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 103875.28 >4 Yr <= 5 Yr 4183.05 <30 Days L-11 7389.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 106689.94 >4 Yr <= 5 Yr 1774.57 30-90 Days L-2 9305.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 66031.93 >4 Yr <= 5 Yr 2422.50 <30 Days L-3 12128.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100139.08 >4 Yr <= 5 Yr 6756.68 91-180 Days L-4 10325.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 100217.61 >4 Yr <= 5 Yr 11037.36 30-90 Days L-5 9316.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 87734.49 >4 Yr <= 5 Yr 12674.41 <30 Days L-6 10131.25 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 89980.53 >4 Yr <= 5 Yr 8443.63 91-180 Days L-7 5711.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 41512.94 >4 Yr <= 5 Yr 5976.63 91-180 Days L-8 1993.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 21356.51 >4 Yr <= 5 Yr 872.32 <30 Days L-9 1931.66 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 9661.07 >4 Yr <= 5 Yr 95.14 91-180 Days LC-1 1803.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 42487.84 >4 Yr <= 5 Yr 3843.60 30-90 Days LC-2 6956.25 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 110161.83 >4 Yr <= 5 Yr 1733.91 30-90 Days N-1 6182.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 33666.40 >4 Yr <= 5 Yr 1110.72 Open N-2 469.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 50913.56 >4 Yr <= 5 Yr 834.79 Open N-3 9535.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 49485.09 >4 Yr <= 5 Yr 1014.85 <30 Days N-4 4744.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18151.10 >4 Yr <= 5 Yr 896.30 <30 Days N-5 3007.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 5920.26 >4 Yr <= 5 Yr 240.28 91-180 Days N-6 79.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 24510.83 >4 Yr <= 5 Yr 273.77 30-90 Days N-7 4180.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 104106.84 >4 Yr <= 5 Yr 10690.02 30-90 Days P-1 5050.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 111450.12 >4 Yr <= 5 Yr 572.31 Open P-2 5469.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 102126.12 >4 Yr <= 5 Yr 655.60 30-90 Days S-8 16202.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 95539.23 >4 Yr <= 5 Yr 7331.38 Open Y-1 18478.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 42551.53 >4 Yr <= 5 Yr 5064.88 <30 Days Y-2 2987.36 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112236.28 >4 Yr <= 5 Yr 10512.42 30-90 Days Y-3 4296.73 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 2491.00 >4 Yr <= 5 Yr 321.73 91-180 Days Y-4 185.64 No Risk Management