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 47974.29 91 - 120 Days 3241.63 Open E-3 5123.93 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5429.64 91 - 120 Days 219.96 Open E-4 1058.09 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45555.09 91 - 120 Days 6833.11 Open E-5 206.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82546.77 91 - 120 Days 5487.45 <30 Days E-6 10460.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60908.24 91 - 120 Days 8403.98 <30 Days E-7 4618.59 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34575.85 91 - 120 Days 2331.52 <30 Days E-8 3786.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11543.35 91 - 120 Days 1206.20 Open E-9 277.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74967.48 91 - 120 Days 5153.86 Open G-4 2845.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68371.79 91 - 120 Days 8094.18 <30 Days IG-3 12906.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70152.53 91 - 120 Days 6268.52 <30 Days IG-4 2516.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1176.59 91 - 120 Days 2.18 91-180 Days IG-5 182.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61155.23 91 - 120 Days 2691.27 91-180 Days IG-6 2545.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42742.74 91 - 120 Days 4908.67 30-90 Days IG-7 7907.96 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111192.91 91 - 120 Days 6221.34 Open IG-8 455.11 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26511.73 91 - 120 Days 1077.86 Open L-1 3057.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109656.38 91 - 120 Days 11487.80 Open L-10 6816.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39263.64 91 - 120 Days 177.42 91-180 Days L-11 6138.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49138.35 91 - 120 Days 6455.09 30-90 Days L-2 8249.82 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12466.62 91 - 120 Days 1156.49 <30 Days L-3 1718.79 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13360.05 91 - 120 Days 170.83 30-90 Days L-4 951.00 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41071.34 91 - 120 Days 5430.16 91-180 Days L-5 7926.74 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98596.38 91 - 120 Days 9647.28 Open L-6 16134.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86696.48 91 - 120 Days 10798.05 <30 Days L-7 354.84 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74420.26 91 - 120 Days 9797.87 30-90 Days L-8 14539.36 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 4369.86 91 - 120 Days 316.12 <30 Days L-9 787.10 No Risk Management