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 58257.41 Day 10 5618.60 91-180 Days S-7 3680.78 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 42429.22 Day 11 5867.11 <30 Days A-0-Q 5054.55 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 50333.15 Day 11 5984.70 91-180 Days A-1-Q 7274.84 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 9891.05 Day 11 96.74 91-180 Days A-2-Q 1649.55 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 33444.81 Day 11 3067.76 <30 Days A-3-Q 2149.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90717.25 Day 11 718.01 <30 Days A-4-Q 6494.61 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83153.27 Day 11 7931.85 91-180 Days A-5-Q 7432.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11944.27 Day 11 706.22 <30 Days CB-1-Q 2181.49 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 43331.55 Day 11 6429.30 <30 Days CB-2-Q 1418.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11366.57 Day 11 448.06 Open S-1-Q 7.76 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33335.56 Day 11 763.17 30-90 Days S-2-Q 4081.61 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 86214.24 Day 11 1196.99 <30 Days S-3-Q 13517.58 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 101144.96 Day 11 10103.91 Open S-4-Q 17727.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97740.18 Day 11 6464.22 91-180 Days CB-3-Q 16005.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 63878.41 Day 11 6285.14 91-180 Days G-1-Q 7226.24 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 25771.35 Day 11 1684.92 <30 Days G-2-Q 1903.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107012.40 Day 11 1547.59 91-180 Days G-3-Q 18537.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22343.13 Day 11 610.15 <30 Days S-5-Q 505.29 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70231.89 Day 11 570.85 91-180 Days S-6-Q 1874.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 66062.61 Day 11 6538.78 91-180 Days S-7-Q 10314.33 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 112826.07 Day 11 12477.14 30-90 Days E-1-Q 6380.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 51534.35 Day 11 2197.08 <30 Days E-2-Q 6000.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37272.75 Day 11 1221.27 30-90 Days IG-1-Q 42.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82201.13 Day 11 9664.30 <30 Days IG-2-Q 11827.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 39025.67 Day 11 807.74 30-90 Days C-1 5924.52 Yes Liberty Capital Markets Inc. Operations