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 71314.10 Day 16 4440.07 30-90 Days G-3 12151.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63237.75 Day 16 4027.45 Open IG-1 4342.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 55712.66 Day 16 2850.92 <30 Days IG-2 1896.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 90000.96 Day 16 6913.14 91-180 Days S-1 7556.19 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 106049.27 Day 16 5271.23 <30 Days S-2 7991.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 393.55 Day 16 8.42 <30 Days S-3 37.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32004.85 Day 16 1343.05 91-180 Days S-4 1727.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70081.91 Day 16 4414.11 30-90 Days S-5 94.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74456.67 Day 16 8872.85 30-90 Days S-6 11261.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 54487.09 Day 16 1890.51 Open S-7 6015.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 39031.44 Day 17 1499.12 91-180 Days A-0-Q 6571.50 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 60672.85 Day 17 6504.34 30-90 Days A-1-Q 9996.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27286.57 Day 17 3048.54 91-180 Days A-2-Q 3451.32 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36773.58 Day 17 127.40 30-90 Days A-3-Q 4870.34 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 82043.60 Day 17 1872.21 91-180 Days A-4-Q 7951.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38372.45 Day 17 5259.75 Open A-5-Q 2532.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 59136.44 Day 17 1276.58 30-90 Days CB-1-Q 9617.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 75075.07 Day 17 846.24 30-90 Days CB-2-Q 1110.58 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62213.70 Day 17 2727.36 30-90 Days S-1-Q 2756.29 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 29846.28 Day 17 1249.89 <30 Days S-2-Q 5783.66 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74412.40 Day 17 8471.81 30-90 Days S-3-Q 934.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67818.00 Day 17 1352.09 Open S-4-Q 8555.76 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 54862.74 Day 17 7275.33 91-180 Days CB-3-Q 4489.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 77411.02 Day 17 4884.97 Open G-1-Q 689.36 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 79571.15 Day 17 9009.64 Open G-2-Q 7681.18 No Risk Management