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 51274.61 91 - 120 Days 3701.60 91-180 Days A-1-Q 9172.30 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77948.78 91 - 120 Days 271.32 Open A-2-Q 6035.07 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 80005.61 91 - 120 Days 7425.85 91-180 Days A-3-Q 11947.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 112569.58 91 - 120 Days 12753.84 91-180 Days A-4-Q 5290.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3558.32 91 - 120 Days 460.20 <30 Days A-5-Q 218.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81033.42 91 - 120 Days 5127.20 <30 Days CB-1-Q 2554.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 36509.77 91 - 120 Days 1497.72 30-90 Days CB-2-Q 4457.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20341.90 91 - 120 Days 627.09 30-90 Days S-1-Q 845.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77294.18 91 - 120 Days 470.53 30-90 Days S-2-Q 5312.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29915.72 91 - 120 Days 4221.65 30-90 Days S-3-Q 765.21 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 10506.20 91 - 120 Days 523.47 Open S-4-Q 2049.98 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51029.99 91 - 120 Days 2095.29 91-180 Days CB-3-Q 9178.25 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10949.23 91 - 120 Days 10.73 Open G-1-Q 2142.63 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72813.24 91 - 120 Days 8212.95 <30 Days G-2-Q 9795.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 768.23 91 - 120 Days 52.02 Open G-3-Q 119.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 16965.93 91 - 120 Days 2245.16 Open S-5-Q 2438.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49490.98 91 - 120 Days 6523.46 30-90 Days S-6-Q 4190.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102244.59 91 - 120 Days 363.05 Open S-7-Q 14899.56 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98221.95 91 - 120 Days 9472.31 Open E-1-Q 6648.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19961.71 91 - 120 Days 1333.43 <30 Days E-2-Q 433.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43146.97 91 - 120 Days 2590.70 Open IG-1-Q 173.22 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82449.87 91 - 120 Days 6581.24 <30 Days IG-2-Q 2002.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74145.06 91 - 120 Days 8842.05 30-90 Days C-1 7103.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102789.18 91 - 120 Days 5452.89 <30 Days CB-4 4709.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18226.91 91 - 120 Days 312.06 91-180 Days E-10 2927.15 No Finance