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 75300.77 Day 52 10264.69 30-90 Days S-2 13810.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 112653.02 Day 52 3596.82 30-90 Days S-3 18478.25 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47753.08 Day 52 2262.44 <30 Days S-4 8952.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103369.31 Day 52 11203.13 Open S-5 8208.15 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106659.05 Day 52 15020.52 91-180 Days S-6 5062.16 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65185.21 Day 52 421.49 <30 Days S-7 5635.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97522.13 Day 53 11241.61 91-180 Days A-0-Q 332.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91513.13 Day 53 5526.70 91-180 Days A-1-Q 6188.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 112348.06 Day 53 519.71 <30 Days A-2-Q 20531.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38999.93 Day 53 5304.30 <30 Days A-3-Q 532.30 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53935.54 Day 53 3221.17 91-180 Days A-4-Q 1993.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40221.00 Day 53 4702.52 91-180 Days A-5-Q 2584.65 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84084.47 Day 53 8403.49 <30 Days CB-1-Q 3752.08 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82733.36 Day 53 9694.88 91-180 Days CB-2-Q 4674.50 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17109.71 Day 53 2523.22 30-90 Days S-1-Q 2743.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71478.55 Day 53 7519.38 30-90 Days S-2-Q 11643.47 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89268.23 Day 53 4366.31 <30 Days S-3-Q 16753.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21521.23 Day 53 2675.17 30-90 Days S-4-Q 892.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84068.19 Day 53 6315.37 30-90 Days CB-3-Q 11104.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26685.22 Day 53 3438.59 Open G-1-Q 1781.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14210.44 Day 53 360.30 91-180 Days G-2-Q 215.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51054.40 Day 53 7342.63 30-90 Days G-3-Q 2863.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17510.63 Day 53 252.85 Open S-5-Q 678.94 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87152.83 Day 53 7051.54 Open S-6-Q 17302.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71368.09 Day 53 9670.76 30-90 Days S-7-Q 1809.85 Yes Liberty Wealth Management LLC Treasury