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 No 104357.64 Day 23 8633.88 30-90 Days IG-2 8384.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 14790.99 Day 23 1202.07 91-180 Days S-1 2504.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90037.43 Day 23 5829.07 <30 Days S-2 12954.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 58019.41 Day 23 3650.49 91-180 Days S-3 5075.30 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28552.76 Day 23 3107.99 91-180 Days S-4 3171.97 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 14189.92 Day 23 8.46 <30 Days S-5 35.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76446.99 Day 23 482.96 Open S-6 10729.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 55222.06 Day 23 8282.52 91-180 Days S-7 4145.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 46543.49 Day 24 37.09 Open A-0-Q 3128.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34049.99 Day 24 1638.59 Open A-1-Q 1257.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 23345.07 Day 24 1821.07 Open A-2-Q 3632.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32400.66 Day 24 2769.22 91-180 Days A-3-Q 3946.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11507.51 Day 24 625.96 Open A-4-Q 577.68 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47004.63 Day 24 3019.79 91-180 Days A-5-Q 2925.93 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27895.52 Day 24 4024.61 <30 Days CB-1-Q 2142.41 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 57775.56 Day 24 1937.31 <30 Days CB-2-Q 6450.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34408.40 Day 24 4460.55 91-180 Days S-1-Q 4566.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 70993.41 Day 24 1461.96 Open S-2-Q 10924.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 66512.99 Day 24 6720.21 <30 Days S-3-Q 2281.19 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 103965.80 Day 24 815.29 Open S-4-Q 14450.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 64421.17 Day 24 2866.41 91-180 Days CB-3-Q 12037.69 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 107600.89 Day 24 2856.26 91-180 Days G-1-Q 16069.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46392.43 Day 24 1098.93 30-90 Days G-2-Q 9276.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76643.12 Day 24 8925.58 <30 Days G-3-Q 12869.82 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 112834.67 Day 24 10521.20 30-90 Days S-5-Q 13225.43 No Legal