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 60575.23 Day 21 6669.63 Open N-7 1426.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 61545.49 Day 21 5530.10 91-180 Days P-1 12266.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35831.64 Day 21 2974.63 91-180 Days P-2 35.08 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 10451.89 Day 21 365.56 91-180 Days S-8 799.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27490.62 Day 21 2472.49 Open Y-1 2301.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58962.83 Day 21 6730.29 <30 Days Y-2 9257.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 29552.16 Day 21 2580.88 30-90 Days Y-3 2001.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63317.81 Day 21 488.85 <30 Days Y-4 10221.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22748.21 Day 21 888.52 91-180 Days Z-1 3564.65 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 81108.13 Day 21 12089.45 30-90 Days A-2 15366.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 102403.40 Day 21 13658.02 30-90 Days A-3 17224.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27677.65 Day 21 2717.29 <30 Days A-4 3771.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 18755.37 Day 21 1548.64 30-90 Days A-5 1573.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 71689.49 Day 21 8008.80 Open CB-1 13600.63 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68823.66 Day 21 6518.50 91-180 Days CB-2 409.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95993.32 Day 21 10788.24 91-180 Days CB-3 2169.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78521.79 Day 21 8583.72 <30 Days E-1 5006.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 92945.28 Day 21 11181.21 30-90 Days E-2 5736.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 41696.08 Day 21 4646.26 91-180 Days G-1 3344.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 26349.99 Day 21 439.56 Open G-2 2644.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 3173.45 Day 21 330.79 30-90 Days G-3 273.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 41761.48 Day 21 5816.48 30-90 Days IG-1 7694.45 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 104708.28 Day 21 5760.87 Open IG-2 18311.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 13323.01 Day 21 942.04 30-90 Days S-1 461.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 31320.58 Day 21 770.08 Open S-2 722.73 No Treasury