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 94487.24 Day 59 11689.35 30-90 Days S-4 7813.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56232.11 Day 59 859.06 Open S-5 10298.65 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55377.87 Day 59 4328.16 Open S-6 8449.84 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63368.51 Day 59 185.60 Open S-7 6649.30 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3779.84 Day 60 247.99 91-180 Days A-0-Q 123.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73193.80 Day 60 5181.68 Open A-1-Q 6761.75 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6939.31 Day 60 391.10 91-180 Days A-2-Q 1328.76 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97563.07 Day 60 7868.70 30-90 Days A-3-Q 7566.59 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109845.61 Day 60 13801.44 Open A-4-Q 4141.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43702.61 Day 60 320.91 <30 Days A-5-Q 4907.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21992.98 Day 60 1361.73 <30 Days CB-1-Q 2497.32 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67893.76 Day 60 3227.44 91-180 Days CB-2-Q 10770.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 38521.72 Day 60 46.94 Open S-1-Q 3239.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 4820.54 Day 60 323.52 <30 Days S-2-Q 934.16 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87530.13 Day 60 5092.63 <30 Days S-3-Q 3229.25 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41664.14 Day 60 160.31 30-90 Days S-4-Q 6973.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108127.39 Day 60 11549.60 <30 Days CB-3-Q 14901.79 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 28230.27 Day 60 2820.94 Open G-1-Q 2980.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66763.27 Day 60 3138.14 <30 Days G-2-Q 10774.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77181.41 Day 60 4634.23 91-180 Days G-3-Q 6139.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38067.07 Day 60 4482.94 91-180 Days S-5-Q 5983.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24136.79 Day 60 3184.92 <30 Days S-6-Q 4143.21 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58988.42 Day 60 7371.52 <30 Days S-7-Q 4739.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83845.30 Day 60 8181.95 91-180 Days E-1-Q 9545.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7092.06 Day 60 860.92 30-90 Days E-2-Q 470.68 No Finance