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 71625.90 Day 7 263.59 Open IG-1 5460.00 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97603.86 Day 7 8816.73 <30 Days IG-2 10461.34 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48597.68 Day 7 5743.87 91-180 Days S-1 98.87 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90333.72 Day 7 9318.05 30-90 Days S-2 6229.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 18263.02 Day 7 852.30 <30 Days S-3 3587.86 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5164.12 Day 7 502.38 <30 Days S-4 688.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 14235.23 Day 7 1789.87 91-180 Days S-5 2274.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2574.02 Day 7 304.81 <30 Days S-6 240.90 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53578.46 Day 7 1668.46 30-90 Days S-7 541.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53581.60 Day 8 1688.44 30-90 Days A-0-Q 6620.66 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 6453.47 Day 8 141.83 Open A-1-Q 104.75 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 72514.60 Day 8 9454.26 30-90 Days A-2-Q 6461.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6957.77 Day 8 998.98 91-180 Days A-3-Q 1091.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 106494.66 Day 8 12346.16 30-90 Days A-4-Q 4343.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 20870.97 Day 8 725.27 <30 Days A-5-Q 830.95 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61837.34 Day 8 483.26 Open CB-1-Q 4565.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 51940.57 Day 8 1730.49 <30 Days CB-2-Q 2215.96 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53467.98 Day 8 2207.32 30-90 Days S-1-Q 7845.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52857.60 Day 8 3717.78 30-90 Days S-2-Q 3163.57 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76639.07 Day 8 817.08 30-90 Days S-3-Q 7668.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22175.94 Day 8 1882.45 30-90 Days S-4-Q 3186.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77006.24 Day 8 7544.83 <30 Days CB-3-Q 5268.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 93317.94 Day 8 12591.12 <30 Days G-1-Q 10942.89 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36803.39 Day 8 4752.84 30-90 Days G-2-Q 6415.00 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71724.12 Day 8 7256.76 <30 Days G-3-Q 6625.98 Yes Liberty Wealth Management LLC Operations