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 29217.77 Day 56 2031.49 91-180 Days LC-2 3307.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95434.28 Day 56 12500.95 Open N-1 10462.39 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87634.95 Day 56 8531.49 30-90 Days N-2 15506.50 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63331.15 Day 56 8159.39 91-180 Days N-3 446.17 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99188.23 Day 56 5645.16 Open N-4 7859.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25978.82 Day 56 3268.48 <30 Days N-5 1481.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10993.37 Day 56 323.56 91-180 Days N-6 821.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102650.01 Day 56 1454.69 91-180 Days N-7 7559.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 36147.14 Day 56 4361.91 30-90 Days P-1 6566.99 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75372.60 Day 56 1093.54 91-180 Days P-2 10718.38 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54861.23 Day 56 5731.64 Open S-8 142.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39814.49 Day 56 2576.99 91-180 Days Y-1 3.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84869.09 Day 56 10588.74 Open Y-2 11565.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37387.31 Day 56 218.06 <30 Days Y-3 4598.53 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33115.84 Day 56 2664.29 91-180 Days Y-4 206.53 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77639.07 Day 56 3562.28 91-180 Days Z-1 3336.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99052.13 Day 56 7948.25 91-180 Days A-2 11560.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96747.63 Day 56 4699.64 Open A-3 19269.77 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79660.62 Day 56 10205.42 30-90 Days A-4 12477.65 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62571.18 Day 56 1207.16 30-90 Days A-5 6330.64 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79252.51 Day 56 6458.45 91-180 Days CB-1 890.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50103.94 Day 56 7184.80 30-90 Days CB-2 2457.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24160.54 Day 56 3293.36 91-180 Days CB-3 548.04 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91293.33 Day 56 12425.11 30-90 Days E-1 10155.05 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49998.63 Day 56 6386.79 91-180 Days E-2 5818.04 Yes Liberty International Finance Ltd. Finance