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 72702.79 83 - 90 Days 3412.73 91-180 Days G-3-Q 8601.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76540.56 83 - 90 Days 4897.75 Open S-5-Q 10057.90 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76411.86 83 - 90 Days 7159.21 30-90 Days S-6-Q 251.35 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13228.74 83 - 90 Days 308.73 30-90 Days S-7-Q 1078.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21310.27 83 - 90 Days 1742.01 <30 Days E-1-Q 497.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63074.90 83 - 90 Days 3007.69 30-90 Days E-2-Q 7739.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94134.32 83 - 90 Days 9636.68 30-90 Days IG-1-Q 14326.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54641.96 83 - 90 Days 7446.35 Open IG-2-Q 8039.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20154.84 83 - 90 Days 1232.57 30-90 Days C-1 357.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104201.85 83 - 90 Days 10071.36 30-90 Days CB-4 1910.45 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108965.53 83 - 90 Days 9806.92 <30 Days E-10 10260.08 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66174.37 83 - 90 Days 3573.76 30-90 Days E-3 6183.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 106876.54 83 - 90 Days 432.11 30-90 Days E-4 15451.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109512.09 83 - 90 Days 15411.63 Open E-5 11748.94 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69332.28 83 - 90 Days 7645.80 Open E-6 96.22 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92135.54 83 - 90 Days 9444.73 30-90 Days E-7 4909.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18534.07 83 - 90 Days 2276.19 30-90 Days E-8 891.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44881.39 83 - 90 Days 5879.71 30-90 Days E-9 1259.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91905.97 83 - 90 Days 12189.92 Open G-4 1744.54 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76688.45 83 - 90 Days 5541.21 91-180 Days IG-3 8492.54 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 9514.77 83 - 90 Days 542.69 91-180 Days IG-4 696.26 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85550.49 83 - 90 Days 6988.94 <30 Days IG-5 15575.94 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35766.11 83 - 90 Days 400.44 <30 Days IG-6 2488.19 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92225.91 83 - 90 Days 11647.24 Open IG-7 15680.07 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101255.34 83 - 90 Days 10615.24 91-180 Days IG-8 9982.86 No Risk Management