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 96452.38 Day 27 1566.10 <30 Days E-1 3490.77 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 26843.66 Day 27 2550.25 30-90 Days E-2 831.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 9492.58 Day 27 473.85 30-90 Days G-1 424.06 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52418.20 Day 27 7841.33 <30 Days G-2 9946.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38261.19 Day 27 1595.66 91-180 Days G-3 6279.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88068.64 Day 27 412.62 30-90 Days IG-1 16648.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 14607.95 Day 27 772.52 Open IG-2 2657.62 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16.89 Day 27 0.32 Open S-1 2.63 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 84441.82 Day 27 11221.04 <30 Days S-2 12036.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59609.37 Day 27 8124.69 Open S-3 10722.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 94048.01 Day 27 9988.48 <30 Days S-4 1782.00 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 93872.29 Day 27 7767.11 Open S-5 14545.62 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 37142.14 Day 27 5317.25 <30 Days S-6 3033.64 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 87526.58 Day 27 11589.63 91-180 Days S-7 16467.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78594.35 Day 28 9007.79 91-180 Days A-0-Q 528.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 437.21 Day 28 28.85 91-180 Days A-1-Q 78.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 69166.12 Day 28 465.29 91-180 Days A-2-Q 7387.59 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 86835.58 Day 28 11958.43 Open A-3-Q 15643.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 60409.77 Day 28 6367.71 <30 Days A-4-Q 5307.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 71897.32 Day 28 532.85 Open A-5-Q 7753.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 8376.97 Day 28 533.86 91-180 Days CB-1-Q 291.88 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98481.33 Day 28 13677.48 91-180 Days CB-2-Q 4723.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103407.21 Day 28 4849.16 91-180 Days S-1-Q 20138.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91834.59 Day 28 11479.30 30-90 Days S-2-Q 11086.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 29364.05 Day 28 2312.16 Open S-3-Q 2658.47 No Treasury