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 Central Bank Yes 56972.30 Day 23 4786.55 30-90 Days L-11 7610.34 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 47688.35 Day 23 479.15 91-180 Days L-2 1280.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 45230.67 Day 23 4658.17 Open L-3 5193.09 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 40307.82 Day 23 318.83 <30 Days L-4 2498.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 1866.21 Day 23 134.81 91-180 Days L-5 252.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 34196.39 Day 23 3997.29 91-180 Days L-6 1242.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100061.99 Day 23 1002.68 30-90 Days L-7 14364.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 104585.06 Day 23 5795.30 <30 Days L-8 8914.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55744.20 Day 23 6420.10 30-90 Days L-9 5858.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 16409.33 Day 23 1733.99 30-90 Days LC-1 484.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 3395.63 Day 23 225.30 Open LC-2 140.22 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 18626.99 Day 23 2121.27 30-90 Days N-1 409.94 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 5713.75 Day 23 661.57 30-90 Days N-2 1074.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 69306.12 Day 23 10092.05 <30 Days N-3 4499.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 54430.63 Day 23 4700.02 Open N-4 1958.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 37347.50 Day 23 4097.03 Open N-5 2857.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 64868.89 Day 23 9522.81 91-180 Days N-6 5121.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 9418.79 Day 23 593.71 Open N-7 957.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 19643.44 Day 23 2861.35 30-90 Days P-1 1949.62 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 109770.51 Day 23 6993.67 91-180 Days P-2 16193.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 106130.80 Day 23 12971.07 Open S-8 13691.90 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 16156.99 Day 23 1781.36 30-90 Days Y-1 2547.93 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 5000.50 Day 23 669.33 <30 Days Y-2 101.29 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28027.30 Day 23 4069.34 Open Y-3 3409.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 48753.42 Day 23 6908.87 91-180 Days Y-4 5027.02 Yes Liberty Mortgage Services Corp. Treasury