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 70710.98 Day 18 7382.31 <30 Days LC-1 6903.40 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62608.66 Day 18 2411.95 30-90 Days LC-2 9776.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74368.74 Day 18 6905.04 Open N-1 13079.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 40415.29 Day 18 3426.50 Open N-2 3481.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100876.35 Day 18 14374.99 <30 Days N-3 16267.07 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 112278.68 Day 18 4982.05 30-90 Days N-4 16833.54 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 25479.81 Day 18 68.07 30-90 Days N-5 416.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 20157.68 Day 18 2548.24 91-180 Days N-6 2349.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 50.68 Day 18 2.31 <30 Days N-7 6.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38434.96 Day 18 4966.76 91-180 Days P-1 705.52 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 110978.76 Day 18 29.42 91-180 Days P-2 21647.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 51887.87 Day 18 6419.61 30-90 Days S-8 7079.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12299.06 Day 18 307.49 30-90 Days Y-1 17.77 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 53193.37 Day 18 7964.41 Open Y-2 5732.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 102011.08 Day 18 2060.48 <30 Days Y-3 9670.35 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76489.08 Day 18 6592.63 <30 Days Y-4 5380.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 7736.26 Day 18 426.58 <30 Days Z-1 30.73 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 25455.74 Day 18 3781.54 30-90 Days A-2 2968.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 63900.31 Day 18 1611.85 91-180 Days A-3 9699.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 14605.31 Day 18 849.34 91-180 Days A-4 884.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 108541.92 Day 18 8196.90 Open A-5 17487.68 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 99825.54 Day 18 4409.94 Open CB-1 4524.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91379.28 Day 18 4508.23 <30 Days CB-2 6082.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95681.90 Day 18 13614.17 <30 Days CB-3 8585.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 30987.96 Day 18 1069.96 91-180 Days E-1 1303.77 Yes Liberty Mortgage Services Corp. Finance