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 76205.55 68 - 74 Days 7335.61 91-180 Days S-7-Q 13251.76 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98238.37 68 - 74 Days 8931.51 91-180 Days E-1-Q 16786.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79763.24 68 - 74 Days 9348.50 91-180 Days E-2-Q 6696.10 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9509.20 68 - 74 Days 1087.29 91-180 Days IG-1-Q 1261.28 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18873.15 68 - 74 Days 2672.17 <30 Days IG-2-Q 1070.17 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1278.71 68 - 74 Days 60.37 <30 Days C-1 252.85 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21164.17 68 - 74 Days 1112.94 30-90 Days CB-4 2220.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 104015.93 68 - 74 Days 496.39 30-90 Days E-10 19578.00 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55589.75 68 - 74 Days 5614.51 <30 Days E-3 10842.35 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15771.95 68 - 74 Days 315.60 Open E-4 2047.00 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50360.93 68 - 74 Days 1000.98 30-90 Days E-5 3751.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72441.86 68 - 74 Days 1084.81 Open E-6 2971.84 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24452.68 68 - 74 Days 2522.17 91-180 Days E-7 482.13 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44152.36 68 - 74 Days 3604.44 Open E-8 375.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24612.68 68 - 74 Days 2289.98 Open E-9 772.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 50076.61 68 - 74 Days 472.00 Open G-4 4929.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10980.97 68 - 74 Days 1127.79 91-180 Days IG-3 1139.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 101845.86 68 - 74 Days 1848.30 30-90 Days IG-4 17971.07 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40868.24 68 - 74 Days 3360.16 Open IG-5 6622.99 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9293.04 68 - 74 Days 429.18 30-90 Days IG-6 798.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 33248.27 68 - 74 Days 3583.07 Open IG-7 4289.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110932.56 68 - 74 Days 9613.05 <30 Days IG-8 10707.33 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104630.41 68 - 74 Days 15464.19 <30 Days L-1 11857.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40355.55 68 - 74 Days 2744.63 91-180 Days L-10 6554.69 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29342.04 68 - 74 Days 3858.36 <30 Days L-11 4342.23 Yes Liberty International Finance Ltd. Legal