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 79381.74 >5 Yr 2539.63 Open Z-1 3353.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 1251.09 >5 Yr 177.33 30-90 Days A-2 35.54 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 82301.24 >5 Yr 10220.05 <30 Days A-3 13310.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103362.38 >5 Yr 7533.39 91-180 Days A-4 13564.21 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 93522.02 >5 Yr 9551.65 30-90 Days A-5 14978.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89193.10 >5 Yr 2767.18 30-90 Days CB-1 7846.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 75210.99 >5 Yr 6584.36 30-90 Days CB-2 9366.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 43428.14 >5 Yr 4166.90 Open CB-3 4587.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 3364.88 >5 Yr 449.24 Open E-1 44.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48307.26 >5 Yr 673.27 30-90 Days E-2 1714.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 57192.39 >5 Yr 7902.04 <30 Days G-1 5207.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 59098.35 >5 Yr 7132.02 30-90 Days G-2 11302.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22976.22 >5 Yr 3192.57 <30 Days G-3 967.63 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99200.47 >5 Yr 4964.92 Open IG-1 3272.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 28597.89 >5 Yr 1539.19 91-180 Days IG-2 1903.90 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74722.04 >5 Yr 2523.87 30-90 Days S-1 5613.18 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 10259.91 >5 Yr 476.19 <30 Days S-2 1057.87 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 25992.89 >5 Yr 89.06 Open S-3 592.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 34459.70 >5 Yr 4774.76 <30 Days S-4 5930.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 62760.23 >5 Yr 4686.01 <30 Days S-5 12211.48 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 87540.69 >5 Yr 2374.15 91-180 Days S-6 6328.44 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 689.35 >5 Yr 47.42 <30 Days S-7 61.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 34004.72 Perpetual 3223.40 91-180 Days A-0-Q 4551.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 86897.09 Perpetual 429.03 91-180 Days A-1-Q 13596.91 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 26060.33 Perpetual 1206.19 Open A-2-Q 3096.34 No Legal