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 73986.23 Day 38 2449.27 Open L-5 6954.78 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13318.95 Day 38 1409.49 30-90 Days L-6 239.00 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40237.41 Day 38 3650.66 Open L-7 6420.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40699.21 Day 38 4206.34 <30 Days L-8 5844.16 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35375.77 Day 38 859.58 30-90 Days L-9 5224.25 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 99042.78 Day 38 1442.09 30-90 Days LC-1 8569.66 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 97200.35 Day 38 11265.39 <30 Days LC-2 10148.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 37976.84 Day 38 1746.28 <30 Days N-1 4973.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74790.04 Day 38 5049.88 Open N-2 8462.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 112649.20 Day 38 4833.57 Open N-3 6877.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78897.45 Day 38 6805.06 91-180 Days N-4 15230.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 25707.86 Day 38 3279.39 91-180 Days N-5 4987.41 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 33321.76 Day 38 3754.94 30-90 Days N-6 4797.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88770.19 Day 38 4812.14 30-90 Days N-7 5914.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 87255.25 Day 38 10324.51 91-180 Days P-1 15474.96 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 105500.28 Day 38 3982.64 91-180 Days P-2 14441.56 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 20575.17 Day 38 171.71 <30 Days S-8 3460.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76026.81 Day 38 8512.21 30-90 Days Y-1 443.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 26850.32 Day 38 3782.13 30-90 Days Y-2 4624.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82830.81 Day 38 8421.31 <30 Days Y-3 530.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 14481.53 Day 38 810.05 <30 Days Y-4 47.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16569.39 Day 38 580.31 30-90 Days Z-1 2204.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76190.30 Day 38 4785.86 30-90 Days A-2 629.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 83995.16 Day 38 12154.09 30-90 Days A-3 14059.14 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 7174.94 Day 38 70.43 Open A-4 1345.67 Yes Liberty International Finance Ltd. Risk Management