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 36778.87 Day 11 1506.76 91-180 Days CB-3 4410.90 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 98214.91 Day 11 13003.79 Open E-1 15856.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 8029.47 Day 11 274.39 30-90 Days E-2 1414.91 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74854.92 Day 11 10739.31 91-180 Days G-1 5584.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 3029.90 Day 11 443.73 91-180 Days G-2 399.68 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 96523.07 Day 11 12356.38 Open G-3 1496.15 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68222.61 Day 11 8923.64 91-180 Days IG-1 8060.09 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6572.88 Day 11 690.44 91-180 Days IG-2 102.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49205.90 Day 11 2432.55 30-90 Days S-1 6543.81 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 20823.96 Day 11 2569.61 30-90 Days S-2 2040.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94506.45 Day 11 12616.98 30-90 Days S-3 5690.90 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 92679.27 Day 11 1400.45 Open S-4 4404.48 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 101802.80 Day 11 8755.54 91-180 Days S-5 11371.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10888.54 Day 11 1445.78 <30 Days S-6 1936.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 30570.03 Day 11 2433.67 30-90 Days S-7 1851.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37999.15 Day 12 3935.09 91-180 Days A-0-Q 5138.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 82668.47 Day 12 3805.94 Open A-1-Q 1563.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 19744.78 Day 12 2599.55 30-90 Days A-2-Q 665.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 109286.42 Day 12 15239.23 Open A-3-Q 17110.24 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 63004.18 Day 12 6073.97 30-90 Days A-4-Q 4910.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 97737.03 Day 12 8956.57 91-180 Days A-5-Q 6023.12 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 65628.91 Day 12 3703.43 30-90 Days CB-1-Q 11212.55 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 96724.52 Day 12 1341.38 Open CB-2-Q 15415.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36174.64 Day 12 2903.08 Open S-1-Q 3629.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45679.20 Day 12 798.92 30-90 Days S-2-Q 4566.96 No Treasury