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 85871.07 Day 21 1211.92 <30 Days S-3 6081.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76422.55 Day 21 10635.00 30-90 Days S-4 13431.76 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74091.74 Day 21 377.72 30-90 Days S-5 4472.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62453.21 Day 21 3449.25 <30 Days S-6 3840.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28458.54 Day 21 1631.59 91-180 Days S-7 1609.64 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10467.52 Day 22 342.25 Open A-0-Q 7.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 53001.09 Day 22 3878.89 91-180 Days A-1-Q 10339.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 96562.05 Day 22 12594.79 91-180 Days A-2-Q 15539.01 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53085.84 Day 22 7487.49 91-180 Days A-3-Q 3155.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 91937.24 Day 22 7603.69 <30 Days A-4-Q 7142.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38021.34 Day 22 1559.28 Open A-5-Q 1512.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10224.23 Day 22 1329.08 <30 Days CB-1-Q 524.00 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52541.34 Day 22 2500.56 <30 Days CB-2-Q 6282.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 65330.19 Day 22 8417.20 Open S-1-Q 886.02 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 100127.40 Day 22 10575.38 <30 Days S-2-Q 6019.81 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 39862.14 Day 22 4248.00 Open S-3-Q 5195.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36140.26 Day 22 3475.86 <30 Days S-4-Q 6206.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 25203.62 Day 22 1778.62 30-90 Days CB-3-Q 327.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 79486.74 Day 22 3541.30 <30 Days G-1-Q 3679.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94385.46 Day 22 12333.29 91-180 Days G-2-Q 6389.56 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 7366.63 Day 22 638.58 30-90 Days G-3-Q 111.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12663.54 Day 22 389.41 <30 Days S-5-Q 1967.61 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 79061.79 Day 22 7711.61 30-90 Days S-6-Q 13083.23 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 32814.35 Day 22 3419.57 91-180 Days S-7-Q 4286.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 51110.77 Day 22 7495.67 <30 Days E-1-Q 3588.85 Yes Liberty Capital Markets Inc. Legal