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 68399.58 Day 4 8593.53 Open CB-1 12878.58 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 5581.79 Day 4 79.87 30-90 Days CB-2 741.79 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 110329.58 Day 4 14543.61 Open CB-3 8155.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11111.32 Day 4 145.50 Open E-1 1864.16 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95987.05 Day 4 6028.68 30-90 Days E-2 15876.71 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 106014.63 Day 4 5940.44 30-90 Days G-1 54.22 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103641.34 Day 4 794.32 Open G-2 5788.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 43472.28 Day 4 2736.99 30-90 Days G-3 6399.88 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 81797.78 Day 4 8902.09 <30 Days IG-1 15289.13 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 86745.67 Day 4 5650.84 30-90 Days IG-2 2059.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 31903.12 Day 4 2390.84 Open S-1 1588.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 108616.48 Day 4 15868.97 <30 Days S-2 2488.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 104671.82 Day 4 13907.47 91-180 Days S-3 14404.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70207.91 Day 4 7842.15 30-90 Days S-4 940.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38374.92 Day 4 4677.86 91-180 Days S-5 2693.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 68907.14 Day 4 4627.39 Open S-6 9455.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89180.25 Day 4 10996.30 Open S-7 11312.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82335.82 Day 5 1868.10 30-90 Days A-0-Q 3483.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 14130.68 Day 5 1269.45 91-180 Days A-1-Q 2672.41 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 33728.93 Day 5 584.83 30-90 Days A-2-Q 543.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78611.04 Day 5 6186.44 91-180 Days A-3-Q 4280.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 35786.45 Day 5 899.06 <30 Days A-4-Q 1169.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 19588.00 Day 5 1495.05 30-90 Days A-5-Q 3528.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108120.77 Day 5 15211.97 91-180 Days CB-1-Q 7235.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 15927.10 Day 5 337.50 Open CB-2-Q 1425.33 No Treasury