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 46211.16 Day 4 7.94 <30 Days L-6 6416.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5169.91 Day 4 157.24 91-180 Days L-7 720.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 80377.53 Day 4 11077.17 Open L-8 14191.46 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85832.28 Day 4 4387.45 Open L-9 13880.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 24323.43 Day 4 1596.14 <30 Days LC-1 554.86 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99238.56 Day 4 10772.38 Open LC-2 5666.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 96980.85 Day 4 2832.66 91-180 Days N-1 16552.08 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 85250.75 Day 4 10014.78 30-90 Days N-2 3272.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 113166.43 Day 4 12920.81 30-90 Days N-3 12886.98 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 102495.48 Day 4 316.24 <30 Days N-4 233.90 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90702.86 Day 4 11347.68 Open N-5 17751.74 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 30672.55 Day 4 3779.02 Open N-6 1127.15 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107194.22 Day 4 3483.55 30-90 Days N-7 4130.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 9550.31 Day 4 1361.21 <30 Days P-1 205.12 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 93419.80 Day 4 2572.57 Open P-2 848.04 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 14731.31 Day 4 336.72 <30 Days S-8 1021.17 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12604.48 Day 4 1739.78 <30 Days Y-1 1787.94 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59423.30 Day 4 7939.43 30-90 Days Y-2 10976.26 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 112690.06 Day 4 706.13 30-90 Days Y-3 3662.74 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 41725.83 Day 4 1490.72 30-90 Days Y-4 7387.39 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47955.11 Day 4 2585.00 30-90 Days Z-1 288.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 75973.70 Day 4 1701.37 <30 Days A-2 671.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45708.44 Day 4 2709.55 91-180 Days A-3 5884.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 28629.51 Day 4 1196.51 91-180 Days A-4 3952.74 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 101615.82 Day 4 5737.49 91-180 Days A-5 15061.15 Yes Liberty Mortgage Services Corp. Legal