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 98168.69 Day 58 8910.98 Open CB-4 12375.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3043.21 Day 58 105.57 <30 Days E-10 51.31 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57355.37 Day 58 8006.52 <30 Days E-3 5558.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6309.44 Day 58 207.22 Open E-4 951.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15854.26 Day 58 891.11 91-180 Days E-5 218.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97441.56 Day 58 7560.35 Open E-6 2115.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82323.22 Day 58 4363.09 30-90 Days E-7 14470.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 110378.33 Day 58 6025.57 <30 Days E-8 17515.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97856.08 Day 58 8085.14 91-180 Days E-9 12042.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108350.54 Day 58 12572.39 <30 Days G-4 14839.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62960.70 Day 58 5196.50 30-90 Days IG-3 4632.86 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83657.47 Day 58 7944.79 91-180 Days IG-4 4461.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30322.28 Day 58 1807.28 91-180 Days IG-5 3011.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27986.80 Day 58 2786.13 91-180 Days IG-6 4592.95 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108687.85 Day 58 12486.30 30-90 Days IG-7 19198.29 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57058.09 Day 58 8523.54 Open IG-8 3182.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66968.89 Day 58 9575.36 <30 Days L-1 626.92 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60437.61 Day 58 6339.24 30-90 Days L-10 4442.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74353.70 Day 58 5826.58 91-180 Days L-11 6163.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97710.76 Day 58 3291.57 30-90 Days L-2 6037.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95161.26 Day 58 7704.79 Open L-3 12158.04 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98034.36 Day 58 6816.88 Open L-4 4374.32 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28027.22 Day 58 2683.42 91-180 Days L-5 3520.10 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50741.19 Day 58 4886.66 Open L-6 4230.96 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97407.38 Day 58 7346.24 <30 Days L-7 3864.69 Yes Liberty Wealth Management LLC Operations