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 13683.19 Day 41 2019.58 Open E-6 1857.87 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45585.88 Day 41 2682.22 30-90 Days E-7 2316.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 77914.99 Day 41 10328.49 30-90 Days E-8 14614.73 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56880.63 Day 41 7159.50 91-180 Days E-9 9491.97 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 26688.51 Day 41 1331.89 30-90 Days G-4 3011.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95561.75 Day 41 12916.40 <30 Days IG-3 18151.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 8551.24 Day 41 780.63 <30 Days IG-4 1529.16 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83587.77 Day 41 2456.20 30-90 Days IG-5 13446.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 111672.20 Day 41 121.24 30-90 Days IG-6 2779.34 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 70501.10 Day 41 3987.81 <30 Days IG-7 10883.68 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 21582.87 Day 41 176.55 <30 Days IG-8 1618.32 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90493.48 Day 41 5300.90 <30 Days L-1 4640.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 25290.32 Day 41 190.96 91-180 Days L-10 3660.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 39181.33 Day 41 5557.97 91-180 Days L-11 2337.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27861.96 Day 41 2900.72 91-180 Days L-2 978.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 534.86 Day 41 11.99 91-180 Days L-3 37.04 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49687.73 Day 41 1257.15 Open L-4 2862.35 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52423.59 Day 41 6050.25 30-90 Days L-5 465.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47161.94 Day 41 6311.25 <30 Days L-6 8665.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 20340.21 Day 41 1407.54 <30 Days L-7 2720.65 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 68512.63 Day 41 6366.65 91-180 Days L-8 10540.16 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 26218.53 Day 41 1616.86 30-90 Days L-9 2215.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 92153.71 Day 41 2252.69 91-180 Days LC-1 7132.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 22265.91 Day 41 237.12 Open LC-2 3284.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27532.75 Day 41 3042.41 30-90 Days N-1 1171.29 No Treasury