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 73921.51 Day 16 4014.60 Open A-4-Q 1047.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70937.11 Day 16 2626.09 91-180 Days A-5-Q 1605.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 46581.84 Day 16 1681.46 Open CB-1-Q 5676.44 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 50782.40 Day 16 3699.94 30-90 Days CB-2-Q 2729.36 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 8274.87 Day 16 339.80 Open S-1-Q 826.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 69900.37 Day 16 4904.15 Open S-2-Q 5730.74 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 109831.30 Day 16 5329.58 91-180 Days S-3-Q 21562.41 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63518.40 Day 16 2406.94 30-90 Days S-4-Q 4128.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46129.62 Day 16 4796.16 Open CB-3-Q 6817.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52378.30 Day 16 3331.56 30-90 Days G-1-Q 4009.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 108119.79 Day 16 10511.63 <30 Days G-2-Q 11777.10 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56440.59 Day 16 5565.98 30-90 Days G-3-Q 4979.75 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 73247.09 Day 16 8812.47 30-90 Days S-5-Q 9824.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 71259.84 Day 16 2011.90 91-180 Days S-6-Q 7132.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103861.60 Day 16 14103.79 91-180 Days S-7-Q 1218.81 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103687.75 Day 16 7873.17 91-180 Days E-1-Q 11707.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 50681.23 Day 16 1715.62 <30 Days E-2-Q 5747.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107413.75 Day 16 14461.36 91-180 Days IG-1-Q 15976.30 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 46273.10 Day 16 6264.18 30-90 Days IG-2-Q 6910.00 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95483.12 Day 16 14295.46 91-180 Days C-1 17230.40 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 471.25 Day 16 44.47 30-90 Days CB-4 92.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 31638.96 Day 16 4199.21 91-180 Days E-10 1458.67 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 21684.29 Day 16 2235.09 30-90 Days E-3 836.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2501.62 Day 16 113.91 Open E-4 327.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11528.12 Day 16 1270.09 91-180 Days E-5 332.18 No Treasury