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 51627.90 Day 37 2308.55 91-180 Days S-4 3290.77 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27422.72 Day 37 2625.14 <30 Days S-5 1959.55 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 24240.65 Day 37 1339.59 Open S-6 4722.71 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77212.96 Day 37 6285.81 30-90 Days S-7 4036.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95718.72 Day 38 7575.37 91-180 Days A-0-Q 6568.10 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63482.19 Day 38 7835.57 <30 Days A-1-Q 9265.28 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 72554.33 Day 38 6183.34 Open A-2-Q 3928.21 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110275.84 Day 38 15778.65 30-90 Days A-3-Q 3291.05 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101265.98 Day 38 7432.62 <30 Days A-4-Q 16248.41 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 104091.11 Day 38 14969.05 30-90 Days A-5-Q 10444.29 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55624.66 Day 38 7932.57 30-90 Days CB-1-Q 777.18 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 66062.18 Day 38 8197.37 <30 Days CB-2-Q 9264.09 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5931.32 Day 38 2.98 <30 Days S-1-Q 253.45 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74036.79 Day 38 6318.30 Open S-2-Q 3891.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 73195.10 Day 38 6237.93 <30 Days S-3-Q 11314.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82442.84 Day 38 3981.77 30-90 Days S-4-Q 2882.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58829.32 Day 38 3037.71 91-180 Days CB-3-Q 1908.15 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 65765.21 Day 38 7782.04 Open G-1-Q 11121.66 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80568.17 Day 38 2337.79 91-180 Days G-2-Q 10074.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 72620.64 Day 38 6594.71 30-90 Days G-3-Q 10961.25 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70705.03 Day 38 3962.05 Open S-5-Q 1698.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85772.13 Day 38 2627.81 91-180 Days S-6-Q 1625.95 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59374.61 Day 38 4744.97 30-90 Days S-7-Q 10147.27 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33525.87 Day 38 2991.54 91-180 Days E-1-Q 3784.91 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71575.44 Day 38 4062.90 <30 Days E-2-Q 12555.23 No Treasury