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 57366.88 Day 60 2673.23 30-90 Days A-5 3895.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80765.60 Day 60 11193.40 91-180 Days CB-1 7161.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44623.61 Day 60 2266.24 30-90 Days CB-2 1170.93 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90496.55 Day 60 11774.15 91-180 Days CB-3 4360.97 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 91463.20 Day 60 9157.45 <30 Days E-1 16627.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67462.42 Day 60 1175.18 91-180 Days E-2 7175.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93906.25 Day 60 5908.27 30-90 Days G-1 59.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46561.15 Day 60 5262.66 <30 Days G-2 2403.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43294.86 Day 60 1859.10 30-90 Days G-3 4944.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56569.44 Day 60 4898.29 30-90 Days IG-1 118.98 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14581.88 Day 60 544.39 <30 Days IG-2 209.16 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96237.62 Day 60 10935.99 91-180 Days S-1 9241.71 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96753.40 Day 60 725.43 91-180 Days S-2 10406.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14675.85 Day 60 125.48 Open S-3 1023.44 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57618.57 Day 60 2951.87 <30 Days S-4 781.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6461.13 Day 60 827.21 Open S-5 324.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 25158.59 Day 60 3065.80 91-180 Days S-6 5003.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66206.37 Day 60 1909.80 91-180 Days S-7 11350.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61105.34 61 - 67 Days 3046.08 30-90 Days A-0-Q 4982.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2610.60 61 - 67 Days 64.90 <30 Days A-1-Q 61.33 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29548.99 61 - 67 Days 2537.80 30-90 Days A-2-Q 1463.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40824.96 61 - 67 Days 4694.62 Open A-3-Q 2512.93 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53751.63 61 - 67 Days 155.72 <30 Days A-4-Q 1412.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81355.43 61 - 67 Days 3250.37 <30 Days A-5-Q 8919.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26285.29 61 - 67 Days 1906.30 Open CB-1-Q 1044.22 Yes Liberty International Finance Ltd. Legal