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 48983.64 Day 50 3761.79 30-90 Days N-1 1690.08 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 22736.28 Day 50 3191.58 Open N-2 1271.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63924.65 Day 50 5067.64 91-180 Days N-3 2914.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 15760.31 Day 50 40.74 Open N-4 1683.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 6274.93 Day 50 626.61 30-90 Days N-5 128.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 35536.93 Day 50 679.12 Open N-6 1484.78 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 108184.94 Day 50 2692.44 Open N-7 5455.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 29527.38 Day 50 125.05 91-180 Days P-1 1270.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6669.28 Day 50 621.94 <30 Days P-2 1272.04 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 92247.70 Day 50 2188.26 <30 Days S-8 16707.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 37356.06 Day 50 685.31 <30 Days Y-1 367.59 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56279.72 Day 50 6780.55 91-180 Days Y-2 1064.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 18780.69 Day 50 1583.27 Open Y-3 2881.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 19473.00 Day 50 587.94 Open Y-4 2654.90 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 50894.40 Day 50 5086.97 30-90 Days Z-1 4007.15 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 101765.23 Day 50 14264.04 91-180 Days A-2 852.65 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80918.75 Day 50 10290.13 30-90 Days A-3 13014.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76068.31 Day 50 8136.75 Open A-4 5723.79 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 57108.98 Day 50 6802.10 91-180 Days A-5 1655.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 62601.40 Day 50 5823.06 <30 Days CB-1 3939.60 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 62343.60 Day 50 3807.55 <30 Days CB-2 12158.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 100506.72 Day 50 9026.01 91-180 Days CB-3 9431.98 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84613.42 Day 50 4873.77 91-180 Days E-1 6139.25 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61296.21 Day 50 7168.14 Open E-2 2299.07 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53386.31 Day 50 415.41 Open G-1 3603.33 Yes Liberty Wealth Management LLC Legal