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 63736.75 Day 57 5255.89 Open IG-7 12217.57 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95048.45 Day 57 4371.07 <30 Days IG-8 16759.95 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24597.18 Day 57 2.93 Open L-1 2165.11 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106710.94 Day 57 15107.86 91-180 Days L-10 17919.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77136.26 Day 57 1114.48 30-90 Days L-11 8215.89 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32407.30 Day 57 1811.42 Open L-2 4088.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76658.57 Day 57 2344.51 Open L-3 2440.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73398.74 Day 57 2528.27 <30 Days L-4 10788.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 36025.63 Day 57 1683.49 91-180 Days L-5 285.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42394.83 Day 57 3930.03 Open L-6 3475.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22199.50 Day 57 1198.51 30-90 Days L-7 4186.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37249.16 Day 57 3619.36 91-180 Days L-8 4339.73 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112881.70 Day 57 656.94 Open L-9 3013.70 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95575.40 Day 57 2062.21 91-180 Days LC-1 10661.88 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46077.02 Day 57 1546.28 Open LC-2 6370.08 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50953.94 Day 57 4199.81 <30 Days N-1 2973.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49789.77 Day 57 6997.54 Open N-2 7225.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29036.12 Day 57 891.34 91-180 Days N-3 4101.95 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23367.52 Day 57 1817.58 30-90 Days N-4 9.51 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58886.03 Day 57 7752.82 30-90 Days N-5 4959.50 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66652.02 Day 57 5330.70 91-180 Days N-6 10157.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5683.86 Day 57 18.36 91-180 Days N-7 537.28 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102418.02 Day 57 12157.85 Open P-1 19161.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81069.29 Day 57 9417.14 91-180 Days P-2 14598.70 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83096.25 Day 57 7059.80 91-180 Days S-8 8846.54 No Finance