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 46399.98 Day 50 158.44 30-90 Days A-3-Q 7471.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 99534.11 Day 50 6417.87 30-90 Days A-4-Q 2301.93 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36137.88 Day 50 2352.02 <30 Days A-5-Q 4957.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100534.53 Day 50 13730.13 91-180 Days CB-1-Q 10140.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 111378.81 Day 50 13053.85 91-180 Days CB-2-Q 19114.01 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 69787.83 Day 50 3019.48 Open S-1-Q 6923.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 71009.50 Day 50 329.10 30-90 Days S-2-Q 9119.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94383.55 Day 50 11818.41 Open S-3-Q 1626.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20742.14 Day 50 202.66 <30 Days S-4-Q 976.70 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 112979.13 Day 50 6884.36 91-180 Days CB-3-Q 3408.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 107256.16 Day 50 6885.96 30-90 Days G-1-Q 20455.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 49393.35 Day 50 5569.70 <30 Days G-2-Q 6585.96 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63646.96 Day 50 4637.08 Open G-3-Q 8113.40 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 99708.65 Day 50 7568.80 30-90 Days S-5-Q 18589.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 81342.76 Day 50 8897.21 Open S-6-Q 14038.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 89501.44 Day 50 8824.65 30-90 Days S-7-Q 9680.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 39858.51 Day 50 3706.90 30-90 Days E-1-Q 2097.32 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 73670.42 Day 50 1578.34 Open E-2-Q 6183.95 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 82923.57 Day 50 10294.35 30-90 Days IG-1-Q 6944.35 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 43612.24 Day 50 1898.68 <30 Days IG-2-Q 177.80 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20616.16 Day 50 2559.25 <30 Days C-1 3515.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 102966.30 Day 50 9993.36 Open CB-4 12763.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107495.29 Day 50 13631.93 Open E-10 15903.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33696.85 Day 50 3495.44 <30 Days E-3 6654.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 41954.73 Day 50 5529.54 <30 Days E-4 7535.35 Yes Liberty Mortgage Services Corp. Finance