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 56141.96 Day 42 8112.26 Open Y-3 10015.36 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98163.19 Day 42 6686.32 Open Y-4 12805.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83055.00 Day 42 5256.95 30-90 Days Z-1 5269.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 105655.73 Day 42 3377.31 91-180 Days A-2 9814.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56033.77 Day 42 5596.50 <30 Days A-3 800.60 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 102881.70 Day 42 4883.54 30-90 Days A-4 13912.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 61831.62 Day 42 2625.56 30-90 Days A-5 12130.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 67039.46 Day 42 6210.54 <30 Days CB-1 60.17 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78680.66 Day 42 2976.33 <30 Days CB-2 59.08 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53133.78 Day 42 3128.14 30-90 Days CB-3 3126.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45032.23 Day 42 4386.59 91-180 Days E-1 8388.37 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 68904.96 Day 42 5556.33 30-90 Days E-2 6347.71 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2227.32 Day 42 286.11 Open G-1 328.57 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10052.66 Day 42 1441.66 <30 Days G-2 1511.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 92698.55 Day 42 1130.12 30-90 Days G-3 13767.40 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17798.20 Day 42 1756.19 91-180 Days IG-1 591.59 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82371.62 Day 42 3572.77 <30 Days IG-2 9552.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 104088.03 Day 42 11101.79 30-90 Days S-1 15819.94 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89798.14 Day 42 12180.98 91-180 Days S-2 7649.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95005.44 Day 42 12447.76 Open S-3 7709.27 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22852.21 Day 42 1689.11 30-90 Days S-4 3744.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 22899.80 Day 42 1641.74 91-180 Days S-5 2808.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53241.73 Day 42 1932.27 30-90 Days S-6 6295.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 113627.26 Day 42 306.15 Open S-7 10966.63 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68417.21 Day 43 10045.90 30-90 Days A-0-Q 13028.21 No Operations