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 65256.37 Day 29 8224.62 <30 Days IG-2-Q 2224.35 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89530.89 Day 29 7297.14 91-180 Days C-1 1855.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 93277.08 Day 29 8835.59 <30 Days CB-4 4009.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101910.19 Day 29 5552.65 <30 Days E-10 2368.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100368.97 Day 29 14986.07 30-90 Days E-3 6500.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 1007.09 Day 29 149.64 Open E-4 59.48 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 96688.93 Day 29 9159.44 Open E-5 5320.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53679.05 Day 29 6638.05 Open E-6 967.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 5382.42 Day 29 662.84 Open E-7 499.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 43965.28 Day 29 4189.66 Open E-8 1987.79 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 14439.84 Day 29 992.06 91-180 Days E-9 552.12 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 87276.44 Day 29 12961.44 Open G-4 6818.09 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 60345.15 Day 29 5213.13 30-90 Days IG-3 5028.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 50416.22 Day 29 1929.52 <30 Days IG-4 9453.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17861.68 Day 29 675.45 30-90 Days IG-5 1403.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 3036.00 Day 29 227.58 30-90 Days IG-6 370.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 77832.71 Day 29 11193.18 91-180 Days IG-7 3263.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6272.88 Day 29 557.34 91-180 Days IG-8 793.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 42043.47 Day 29 6154.39 30-90 Days L-1 1387.19 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12636.38 Day 29 763.99 Open L-10 1738.26 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 79553.15 Day 29 9312.33 30-90 Days L-11 6958.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110930.55 Day 29 11002.79 91-180 Days L-2 21978.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107432.40 Day 29 4756.24 30-90 Days L-3 5535.45 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 103040.80 Day 29 4241.10 91-180 Days L-4 19822.70 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48642.81 Day 29 3747.06 91-180 Days L-5 6348.73 Yes Liberty International Finance Ltd. Operations