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 102228.10 Day 35 11028.55 Open G-1-Q 18898.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 30990.47 Day 35 1092.61 30-90 Days G-2-Q 843.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 109422.61 Day 35 10572.84 30-90 Days G-3-Q 2704.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47932.20 Day 35 11.19 30-90 Days S-5-Q 6776.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85193.65 Day 35 8968.75 <30 Days S-6-Q 10852.76 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 109326.22 Day 35 684.06 Open S-7-Q 3308.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 100617.75 Day 35 12523.05 <30 Days E-1-Q 6313.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 54777.66 Day 35 6348.43 Open E-2-Q 5184.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 1105.11 Day 35 28.96 <30 Days IG-1-Q 171.84 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 41414.38 Day 35 4847.79 <30 Days IG-2-Q 2787.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 64332.40 Day 35 1423.71 Open C-1 1947.66 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38972.40 Day 35 4643.66 91-180 Days CB-4 241.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 15023.10 Day 35 874.57 30-90 Days E-10 1690.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 93358.91 Day 35 257.10 30-90 Days E-3 10306.45 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36443.88 Day 35 4565.42 91-180 Days E-4 1360.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2984.68 Day 35 30.63 Open E-5 579.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 5196.21 Day 35 60.49 91-180 Days E-6 174.35 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 50683.93 Day 35 5657.28 Open E-7 4527.18 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 73621.17 Day 35 2827.42 91-180 Days E-8 14359.54 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89934.85 Day 35 4647.32 91-180 Days E-9 14470.70 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 99779.06 Day 35 11963.06 91-180 Days G-4 14083.85 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74762.87 Day 35 10889.68 91-180 Days IG-3 6056.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 57758.68 Day 35 7325.17 30-90 Days IG-4 5207.64 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 41891.09 Day 35 2212.18 91-180 Days IG-5 852.67 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 69544.30 Day 35 602.86 91-180 Days IG-6 4964.60 No Operations