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 66275.33 Perpetual 8488.93 <30 Days E-5 12428.38 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 109209.44 Perpetual 10617.21 30-90 Days E-6 21166.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 19387.77 Perpetual 2870.59 Open E-7 1801.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 81227.72 Perpetual 4998.94 Open E-8 541.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108849.08 Perpetual 7803.96 91-180 Days E-9 17839.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47141.40 Perpetual 6018.87 Open G-4 9291.36 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 75710.07 Perpetual 7890.25 30-90 Days IG-3 1838.23 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 25798.77 Perpetual 795.76 91-180 Days IG-4 2258.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 105519.64 Perpetual 10414.15 <30 Days IG-5 18279.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 107595.71 Perpetual 8398.23 <30 Days IG-6 8315.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 68560.05 Perpetual 5389.87 30-90 Days IG-7 1343.31 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 97054.28 Perpetual 354.70 <30 Days IG-8 14003.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38011.14 Perpetual 3964.53 91-180 Days L-1 4764.83 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 43032.70 Perpetual 450.68 Open L-10 5346.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 87310.97 Perpetual 6158.44 91-180 Days L-11 2749.27 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 73828.69 Perpetual 3132.92 91-180 Days L-2 1704.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36529.92 Perpetual 5267.07 <30 Days L-3 5086.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40734.29 Perpetual 1936.89 91-180 Days L-4 4868.79 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 21293.13 Perpetual 525.87 91-180 Days L-5 1875.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 54241.96 Perpetual 170.42 91-180 Days L-6 2817.69 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84996.83 Perpetual 7686.50 30-90 Days L-7 5841.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 109675.08 Perpetual 519.84 30-90 Days L-8 7577.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74891.68 Perpetual 9825.67 30-90 Days L-9 13916.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 3469.79 Perpetual 50.52 Open LC-1 225.69 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 19240.99 Perpetual 2087.10 91-180 Days LC-2 1928.46 No Treasury