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 96244.85 Perpetual 9366.64 30-90 Days IG-5 16968.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56669.72 Perpetual 5970.21 91-180 Days IG-6 3960.78 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76577.37 Perpetual 4280.82 91-180 Days IG-7 14278.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104600.83 Perpetual 11164.46 Open IG-8 4473.85 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 4907.47 Perpetual 387.39 30-90 Days L-1 102.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53614.42 Perpetual 2345.16 30-90 Days L-10 9814.05 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104533.42 Perpetual 9630.69 91-180 Days L-11 17883.85 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1995.23 Perpetual 159.46 30-90 Days L-2 218.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101067.61 Perpetual 4250.99 91-180 Days L-3 16777.87 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94168.01 Perpetual 4134.74 91-180 Days L-4 6496.71 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95202.60 Perpetual 2955.92 <30 Days L-5 6013.06 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102330.09 Perpetual 12213.27 30-90 Days L-6 15519.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89022.26 Perpetual 7341.54 <30 Days L-7 10234.56 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105274.96 Perpetual 3069.91 <30 Days L-8 4670.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60702.79 Perpetual 8009.30 <30 Days L-9 510.22 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86335.93 Perpetual 12289.75 Open LC-1 6583.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98583.63 Perpetual 1792.91 <30 Days LC-2 1493.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 64934.02 Perpetual 9196.44 91-180 Days N-1 6445.57 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94400.97 Perpetual 12202.88 <30 Days N-2 18574.53 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38859.08 Perpetual 3689.79 Open N-3 3123.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64718.80 Perpetual 3292.17 <30 Days N-4 1809.80 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11196.94 Perpetual 1273.56 <30 Days N-5 302.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80112.93 Perpetual 11780.80 91-180 Days N-6 7360.56 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86310.28 Perpetual 1484.42 <30 Days N-7 16494.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107321.80 Perpetual 12514.58 91-180 Days P-1 18777.08 No Finance