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 98572.08 Day 57 552.23 <30 Days G-1-Q 13222.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63154.98 Day 57 4254.59 91-180 Days G-2-Q 11899.31 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 112302.02 Day 57 6716.19 30-90 Days G-3-Q 14884.62 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62635.00 Day 57 1922.03 91-180 Days S-5-Q 4970.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80862.12 Day 57 11027.91 91-180 Days S-6-Q 11143.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80616.28 Day 57 11619.00 91-180 Days S-7-Q 9737.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43835.96 Day 57 5582.79 <30 Days E-1-Q 3236.94 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 256.17 Day 57 2.08 Open E-2-Q 23.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49896.04 Day 57 5483.19 30-90 Days IG-1-Q 4187.23 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46269.47 Day 57 6653.34 30-90 Days IG-2-Q 3838.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 14179.33 Day 57 1331.10 <30 Days C-1 788.16 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 100773.28 Day 57 4485.61 91-180 Days CB-4 11516.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30611.04 Day 57 1172.93 30-90 Days E-10 266.81 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56685.29 Day 57 1462.76 91-180 Days E-3 10.13 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99736.98 Day 57 5296.54 30-90 Days E-4 10542.64 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99581.65 Day 57 36.45 30-90 Days E-5 11517.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38550.26 Day 57 3300.26 91-180 Days E-6 6464.88 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11283.07 Day 57 130.01 <30 Days E-7 1066.46 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 23613.78 Day 57 902.66 91-180 Days E-8 3468.40 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90571.97 Day 57 7450.53 30-90 Days E-9 16747.84 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 196.36 Day 57 0.45 Open G-4 28.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4785.82 Day 57 236.14 91-180 Days IG-3 754.35 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1690.25 Day 57 66.49 Open IG-4 51.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87894.86 Day 57 8611.66 30-90 Days IG-5 6454.41 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111950.76 Day 57 14371.23 30-90 Days IG-6 21900.48 No Operations