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 37921.61 >5 Yr 4322.28 Open S-6-Q 4545.74 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6311.59 >5 Yr 84.94 91-180 Days S-7-Q 991.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 22832.06 >5 Yr 1693.00 30-90 Days E-1-Q 1601.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 25907.67 >5 Yr 360.14 Open E-2-Q 2663.51 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 23187.43 >5 Yr 2286.80 30-90 Days IG-1-Q 3838.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 66213.25 >5 Yr 6592.14 91-180 Days IG-2-Q 1951.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48647.23 >5 Yr 570.67 91-180 Days C-1 2901.37 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27496.71 >5 Yr 3988.91 30-90 Days CB-4 3582.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 10885.72 >5 Yr 1312.49 <30 Days E-10 1306.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78756.60 >5 Yr 2628.59 91-180 Days E-3 11761.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5800.72 >5 Yr 863.60 30-90 Days E-4 965.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107255.72 >5 Yr 14689.95 Open E-5 5240.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108008.40 >5 Yr 8878.55 <30 Days E-6 11213.33 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10219.04 >5 Yr 715.74 Open E-7 202.76 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 21127.61 >5 Yr 2711.96 Open E-8 3862.25 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 29231.33 >5 Yr 1350.87 30-90 Days E-9 1143.79 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68723.16 >5 Yr 1758.00 <30 Days G-4 447.59 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27399.81 >5 Yr 1017.56 91-180 Days IG-3 1292.77 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 430.39 >5 Yr 42.74 30-90 Days IG-4 37.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 90257.72 >5 Yr 13515.67 Open IG-5 9816.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 15918.96 >5 Yr 1075.68 91-180 Days IG-6 1908.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99968.56 >5 Yr 4264.64 <30 Days IG-7 15705.08 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38207.42 >5 Yr 4970.37 <30 Days IG-8 2881.98 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 112196.01 >5 Yr 2121.07 <30 Days L-1 10771.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38290.02 >5 Yr 1150.11 30-90 Days L-10 126.81 Yes Liberty Capital Markets Inc. Legal