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 16135.23 Day 39 936.64 30-90 Days S-1 1052.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80115.80 Day 39 823.31 30-90 Days S-2 1661.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27669.35 Day 39 3116.91 <30 Days S-3 4616.16 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 53772.75 Day 39 5946.40 Open S-4 2400.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 81792.08 Day 39 5643.85 91-180 Days S-5 7658.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 54380.46 Day 39 5459.58 Open S-6 1230.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 65531.76 Day 39 4800.71 91-180 Days S-7 9534.63 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 1308.81 Day 40 114.73 91-180 Days A-0-Q 233.53 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 19401.34 Day 40 1406.27 91-180 Days A-1-Q 773.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 106003.22 Day 40 14017.00 Open A-2-Q 15178.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49895.49 Day 40 1060.89 91-180 Days A-3-Q 3416.75 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 63608.13 Day 40 7702.87 91-180 Days A-4-Q 4480.71 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 23459.70 Day 40 1406.54 <30 Days A-5-Q 2661.71 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 54811.81 Day 40 306.29 <30 Days CB-1-Q 7642.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 69319.06 Day 40 7555.93 30-90 Days CB-2-Q 13232.38 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37786.05 Day 40 4783.30 30-90 Days S-1-Q 2129.92 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95854.64 Day 40 9252.31 30-90 Days S-2-Q 10602.16 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 3785.35 Day 40 149.16 91-180 Days S-3-Q 208.28 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 104526.86 Day 40 3152.86 30-90 Days S-4-Q 641.12 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 97585.04 Day 40 6380.18 91-180 Days CB-3-Q 9630.06 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 64327.40 Day 40 3092.52 Open G-1-Q 12241.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 66410.18 Day 40 5552.97 91-180 Days G-2-Q 12754.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49011.70 Day 40 2641.36 91-180 Days G-3-Q 1698.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88069.36 Day 40 4105.72 30-90 Days S-5-Q 16400.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 48699.48 Day 40 6220.68 <30 Days S-6-Q 583.93 Yes Liberty Wealth Management LLC Finance