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 Central Bank Yes 41634.52 Day 36 212.87 30-90 Days S-3-Q 1674.70 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 59126.79 Day 36 4568.54 <30 Days S-4-Q 9450.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87449.01 Day 36 6454.80 Open CB-3-Q 291.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 108625.17 Day 36 9481.67 30-90 Days G-1-Q 3233.04 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 24579.47 Day 36 3240.41 91-180 Days G-2-Q 4783.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 109579.79 Day 36 15776.12 <30 Days G-3-Q 14065.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 83085.39 Day 36 4813.96 91-180 Days S-5-Q 14623.09 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 13897.57 Day 36 1522.94 91-180 Days S-6-Q 346.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 105710.51 Day 36 3624.22 Open S-7-Q 3314.22 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 103593.86 Day 36 2782.52 91-180 Days E-1-Q 18562.18 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 110221.70 Day 36 6427.21 <30 Days E-2-Q 20590.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 69255.62 Day 36 9541.23 30-90 Days IG-1-Q 4789.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 73143.97 Day 36 750.95 Open IG-2-Q 6585.08 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 21409.51 Day 36 2831.10 30-90 Days C-1 1465.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 110522.20 Day 36 3674.25 Open CB-4 15709.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 75643.54 Day 36 2527.02 30-90 Days E-10 1745.25 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 98363.37 Day 36 4460.89 91-180 Days E-3 17371.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 7704.64 Day 36 817.81 Open E-4 234.33 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 62885.01 Day 36 6347.12 <30 Days E-5 8253.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 106087.20 Day 36 13558.72 <30 Days E-6 7223.66 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 53259.30 Day 36 34.99 30-90 Days E-7 5212.53 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 35733.72 Day 36 4833.34 30-90 Days E-8 3965.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 28477.50 Day 36 1346.58 Open E-9 3004.04 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 5049.68 Day 36 243.04 91-180 Days G-4 227.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73403.46 Day 36 1132.82 30-90 Days IG-3 2723.67 No Risk Management