613.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49621.06 Day 52 3429.75 <30 Days N-3 9765.14 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56624.53 Day 52 4565.52 <30 Days N-4 1596.02 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54529.37 Day 52 5556.24 30-90 Days N-5 3553.70 Yes Liberty Capital Markets Inc. Finance