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 35473.80 Day 19 1617.12 30-90 Days S-6 6664.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 93397.44 Day 19 11174.41 30-90 Days S-7 16253.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 18548.03 Day 20 2619.78 91-180 Days A-0-Q 3649.76 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 29171.26 Day 20 1453.20 <30 Days A-1-Q 895.46 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 57519.99 Day 20 112.69 91-180 Days A-2-Q 1729.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 40087.29 Day 20 2453.15 Open A-3-Q 2903.17 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45423.70 Day 20 867.24 30-90 Days A-4-Q 7314.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88968.46 Day 20 10208.81 30-90 Days A-5-Q 16947.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 42138.07 Day 20 3360.50 91-180 Days CB-1-Q 3308.22 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 111643.53 Day 20 9635.92 30-90 Days CB-2-Q 22289.57 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2287.55 Day 20 61.67 91-180 Days S-1-Q 174.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 39352.84 Day 20 1085.14 91-180 Days S-2-Q 2178.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 112264.92 Day 20 1763.40 91-180 Days S-3-Q 12192.26 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95146.61 Day 20 8113.48 30-90 Days S-4-Q 12591.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67664.02 Day 20 4715.47 <30 Days CB-3-Q 647.32 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28698.59 Day 20 203.63 30-90 Days G-1-Q 3382.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52434.40 Day 20 661.53 <30 Days G-2-Q 6468.43 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 39665.91 Day 20 2353.00 <30 Days G-3-Q 4005.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38910.58 Day 20 2490.08 30-90 Days S-5-Q 387.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100436.37 Day 20 6684.83 30-90 Days S-6-Q 2707.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78280.45 Day 20 10551.48 30-90 Days S-7-Q 10266.57 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 14241.57 Day 20 362.79 30-90 Days E-1-Q 984.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 9919.33 Day 20 1022.30 91-180 Days E-2-Q 1537.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 51558.35 Day 20 719.26 30-90 Days IG-1-Q 5080.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76497.48 Day 20 5883.48 <30 Days IG-2-Q 13416.69 Yes Liberty Capital Markets Inc. Legal