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 96197.41 Day 42 11460.56 Open G-3-Q 3230.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 65265.10 Day 42 5891.01 30-90 Days S-5-Q 3995.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 84806.95 Day 42 6433.56 30-90 Days S-6-Q 13719.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 18619.98 Day 42 2329.13 30-90 Days S-7-Q 1525.13 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52076.26 Day 42 4975.85 <30 Days E-1-Q 10375.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 100309.90 Day 42 9034.75 30-90 Days E-2-Q 2908.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 73201.33 Day 42 5215.27 91-180 Days IG-1-Q 11859.80 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 31693.74 Day 42 3380.15 Open IG-2-Q 1123.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 57624.86 Day 42 44.49 Open C-1 4722.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 109189.81 Day 42 4107.43 91-180 Days CB-4 15792.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 113097.15 Day 42 5552.13 Open E-10 12996.43 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97416.96 Day 42 1680.58 30-90 Days E-3 9622.16 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 39279.53 Day 42 2895.14 91-180 Days E-4 2650.91 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45579.42 Day 42 3821.13 Open E-5 5714.36 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95539.29 Day 42 3395.32 <30 Days E-6 13844.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47344.80 Day 42 4831.90 Open E-7 6820.00 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110929.52 Day 42 889.51 30-90 Days E-8 10571.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 66854.43 Day 42 646.02 <30 Days E-9 12527.48 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95553.98 Day 42 2952.70 Open G-4 10719.38 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91705.70 Day 42 628.43 <30 Days IG-3 4543.62 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47357.40 Day 42 3904.68 <30 Days IG-4 2343.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53167.06 Day 42 4970.43 91-180 Days IG-5 4865.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 46274.15 Day 42 2025.54 30-90 Days IG-6 7210.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52748.98 Day 42 2882.07 91-180 Days IG-7 5914.87 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 43267.65 Day 42 5176.74 91-180 Days IG-8 6814.05 Yes Liberty International Finance Ltd. Finance