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 93075.52 61 - 67 Days 12415.05 91-180 Days E-9 6132.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113243.32 61 - 67 Days 5195.06 91-180 Days G-4 4705.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60052.31 61 - 67 Days 5283.44 <30 Days IG-3 3652.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3880.46 61 - 67 Days 134.35 91-180 Days IG-4 74.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21096.18 61 - 67 Days 2928.05 Open IG-5 3891.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26712.13 61 - 67 Days 3818.12 30-90 Days IG-6 368.21 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74657.25 61 - 67 Days 2429.32 <30 Days IG-7 626.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26429.80 61 - 67 Days 2788.33 Open IG-8 2191.77 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35472.51 61 - 67 Days 2940.06 <30 Days L-1 6999.19 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 22811.87 61 - 67 Days 1551.75 30-90 Days L-10 2697.20 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64541.19 61 - 67 Days 7074.22 <30 Days L-11 2940.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96275.16 61 - 67 Days 7762.24 Open L-2 8659.68 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74061.24 61 - 67 Days 4965.83 91-180 Days L-3 9926.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85129.75 61 - 67 Days 668.97 30-90 Days L-4 11088.12 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29352.25 61 - 67 Days 2987.93 30-90 Days L-5 2424.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53996.36 61 - 67 Days 1907.93 91-180 Days L-6 4177.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26959.80 61 - 67 Days 3517.80 Open L-7 239.95 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95873.41 61 - 67 Days 4322.25 91-180 Days L-8 10601.31 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90089.12 61 - 67 Days 11679.44 91-180 Days L-9 17255.65 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3855.05 61 - 67 Days 207.11 30-90 Days LC-1 5.58 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70484.31 61 - 67 Days 12.97 <30 Days LC-2 6432.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 78917.80 61 - 67 Days 7804.36 Open N-1 7188.03 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23086.23 61 - 67 Days 3280.21 <30 Days N-2 2928.43 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 113361.87 61 - 67 Days 6123.22 <30 Days N-3 10821.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48084.54 61 - 67 Days 5387.53 91-180 Days N-4 4678.88 No Finance