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 44034.70 Day 44 3495.93 91-180 Days IG-6 1174.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58311.35 Day 44 6511.43 Open IG-7 2171.44 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 18967.94 Day 44 122.11 Open IG-8 719.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36060.11 Day 44 5303.37 <30 Days L-1 1156.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 59558.76 Day 44 7247.58 <30 Days L-10 2786.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 49725.83 Day 44 3277.70 30-90 Days L-11 4953.15 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 89247.74 Day 44 12732.79 91-180 Days L-2 6605.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47251.08 Day 44 2107.15 91-180 Days L-3 7633.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 69678.76 Day 44 8812.08 91-180 Days L-4 4542.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 79666.20 Day 44 8252.19 <30 Days L-5 2368.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 92889.66 Day 44 99.54 30-90 Days L-6 16810.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 15962.52 Day 44 2086.21 30-90 Days L-7 246.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 113540.88 Day 44 8475.47 91-180 Days L-8 3042.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 15102.12 Day 44 893.55 <30 Days L-9 896.64 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 19924.15 Day 44 1129.19 <30 Days LC-1 2503.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27825.26 Day 44 3442.29 <30 Days LC-2 179.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22327.25 Day 44 1754.52 <30 Days N-1 13.32 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 103487.12 Day 44 3541.93 30-90 Days N-2 6806.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 85975.21 Day 44 12860.71 91-180 Days N-3 11234.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 67825.24 Day 44 4713.97 Open N-4 11232.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 69497.67 Day 44 6432.37 Open N-5 7450.07 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 42142.78 Day 44 1270.23 <30 Days N-6 752.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 93867.76 Day 44 13127.35 <30 Days N-7 11284.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46715.53 Day 44 6547.49 30-90 Days P-1 4172.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 110998.06 Day 44 4264.12 <30 Days P-2 5925.99 Yes Liberty Mortgage Services Corp. Legal