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 45226.54 Day 52 749.93 91-180 Days N-6 1522.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23973.03 Day 52 2788.22 Open N-7 2525.67 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5770.54 Day 52 454.04 91-180 Days P-1 960.25 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2691.22 Day 52 255.76 <30 Days P-2 331.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 4630.09 Day 52 442.99 91-180 Days S-8 586.70 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92814.18 Day 52 12421.58 91-180 Days Y-1 9929.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91349.82 Day 52 521.05 Open Y-2 5957.12 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 37191.68 Day 52 563.04 91-180 Days Y-3 6299.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81659.75 Day 52 6533.99 30-90 Days Y-4 14899.57 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57114.93 Day 52 390.30 Open Z-1 2852.37 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98196.65 Day 52 1928.01 30-90 Days A-2 15146.17 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67193.67 Day 52 1324.55 30-90 Days A-3 5627.88 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66112.81 Day 52 6573.39 <30 Days A-4 9965.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108186.68 Day 52 1039.06 <30 Days A-5 3561.35 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86942.87 Day 52 7277.36 Open CB-1 6066.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38434.73 Day 52 4676.53 91-180 Days CB-2 558.43 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4964.60 Day 52 356.45 <30 Days CB-3 981.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90866.59 Day 52 451.43 91-180 Days E-1 747.76 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2817.81 Day 52 273.59 30-90 Days E-2 304.72 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59018.00 Day 52 4838.63 Open G-1 4547.51 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52060.06 Day 52 6664.55 <30 Days G-2 9117.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54133.34 Day 52 2328.04 Open G-3 128.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50724.97 Day 52 6027.08 91-180 Days IG-1 4613.88 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75784.03 Day 52 2185.21 Open IG-2 10129.94 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60644.17 Day 52 7112.02 30-90 Days S-1 803.90 Yes Liberty Capital Markets Inc. Legal