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 98063.54 Day 41 9672.01 <30 Days A-4-Q 9201.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21921.71 Day 41 1396.84 30-90 Days A-5-Q 133.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61732.09 Day 41 4852.18 30-90 Days CB-1-Q 8210.57 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 13618.04 Day 41 2018.78 <30 Days CB-2-Q 1833.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 4906.70 Day 41 303.66 Open S-1-Q 427.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27486.40 Day 41 2886.93 30-90 Days S-2-Q 2400.36 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 8617.29 Day 41 483.91 <30 Days S-3-Q 230.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 23644.63 Day 41 1310.96 91-180 Days S-4-Q 4541.72 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 75178.13 Day 41 945.47 30-90 Days CB-3-Q 3570.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63523.16 Day 41 6054.11 30-90 Days G-1-Q 7930.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46419.44 Day 41 901.49 <30 Days G-2-Q 779.06 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35920.85 Day 41 2786.52 <30 Days G-3-Q 4680.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 53181.29 Day 41 7775.37 <30 Days S-5-Q 4778.96 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 66603.30 Day 41 5132.76 <30 Days S-6-Q 11092.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5135.92 Day 41 41.80 91-180 Days S-7-Q 246.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90588.66 Day 41 867.48 Open E-1-Q 4072.48 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 81068.86 Day 41 3164.80 <30 Days E-2-Q 2340.17 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 42901.66 Day 41 2593.34 30-90 Days IG-1-Q 5723.86 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37986.10 Day 41 1700.68 91-180 Days IG-2-Q 859.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32483.76 Day 41 1100.36 Open C-1 2573.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 34031.32 Day 41 4480.41 91-180 Days CB-4 3757.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 113479.82 Day 41 10831.57 91-180 Days E-10 18679.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 57892.40 Day 41 4971.30 91-180 Days E-3 686.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 100920.25 Day 41 144.39 91-180 Days E-4 841.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 1134.85 Day 41 49.37 Open E-5 97.76 Yes Liberty International Finance Ltd. Legal