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 28534.39 Perpetual 2413.47 <30 Days G-2 3562.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 91255.09 Perpetual 2606.63 <30 Days G-3 2349.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22754.20 Perpetual 2200.28 <30 Days IG-1 1177.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 96565.50 Perpetual 5353.82 30-90 Days IG-2 12086.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5954.14 Perpetual 327.25 <30 Days S-1 838.05 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59188.61 Perpetual 8766.94 Open S-2 4622.59 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 12077.77 Perpetual 506.42 30-90 Days S-3 591.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22046.72 Perpetual 859.18 30-90 Days S-4 2469.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27996.55 Perpetual 1153.29 <30 Days S-5 2733.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2741.72 Perpetual 249.66 91-180 Days S-6 320.36 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 34418.47 Perpetual 3335.32 30-90 Days S-7 782.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 31758.81 Open 2142.55 Open A-0-Q 1218.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8850.39 Open 942.58 Open A-1-Q 361.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 59142.91 Open 7383.76 30-90 Days A-2-Q 1930.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 58517.34 Open 3501.37 Open A-3-Q 902.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112129.72 Open 15880.44 <30 Days A-4-Q 16498.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 110120.46 Open 5994.89 30-90 Days A-5-Q 21303.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 51105.44 Open 741.40 Open CB-1-Q 4763.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73745.63 Open 2178.95 30-90 Days CB-2-Q 4150.65 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 86804.22 Open 2011.79 91-180 Days S-1-Q 4109.44 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 83804.30 Open 9406.16 91-180 Days S-2-Q 2354.98 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 21993.52 Open 383.54 <30 Days S-3-Q 585.31 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 109337.58 Open 3590.70 <30 Days S-4-Q 14874.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 50274.43 Open 6272.63 Open CB-3-Q 6841.48 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 102749.32 Open 8394.78 <30 Days G-1-Q 17107.23 Yes Liberty Capital Markets Inc. Legal