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 66797.68 Day 22 2022.74 30-90 Days E-2-Q 3632.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 96808.81 Day 22 13788.08 30-90 Days IG-1-Q 4618.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49110.30 Day 22 5854.31 30-90 Days IG-2-Q 1151.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 97311.60 Day 22 8655.53 30-90 Days C-1 17718.93 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71429.02 Day 22 1919.60 Open CB-4 6927.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78927.25 Day 22 9959.20 30-90 Days E-10 2862.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56205.50 Day 22 698.01 30-90 Days E-3 6277.05 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74461.05 Day 22 10764.40 Open E-4 9914.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46469.55 Day 22 6518.47 30-90 Days E-5 7075.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108966.63 Day 22 14585.17 <30 Days E-6 11915.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 57384.88 Day 22 5787.45 <30 Days E-7 6222.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 24238.87 Day 22 943.18 91-180 Days E-8 2291.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 69491.10 Day 22 6012.42 30-90 Days E-9 11981.62 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 46958.80 Day 22 5349.28 91-180 Days G-4 8086.40 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 106661.66 Day 22 14398.88 30-90 Days IG-3 19254.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 93947.14 Day 22 13934.04 91-180 Days IG-4 6713.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63043.74 Day 22 4789.66 30-90 Days IG-5 6632.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 21561.59 Day 22 2390.86 30-90 Days IG-6 898.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36716.84 Day 22 4943.00 30-90 Days IG-7 7079.79 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 29871.54 Day 22 4071.20 30-90 Days IG-8 718.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 54511.33 Day 22 8031.65 30-90 Days L-1 10491.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 26086.99 Day 22 187.48 <30 Days L-10 4851.23 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 66651.86 Day 22 741.21 Open L-11 421.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46988.91 Day 22 3950.71 91-180 Days L-2 3925.08 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 93269.96 Day 22 8185.73 30-90 Days L-3 2995.08 Yes Liberty Wealth Management LLC Operations