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 11935.69 Day 6 1483.76 <30 Days E-1-Q 385.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 10866.99 Day 6 349.31 <30 Days E-2-Q 1622.88 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 48928.73 Day 6 3376.26 <30 Days IG-1-Q 6163.83 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 98385.70 Day 6 5640.47 91-180 Days IG-2-Q 10955.14 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35727.09 Day 6 3129.18 <30 Days C-1 5381.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 42897.03 Day 6 3231.38 91-180 Days CB-4 686.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59335.74 Day 6 2739.04 30-90 Days E-10 6887.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 15707.92 Day 6 1396.30 91-180 Days E-3 922.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36406.87 Day 6 1208.22 30-90 Days E-4 2714.78 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 15851.53 Day 6 1884.11 Open E-5 100.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 112243.90 Day 6 3392.65 30-90 Days E-6 22090.80 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13443.98 Day 6 737.22 <30 Days E-7 68.53 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 85440.23 Day 6 11874.59 <30 Days E-8 5721.31 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 94032.95 Day 6 152.55 Open E-9 11990.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11.61 Day 6 1.58 91-180 Days G-4 0.03 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6916.38 Day 6 897.33 30-90 Days IG-3 1114.10 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 4452.06 Day 6 457.77 30-90 Days IG-4 485.05 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74373.96 Day 6 2746.36 30-90 Days IG-5 14794.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 92836.57 Day 6 5665.85 91-180 Days IG-6 303.24 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45465.07 Day 6 2838.27 <30 Days IG-7 1054.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 26018.80 Day 6 105.55 <30 Days IG-8 227.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38361.01 Day 6 1420.81 <30 Days L-1 3124.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82891.65 Day 6 8089.88 30-90 Days L-10 15130.22 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71469.62 Day 6 8072.47 30-90 Days L-11 7419.20 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 26713.19 Day 6 3733.72 <30 Days L-2 98.06 No Risk Management