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 37553.16 121 - 150 Days 1330.19 91-180 Days S-6 3690.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60877.88 121 - 150 Days 8983.29 30-90 Days S-7 9282.04 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93295.75 151 - 179 Days 1648.75 30-90 Days A-0-Q 12663.64 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54289.87 151 - 179 Days 6795.91 <30 Days A-1-Q 2706.23 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8197.08 151 - 179 Days 1116.49 91-180 Days A-2-Q 490.93 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66730.70 151 - 179 Days 3808.27 91-180 Days A-3-Q 5336.22 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102731.62 151 - 179 Days 2484.10 91-180 Days A-4-Q 90.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109005.41 151 - 179 Days 5224.84 30-90 Days A-5-Q 8639.67 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74620.84 151 - 179 Days 6881.55 Open CB-1-Q 13608.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63944.99 151 - 179 Days 3242.82 Open CB-2-Q 1645.84 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87457.20 151 - 179 Days 11815.09 Open S-1-Q 11399.58 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51995.25 151 - 179 Days 835.84 91-180 Days S-2-Q 9945.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 28127.31 151 - 179 Days 1803.54 <30 Days S-3-Q 80.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 36612.26 151 - 179 Days 1983.40 30-90 Days S-4-Q 1005.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61946.01 151 - 179 Days 9195.81 30-90 Days CB-3-Q 9266.01 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101154.70 151 - 179 Days 9318.52 30-90 Days G-1-Q 9603.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52379.50 151 - 179 Days 4331.74 30-90 Days G-2-Q 1906.74 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109521.65 151 - 179 Days 9678.88 30-90 Days G-3-Q 4852.75 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49220.49 151 - 179 Days 6196.72 30-90 Days S-5-Q 9125.58 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10752.04 151 - 179 Days 1422.58 30-90 Days S-6-Q 1978.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68361.63 151 - 179 Days 4117.02 Open S-7-Q 9371.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31929.72 151 - 179 Days 3622.60 91-180 Days E-1-Q 5250.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101015.41 151 - 179 Days 4450.79 <30 Days E-2-Q 7400.02 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10388.22 151 - 179 Days 1384.62 30-90 Days IG-1-Q 1740.09 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90857.65 151 - 179 Days 12756.06 91-180 Days IG-2-Q 13967.69 Yes Liberty Wealth Management LLC Legal