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 68232.35 Day 6 5232.73 <30 Days A-3 6072.28 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71005.09 Day 6 8578.82 Open A-4 5192.88 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 25994.71 Day 6 3602.68 30-90 Days A-5 1983.79 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56669.60 Day 6 1993.57 91-180 Days CB-1 6414.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 60791.75 Day 6 7799.90 91-180 Days CB-2 10706.21 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 82118.25 Day 6 11473.64 Open CB-3 10624.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 35011.97 Day 6 2842.35 91-180 Days E-1 5511.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 42946.09 Day 6 5709.18 <30 Days E-2 5393.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 92652.29 Day 6 1716.13 91-180 Days G-1 15189.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 89673.35 Day 6 3440.00 30-90 Days G-2 4912.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 21517.69 Day 6 3052.80 30-90 Days G-3 2446.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 18689.38 Day 6 2225.46 91-180 Days IG-1 1454.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 60125.32 Day 6 7664.85 91-180 Days IG-2 2427.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95287.92 Day 6 9928.12 30-90 Days S-1 6403.24 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47939.13 Day 6 1422.27 30-90 Days S-2 1202.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 35180.60 Day 6 2056.41 91-180 Days S-3 2645.54 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 105413.21 Day 6 1969.30 91-180 Days S-4 3089.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17612.23 Day 6 1054.78 91-180 Days S-5 1317.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17011.78 Day 6 2337.38 30-90 Days S-6 954.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 29139.98 Day 6 4339.25 Open S-7 1005.24 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95745.65 Day 7 7477.67 30-90 Days A-0-Q 10033.68 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91968.52 Day 7 1810.96 Open A-1-Q 2540.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 10187.98 Day 7 790.57 30-90 Days A-2-Q 992.10 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 20220.46 Day 7 931.03 91-180 Days A-3-Q 2444.68 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 94817.42 Day 7 12122.06 Open A-4-Q 8675.88 No Treasury