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 98721.63 Day 21 5327.76 91-180 Days S-2-Q 14677.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27248.51 Day 21 798.89 91-180 Days S-3-Q 447.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 13080.63 Day 21 1280.60 <30 Days S-4-Q 2511.91 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 89897.91 Day 21 7543.04 <30 Days CB-3-Q 3785.97 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 50595.34 Day 21 1253.63 30-90 Days G-1-Q 1146.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2185.92 Day 21 287.00 Open G-2-Q 379.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 43370.64 Day 21 5556.05 91-180 Days G-3-Q 5573.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 77198.50 Day 21 9835.97 30-90 Days S-5-Q 3537.51 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 104481.03 Day 21 3879.64 30-90 Days S-6-Q 2113.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103943.58 Day 21 8739.34 Open S-7-Q 7824.36 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77579.75 Day 21 9248.82 <30 Days E-1-Q 15100.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 112259.18 Day 21 14201.78 Open E-2-Q 16365.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36816.22 Day 21 2509.26 30-90 Days IG-1-Q 6686.65 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71543.33 Day 21 3263.52 Open IG-2-Q 8280.58 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 40819.92 Day 21 945.61 30-90 Days C-1 666.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 51533.18 Day 21 4645.93 30-90 Days CB-4 713.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 29547.85 Day 21 2763.41 <30 Days E-10 5689.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 72291.16 Day 21 2552.95 91-180 Days E-3 11457.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 7100.27 Day 21 675.27 30-90 Days E-4 274.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55021.85 Day 21 3136.28 <30 Days E-5 5853.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 53657.24 Day 21 2442.78 Open E-6 5719.60 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80282.65 Day 21 5013.52 30-90 Days E-7 1766.76 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49553.12 Day 21 5538.56 <30 Days E-8 7818.78 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56133.38 Day 21 4705.04 30-90 Days E-9 10293.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34512.51 Day 21 4597.46 Open G-4 4478.89 Yes Liberty International Finance Ltd. Operations