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 Yes 45170.02 Day 57 6574.63 Open N-3 4849.69 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 19546.62 Day 57 1926.98 91-180 Days N-4 813.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 109474.94 Day 57 10159.99 91-180 Days N-5 19167.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 101970.05 Day 57 6210.70 91-180 Days N-6 4571.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 109702.10 Day 57 8619.56 <30 Days N-7 10028.81 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97892.34 Day 57 10787.77 30-90 Days P-1 16431.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107631.08 Day 57 16115.22 30-90 Days P-2 11396.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 63870.74 Day 57 4493.12 <30 Days S-8 7352.40 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 54194.22 Day 57 5699.41 Open Y-1 8602.70 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 25236.92 Day 57 1701.05 91-180 Days Y-2 4623.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 108958.70 Day 57 15449.48 30-90 Days Y-3 15446.61 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 106240.65 Day 57 9885.81 30-90 Days Y-4 8432.88 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82420.11 Day 57 9277.09 91-180 Days Z-1 5374.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 68434.01 Day 57 4678.41 <30 Days A-2 6934.86 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6727.88 Day 57 511.92 91-180 Days A-3 292.50 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 51402.38 Day 57 350.03 91-180 Days A-4 8835.67 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 31552.56 Day 57 590.30 30-90 Days A-5 4872.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 96836.08 Day 57 2296.86 30-90 Days CB-1 2399.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 7961.48 Day 57 577.96 30-90 Days CB-2 1158.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61088.07 Day 57 4361.45 91-180 Days CB-3 1427.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47075.85 Day 57 5510.23 91-180 Days E-1 7555.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 84813.34 Day 57 3020.04 Open E-2 12933.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 112249.38 Day 57 14518.44 <30 Days G-1 12325.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 112387.67 Day 57 10901.55 91-180 Days G-2 14350.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 94629.76 Day 57 8609.54 <30 Days G-3 13628.69 No Finance