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 28809.95 75 - 82 Days 2380.94 Open A-4-Q 498.19 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27056.80 75 - 82 Days 384.75 30-90 Days A-5-Q 175.44 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 75486.92 75 - 82 Days 3318.83 30-90 Days CB-1-Q 2699.79 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111473.01 75 - 82 Days 8698.51 <30 Days CB-2-Q 17540.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15690.11 75 - 82 Days 331.52 30-90 Days S-1-Q 1746.29 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99266.32 75 - 82 Days 12321.72 Open S-2-Q 13093.17 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56639.86 75 - 82 Days 4640.26 Open S-3-Q 7722.47 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75356.56 75 - 82 Days 5819.54 30-90 Days S-4-Q 3716.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50299.49 75 - 82 Days 5919.47 <30 Days CB-3-Q 6897.02 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86199.12 75 - 82 Days 1043.34 <30 Days G-1-Q 3772.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 44406.18 75 - 82 Days 1940.71 Open G-2-Q 7421.08 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107852.55 75 - 82 Days 6137.03 Open G-3-Q 7283.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53859.73 75 - 82 Days 5497.88 Open S-5-Q 8683.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36241.08 75 - 82 Days 1828.23 30-90 Days S-6-Q 2600.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16427.44 75 - 82 Days 1867.75 Open S-7-Q 1903.51 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39119.54 75 - 82 Days 104.84 91-180 Days E-1-Q 261.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5073.95 75 - 82 Days 617.23 30-90 Days E-2-Q 526.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69179.11 75 - 82 Days 8959.96 30-90 Days IG-1-Q 12174.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 28401.08 75 - 82 Days 2498.61 91-180 Days IG-2-Q 128.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51108.03 75 - 82 Days 2960.75 91-180 Days C-1 485.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74160.86 75 - 82 Days 7751.37 <30 Days CB-4 9663.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105838.55 75 - 82 Days 7437.52 91-180 Days E-10 20802.01 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73284.27 75 - 82 Days 779.22 Open E-3 11091.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 17197.83 75 - 82 Days 2338.51 <30 Days E-4 3278.63 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66769.78 75 - 82 Days 8557.87 Open E-5 1456.02 No Risk Management