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 85013.40 Day 22 9727.66 <30 Days A-4 3160.53 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 25859.00 Day 22 2662.24 30-90 Days A-5 4844.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 87150.89 Day 22 12830.63 <30 Days CB-1 1330.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 51713.10 Day 22 4880.92 <30 Days CB-2 2745.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5111.97 Day 22 22.53 <30 Days CB-3 737.20 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84548.42 Day 22 5623.37 30-90 Days E-1 16316.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94991.93 Day 22 10242.80 <30 Days E-2 14967.02 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38363.42 Day 22 1510.85 91-180 Days G-1 1722.10 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 90636.55 Day 22 9709.21 <30 Days G-2 11145.28 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 29888.63 Day 22 3368.51 <30 Days G-3 3931.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 15058.28 Day 22 2241.31 <30 Days IG-1 2743.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2366.67 Day 22 180.17 Open IG-2 127.71 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103315.62 Day 22 10950.99 <30 Days S-1 13720.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 50245.12 Day 22 6664.21 30-90 Days S-2 5744.81 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110649.74 Day 22 2089.91 30-90 Days S-3 7444.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 65371.75 Day 22 6711.06 91-180 Days S-4 8531.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 8905.49 Day 22 338.20 Open S-5 1343.59 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 7817.01 Day 22 599.69 <30 Days S-6 555.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 71611.25 Day 22 9958.41 30-90 Days S-7 7867.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 110135.78 Day 23 13299.26 Open A-0-Q 12749.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97582.78 Day 23 5801.42 91-180 Days A-1-Q 570.23 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55775.10 Day 23 6766.54 Open A-2-Q 1026.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36750.93 Day 23 5031.53 Open A-3-Q 593.50 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98781.07 Day 23 473.67 30-90 Days A-4-Q 768.25 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47544.60 Day 23 6400.96 <30 Days A-5-Q 8145.43 No Treasury