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 61123.38 Day 54 5952.69 <30 Days A-5-Q 2695.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7562.38 Day 54 593.80 Open CB-1-Q 298.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92783.78 Day 54 10470.14 <30 Days CB-2-Q 3872.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48623.07 Day 54 3877.84 30-90 Days S-1-Q 8386.80 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60960.49 Day 54 380.52 Open S-2-Q 2574.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69174.30 Day 54 1051.83 30-90 Days S-3-Q 5953.94 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15504.01 Day 54 1164.54 30-90 Days S-4-Q 1907.39 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26546.66 Day 54 2036.30 Open CB-3-Q 578.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23863.48 Day 54 74.12 <30 Days G-1-Q 231.20 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72041.07 Day 54 2973.21 <30 Days G-2-Q 6397.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104082.84 Day 54 5551.53 30-90 Days G-3-Q 18170.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48361.64 Day 54 4802.62 Open S-5-Q 7369.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97845.86 Day 54 9965.45 30-90 Days S-6-Q 10752.42 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113338.71 Day 54 14479.46 91-180 Days S-7-Q 18617.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61204.34 Day 54 2618.38 30-90 Days E-1-Q 11323.73 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 100276.62 Day 54 14194.43 <30 Days E-2-Q 9487.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71881.74 Day 54 7105.55 <30 Days IG-1-Q 2866.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63117.32 Day 54 3694.95 91-180 Days IG-2-Q 4253.46 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93920.26 Day 54 1688.08 30-90 Days C-1 12295.55 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71574.56 Day 54 9551.00 30-90 Days CB-4 8784.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83300.87 Day 54 8509.51 30-90 Days E-10 7871.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111755.22 Day 54 664.22 30-90 Days E-3 15859.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67434.55 Day 54 6281.90 Open E-4 609.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107392.86 Day 54 6071.45 30-90 Days E-5 16598.77 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94187.48 Day 54 8059.60 30-90 Days E-6 6301.52 Yes Liberty Wealth Management LLC Treasury