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 Sovereign No 82217.10 Day 52 8569.23 30-90 Days A-0-Q 5810.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 102027.58 Day 52 1969.73 <30 Days A-1-Q 2871.76 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 42861.98 Day 52 5167.06 Open A-2-Q 1648.28 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 112322.27 Day 52 6431.24 91-180 Days A-3-Q 13665.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107511.24 Day 52 2287.23 30-90 Days A-4-Q 9513.89 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20322.70 Day 52 2985.83 <30 Days A-5-Q 847.24 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 28607.26 Day 52 3051.55 <30 Days CB-1-Q 2419.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 93238.59 Day 52 5287.62 <30 Days CB-2-Q 11208.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 93443.24 Day 52 6821.20 <30 Days S-1-Q 5195.54 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 60574.92 Day 52 1329.22 30-90 Days S-2-Q 2041.69 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62747.08 Day 52 8683.17 <30 Days S-3-Q 9654.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32163.89 Day 52 510.26 91-180 Days S-4-Q 6062.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 94798.99 Day 52 13588.33 <30 Days CB-3-Q 833.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 54963.41 Day 52 5995.68 <30 Days G-1-Q 2003.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47230.08 Day 52 4024.42 91-180 Days G-2-Q 6111.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2059.24 Day 52 269.32 <30 Days G-3-Q 181.21 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45197.65 Day 52 4477.22 91-180 Days S-5-Q 7811.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 39121.72 Day 52 1607.76 30-90 Days S-6-Q 5330.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 80025.70 Day 52 9773.80 <30 Days S-7-Q 360.78 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47595.70 Day 52 6018.84 Open E-1-Q 1726.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95557.23 Day 52 315.54 <30 Days E-2-Q 4610.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 68236.93 Day 52 3487.37 30-90 Days IG-1-Q 11156.12 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 100242.77 Day 52 13977.59 <30 Days IG-2-Q 14171.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101618.95 Day 52 3878.31 91-180 Days C-1 13874.24 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 8252.64 Day 52 885.42 91-180 Days CB-4 526.44 No Operations