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 107838.99 Day 10 15423.01 91-180 Days G-1-Q 19637.50 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89036.09 Day 10 7929.52 Open G-2-Q 7219.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12732.29 Day 10 634.91 <30 Days G-3-Q 2153.05 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 109624.49 Day 10 13219.49 <30 Days S-5-Q 12184.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 26822.71 Day 10 1683.91 Open S-6-Q 2483.31 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 31215.72 Day 10 3739.20 30-90 Days S-7-Q 4949.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47114.83 Day 10 934.55 30-90 Days E-1-Q 432.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17025.70 Day 10 585.89 Open E-2-Q 3027.57 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62517.61 Day 10 8726.73 30-90 Days IG-1-Q 5809.17 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84232.07 Day 10 10629.03 <30 Days IG-2-Q 5566.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 5634.66 Day 10 521.35 91-180 Days C-1 96.98 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 71820.71 Day 10 4165.07 91-180 Days CB-4 9130.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 65220.52 Day 10 883.59 91-180 Days E-10 7362.26 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 12254.73 Day 10 311.02 Open E-3 1649.62 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 112537.37 Day 10 10842.51 91-180 Days E-4 12872.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100673.76 Day 10 3831.07 30-90 Days E-5 12077.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 102806.25 Day 10 7242.37 91-180 Days E-6 6986.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101314.63 Day 10 9797.63 91-180 Days E-7 9360.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 103647.54 Day 10 4255.56 91-180 Days E-8 743.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 19877.14 Day 10 2019.79 91-180 Days E-9 3927.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 79107.90 Day 10 5580.82 91-180 Days G-4 2897.84 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 69829.26 Day 10 8990.09 30-90 Days IG-3 1478.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 113495.16 Day 10 498.05 91-180 Days IG-4 14913.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 87212.21 Day 10 9998.35 91-180 Days IG-5 14075.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 24149.10 Day 10 1975.61 <30 Days IG-6 1840.52 Yes Liberty Capital Markets Inc. Legal