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 59864.09 Perpetual 3889.93 30-90 Days S-5 2413.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 50913.19 Perpetual 2304.76 30-90 Days S-6 2267.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81209.38 Perpetual 6595.91 Open S-7 8688.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14864.91 Open 707.45 <30 Days A-0-Q 2389.12 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32185.86 Open 654.69 Open A-1-Q 2426.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63521.26 Open 609.85 91-180 Days A-2-Q 6404.97 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33173.34 Open 1618.56 91-180 Days A-3-Q 1831.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41247.50 Open 5036.83 91-180 Days A-4-Q 3474.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110622.15 Open 3018.35 91-180 Days A-5-Q 7553.00 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6288.02 Open 397.62 30-90 Days CB-1-Q 298.63 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109277.63 Open 1635.43 <30 Days CB-2-Q 14148.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102297.68 Open 6297.70 30-90 Days S-1-Q 3580.45 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13311.78 Open 802.58 91-180 Days S-2-Q 623.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93434.37 Open 1883.72 91-180 Days S-3-Q 7293.76 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70843.97 Open 4458.70 <30 Days S-4-Q 10527.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19411.23 Open 2286.54 <30 Days CB-3-Q 1504.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41562.36 Open 2289.66 91-180 Days G-1-Q 4649.25 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107009.10 Open 9113.37 91-180 Days G-2-Q 5434.32 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99024.00 Open 13906.17 91-180 Days G-3-Q 13675.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66799.14 Open 3571.56 30-90 Days S-5-Q 10950.17 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54684.38 Open 5421.47 Open S-6-Q 5456.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81780.68 Open 11456.99 30-90 Days S-7-Q 7526.10 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 59300.59 Open 2726.99 <30 Days E-1-Q 1709.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94279.69 Open 8721.29 <30 Days E-2-Q 17027.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42994.20 Open 2586.61 Open IG-1-Q 2345.01 Yes Liberty Wealth Management LLC Operations