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 28253.65 Day 18 2521.04 91-180 Days A-1-Q 579.36 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 1959.73 Day 18 278.47 <30 Days A-2-Q 274.12 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32783.86 Day 18 4433.69 91-180 Days A-3-Q 3619.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95494.27 Day 18 6221.84 91-180 Days A-4-Q 7761.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100329.20 Day 18 7625.56 30-90 Days A-5-Q 1531.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 28381.49 Day 18 959.89 Open CB-1-Q 4222.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80823.21 Day 18 5526.58 91-180 Days CB-2-Q 7330.15 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 15166.45 Day 18 116.35 Open S-1-Q 1036.72 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 96692.62 Day 18 131.68 Open S-2-Q 1732.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 422.31 Day 18 27.16 Open S-3-Q 61.28 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33491.91 Day 18 288.44 Open S-4-Q 2984.34 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 32992.62 Day 18 4108.10 <30 Days CB-3-Q 319.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2491.32 Day 18 360.95 <30 Days G-1-Q 9.00 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49479.83 Day 18 3331.50 30-90 Days G-2-Q 5122.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 75799.85 Day 18 7006.92 <30 Days G-3-Q 9679.65 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 75856.80 Day 18 3474.44 Open S-5-Q 11552.19 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17372.91 Day 18 1469.09 Open S-6-Q 981.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85002.60 Day 18 2063.36 Open S-7-Q 10600.18 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98678.45 Day 18 9010.62 91-180 Days E-1-Q 11099.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 89755.84 Day 18 12764.04 <30 Days E-2-Q 3001.59 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70386.10 Day 18 9743.66 <30 Days IG-1-Q 13069.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 22495.12 Day 18 1533.60 <30 Days IG-2-Q 2029.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 37160.30 Day 18 1133.17 91-180 Days C-1 3605.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 11607.37 Day 18 105.65 <30 Days CB-4 351.22 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 68779.52 Day 18 6369.11 Open E-10 11920.66 Yes Liberty Capital Markets Inc. Operations