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 42222.88 Day 15 4439.52 Open S-7-Q 5043.32 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97124.39 Day 15 1557.28 Open E-1-Q 16682.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85653.34 Day 15 8338.92 91-180 Days E-2-Q 9913.78 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 23741.60 Day 15 987.36 Open IG-1-Q 4063.56 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 50354.80 Day 15 2908.26 91-180 Days IG-2-Q 4915.49 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 106785.04 Day 15 11998.07 30-90 Days C-1 18240.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 16090.84 Day 15 1724.42 Open CB-4 2903.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 43852.75 Day 15 5811.28 Open E-10 5865.56 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16511.14 Day 15 2239.78 Open E-3 1714.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78554.70 Day 15 3022.90 Open E-4 6251.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 104549.66 Day 15 432.43 Open E-5 3560.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11218.61 Day 15 1128.97 Open E-6 75.69 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 44299.60 Day 15 2890.24 30-90 Days E-7 44.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85675.77 Day 15 9070.52 91-180 Days E-8 16207.99 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78267.00 Day 15 2350.28 91-180 Days E-9 3550.83 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 60235.82 Day 15 5206.85 30-90 Days G-4 1471.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33321.95 Day 15 4542.13 <30 Days IG-3 3894.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90595.64 Day 15 7778.81 <30 Days IG-4 8329.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85392.78 Day 15 495.49 Open IG-5 15762.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 23057.15 Day 15 765.94 30-90 Days IG-6 1952.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 34251.68 Day 15 3649.66 Open IG-7 6642.11 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21203.13 Day 15 2138.86 30-90 Days IG-8 2120.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34313.66 Day 15 1840.54 91-180 Days L-1 1095.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12376.97 Day 15 1676.63 30-90 Days L-10 1548.09 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38253.03 Day 15 1069.12 91-180 Days L-11 6068.32 No Risk Management