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 18961.48 Day 3 18.50 30-90 Days S-5 607.20 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95131.61 Day 3 13498.00 <30 Days S-6 506.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 31734.79 Day 3 354.07 Open S-7 237.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 63141.48 Day 4 3342.91 30-90 Days A-0-Q 12340.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 91848.74 Day 4 3455.58 91-180 Days A-1-Q 17384.53 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 64355.26 Day 4 2874.64 30-90 Days A-2-Q 5766.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88963.65 Day 4 6396.57 91-180 Days A-3-Q 11434.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74588.98 Day 4 510.27 <30 Days A-4-Q 7220.58 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 109896.68 Day 4 6811.77 <30 Days A-5-Q 6432.07 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 65266.50 Day 4 5613.67 Open CB-1-Q 6773.06 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 23988.23 Day 4 2391.47 30-90 Days CB-2-Q 3989.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 46867.73 Day 4 3546.10 91-180 Days S-1-Q 5883.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2788.27 Day 4 17.57 30-90 Days S-2-Q 533.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85088.63 Day 4 11791.68 Open S-3-Q 5410.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70137.72 Day 4 5447.91 Open S-4-Q 11660.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 10030.10 Day 4 578.05 Open CB-3-Q 506.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 73239.76 Day 4 8768.96 30-90 Days G-1-Q 5444.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68365.47 Day 4 1902.92 Open G-2-Q 8165.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 43405.26 Day 4 6072.82 30-90 Days G-3-Q 1370.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40925.91 Day 4 1972.17 <30 Days S-5-Q 3769.60 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85090.60 Day 4 4419.46 30-90 Days S-6-Q 8853.19 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97881.77 Day 4 9544.55 <30 Days S-7-Q 8730.33 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 42981.53 Day 4 6161.25 Open E-1-Q 291.81 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67824.08 Day 4 4226.47 91-180 Days E-2-Q 12182.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 65644.72 Day 4 7911.77 91-180 Days IG-1-Q 5780.01 Yes Liberty International Finance Ltd. Legal