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 34046.72 >4 Yr <= 5 Yr 4371.39 30-90 Days IG-8 2286.56 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46534.50 >4 Yr <= 5 Yr 6359.02 <30 Days L-1 7452.94 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70896.80 >4 Yr <= 5 Yr 1692.49 <30 Days L-10 2806.11 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 22114.32 >4 Yr <= 5 Yr 2827.40 <30 Days L-11 2378.86 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43175.45 >4 Yr <= 5 Yr 866.94 <30 Days L-2 5297.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 33726.84 >4 Yr <= 5 Yr 704.35 30-90 Days L-3 3595.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74868.54 >4 Yr <= 5 Yr 2172.60 <30 Days L-4 14744.80 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41332.47 >4 Yr <= 5 Yr 2970.82 91-180 Days L-5 3968.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44605.95 >4 Yr <= 5 Yr 2802.83 91-180 Days L-6 3430.07 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45504.37 >4 Yr <= 5 Yr 742.67 30-90 Days L-7 8070.46 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107188.91 >4 Yr <= 5 Yr 13981.41 <30 Days L-8 12500.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64669.34 >4 Yr <= 5 Yr 1852.08 30-90 Days L-9 2737.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45272.43 >4 Yr <= 5 Yr 841.94 Open LC-1 5357.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83755.81 >4 Yr <= 5 Yr 4464.87 30-90 Days LC-2 13149.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13859.12 >4 Yr <= 5 Yr 915.13 Open N-1 2622.57 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111573.05 >4 Yr <= 5 Yr 10073.78 Open N-2 9531.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70756.98 >4 Yr <= 5 Yr 5502.78 30-90 Days N-3 9575.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55871.27 >4 Yr <= 5 Yr 818.27 Open N-4 9006.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 66696.21 >4 Yr <= 5 Yr 2034.66 30-90 Days N-5 5385.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 113196.93 >4 Yr <= 5 Yr 16557.24 Open N-6 6944.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 79981.32 >4 Yr <= 5 Yr 8904.69 <30 Days N-7 13714.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 25191.28 >4 Yr <= 5 Yr 1962.20 <30 Days P-1 3136.12 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93471.22 >4 Yr <= 5 Yr 620.67 <30 Days P-2 1107.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91138.57 >4 Yr <= 5 Yr 2581.84 30-90 Days S-8 13865.01 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47677.91 >4 Yr <= 5 Yr 3562.35 30-90 Days Y-1 3632.65 Yes Liberty Mortgage Services Corp. Treasury