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 109373.01 75 - 82 Days 12939.80 Open N-2 20217.83 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59265.17 75 - 82 Days 550.38 <30 Days N-3 2202.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73254.45 75 - 82 Days 5446.17 <30 Days N-4 8846.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67191.87 75 - 82 Days 4630.06 30-90 Days N-5 1460.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17767.61 75 - 82 Days 1120.76 Open N-6 3445.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111602.24 75 - 82 Days 13163.75 91-180 Days N-7 14570.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76104.38 75 - 82 Days 2193.10 <30 Days P-1 3277.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55960.60 75 - 82 Days 4545.61 30-90 Days P-2 10172.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47252.08 75 - 82 Days 3568.36 91-180 Days S-8 9270.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32197.71 75 - 82 Days 2534.53 30-90 Days Y-1 6224.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45071.91 75 - 82 Days 6043.29 91-180 Days Y-2 4379.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79823.28 75 - 82 Days 2840.01 91-180 Days Y-3 3969.85 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104822.51 75 - 82 Days 4640.12 91-180 Days Y-4 19377.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9298.05 75 - 82 Days 311.39 Open Z-1 670.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30481.38 75 - 82 Days 2792.94 30-90 Days A-2 3840.27 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 14769.92 75 - 82 Days 1422.58 30-90 Days A-3 1396.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82987.67 75 - 82 Days 9222.92 91-180 Days A-4 7387.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60326.71 75 - 82 Days 8321.72 91-180 Days A-5 1753.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47771.02 75 - 82 Days 484.35 30-90 Days CB-1 4408.70 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16651.29 75 - 82 Days 1758.05 30-90 Days CB-2 2841.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40096.98 75 - 82 Days 1337.55 30-90 Days CB-3 3344.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83461.76 75 - 82 Days 4377.76 Open E-1 8198.53 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 104156.83 75 - 82 Days 11895.72 <30 Days E-2 18135.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1884.10 75 - 82 Days 181.17 <30 Days G-1 192.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 33823.14 75 - 82 Days 3610.25 91-180 Days G-2 5863.99 Yes Liberty International Finance Ltd. Finance