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 62355.00 Day 43 7489.36 <30 Days E-3 2997.90 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 15972.11 Day 43 679.00 <30 Days E-4 2522.77 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 22377.22 Day 43 1686.08 91-180 Days E-5 131.15 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22480.74 Day 43 2351.89 <30 Days E-6 2086.42 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 57463.18 Day 43 7061.82 Open E-7 5345.90 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 57516.44 Day 43 6562.25 30-90 Days E-8 7157.92 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 86834.63 Day 43 7170.96 30-90 Days E-9 11372.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 3931.14 Day 43 446.96 30-90 Days G-4 232.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98467.48 Day 43 11231.46 91-180 Days IG-3 9084.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45178.54 Day 43 4114.51 91-180 Days IG-4 4582.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 61306.97 Day 43 2242.76 30-90 Days IG-5 11214.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6890.00 Day 43 378.33 Open IG-6 80.69 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 73917.39 Day 43 9343.04 30-90 Days IG-7 10467.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76143.16 Day 43 6887.62 <30 Days IG-8 945.27 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61426.68 Day 43 6557.34 Open L-1 10913.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 113150.87 Day 43 11183.32 <30 Days L-10 22442.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110288.54 Day 43 2028.06 91-180 Days L-11 2094.44 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 408.05 Day 43 14.61 30-90 Days L-2 48.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62725.02 Day 43 4167.10 <30 Days L-3 1628.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 7113.65 Day 43 813.86 <30 Days L-4 868.27 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47059.90 Day 43 5867.63 Open L-5 7206.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 424.20 Day 43 15.93 91-180 Days L-6 42.06 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67820.11 Day 43 5327.41 Open L-7 3104.57 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 9596.99 Day 43 698.65 <30 Days L-8 1732.20 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 7250.80 Day 43 1085.43 30-90 Days L-9 373.55 No Finance