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 73974.06 Day 3 6111.93 <30 Days S-4-Q 3327.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 31864.29 Day 3 4090.78 <30 Days CB-3-Q 3591.44 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 54249.16 Day 3 14.66 Open G-1-Q 4875.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 99651.62 Day 3 11799.07 91-180 Days G-2-Q 19700.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 16256.15 Day 3 840.53 Open G-3-Q 695.58 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 7390.72 Day 3 201.48 91-180 Days S-5-Q 982.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 44916.27 Day 3 339.41 30-90 Days S-6-Q 8535.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 16220.80 Day 3 905.19 <30 Days S-7-Q 2836.43 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78753.17 Day 3 7270.65 Open E-1-Q 10884.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 16470.84 Day 3 2167.07 91-180 Days E-2-Q 2637.32 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12034.22 Day 3 1393.23 91-180 Days IG-1-Q 1054.31 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 9136.75 Day 3 974.41 30-90 Days IG-2-Q 1238.03 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 32065.68 Day 3 4615.84 <30 Days C-1 1131.79 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 77909.50 Day 3 10540.55 <30 Days CB-4 12999.63 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 66367.49 Day 3 2548.16 91-180 Days E-10 1923.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89418.37 Day 3 4187.70 Open E-3 12897.06 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78275.25 Day 3 87.87 91-180 Days E-4 10009.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 58925.05 Day 3 4787.35 91-180 Days E-5 8617.42 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 72552.09 Day 3 4679.25 30-90 Days E-6 7746.84 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 98830.79 Day 3 14813.64 91-180 Days E-7 17168.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45623.14 Day 3 5810.03 Open E-8 634.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89813.05 Day 3 7664.35 30-90 Days E-9 1022.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 32892.96 Day 3 2974.75 30-90 Days G-4 6274.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78766.13 Day 3 5469.82 91-180 Days IG-3 11207.80 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 84499.94 Day 3 3748.07 <30 Days IG-4 11912.73 Yes Liberty International Finance Ltd. Risk Management