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 71500.51 Day 45 7289.29 <30 Days CB-2 8792.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22870.04 Day 45 106.16 <30 Days CB-3 3887.61 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 553.04 Day 45 7.25 91-180 Days E-1 56.87 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 89073.56 Day 45 8715.57 <30 Days E-2 15950.67 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2887.49 Day 45 418.39 <30 Days G-1 269.28 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52102.27 Day 45 2756.48 Open G-2 8229.14 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 48837.70 Day 45 7091.28 30-90 Days G-3 2331.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 24032.43 Day 45 3033.35 Open IG-1 2642.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 9688.55 Day 45 1392.00 <30 Days IG-2 1016.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97263.61 Day 45 9990.37 30-90 Days S-1 11648.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 30255.26 Day 45 3134.29 30-90 Days S-2 3446.46 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 750.20 Day 45 20.76 91-180 Days S-3 104.92 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45858.51 Day 45 3222.40 30-90 Days S-4 2089.61 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 4122.33 Day 45 45.73 91-180 Days S-5 389.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 31521.25 Day 45 3352.01 <30 Days S-6 3458.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48617.69 Day 45 929.44 91-180 Days S-7 8896.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95256.90 Day 46 6946.03 Open A-0-Q 15814.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 96077.28 Day 46 10188.38 91-180 Days A-1-Q 12934.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 61254.97 Day 46 780.42 Open A-2-Q 11023.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 39969.60 Day 46 3323.65 91-180 Days A-3-Q 7622.01 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 81962.75 Day 46 2805.07 30-90 Days A-4-Q 7260.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17535.48 Day 46 2342.48 Open A-5-Q 2023.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5001.18 Day 46 183.33 Open CB-1-Q 369.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 30771.96 Day 46 537.82 30-90 Days CB-2-Q 5123.44 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16267.95 Day 46 1634.04 91-180 Days S-1-Q 2290.31 Yes Liberty Capital Markets Inc. Risk Management