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 77283.47 Day 43 9056.91 91-180 Days E-2 15200.74 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 8927.64 Day 43 220.42 Open G-1 387.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 77511.10 Day 43 10030.11 <30 Days G-2 8860.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 49353.59 Day 43 1283.43 30-90 Days G-3 3406.62 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62007.92 Day 43 363.65 Open IG-1 247.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21962.78 Day 43 2282.90 Open IG-2 3124.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 28996.79 Day 43 801.29 91-180 Days S-1 1646.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 89648.58 Day 43 5346.29 <30 Days S-2 15500.77 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11535.58 Day 43 613.59 91-180 Days S-3 2021.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 44994.46 Day 43 5390.69 91-180 Days S-4 350.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 79428.57 Day 43 4080.52 30-90 Days S-5 6512.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 29412.33 Day 43 42.43 Open S-6 1426.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95728.78 Day 43 7493.21 91-180 Days S-7 4921.34 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17111.19 Day 44 435.34 30-90 Days A-0-Q 637.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 14352.24 Day 44 99.62 <30 Days A-1-Q 1944.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 49483.08 Day 44 602.64 91-180 Days A-2-Q 3593.98 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17091.49 Day 44 616.58 30-90 Days A-3-Q 1263.56 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55208.80 Day 44 2023.98 <30 Days A-4-Q 4786.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94640.45 Day 44 10821.20 91-180 Days A-5-Q 9127.06 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56613.58 Day 44 7176.86 91-180 Days CB-1-Q 589.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36675.72 Day 44 2049.93 91-180 Days CB-2-Q 4500.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17712.80 Day 44 2449.97 30-90 Days S-1-Q 1388.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17795.32 Day 44 890.59 30-90 Days S-2-Q 3504.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 72701.59 Day 44 3955.66 <30 Days S-3-Q 13672.67 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74305.84 Day 44 6932.92 91-180 Days S-4-Q 1091.97 Yes Liberty Capital Markets Inc. Treasury