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 Bank Yes 24948.50 Day 2 3504.27 Open E-4 378.66 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27595.82 Day 2 3608.18 91-180 Days E-5 3970.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104279.92 Day 2 7017.40 Open E-6 15585.96 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9245.74 Day 2 571.62 <30 Days E-7 156.72 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77419.72 Day 2 7606.17 <30 Days E-8 11021.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 113461.92 Day 2 13385.52 Open E-9 22107.48 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59980.81 Day 2 151.44 Open G-4 7484.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58460.95 Day 2 7393.37 Open IG-3 3969.28 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 47745.71 Day 2 2169.03 30-90 Days IG-4 3001.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98428.10 Day 2 6739.42 91-180 Days IG-5 1289.10 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 30446.70 Day 2 254.90 30-90 Days IG-6 5062.31 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 34332.78 Day 2 1546.60 Open IG-7 6056.28 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111370.65 Day 2 8303.41 30-90 Days IG-8 15729.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45537.48 Day 2 1908.25 30-90 Days L-1 910.09 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40379.32 Day 2 1639.83 91-180 Days L-10 4976.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87032.55 Day 2 11725.08 Open L-11 1383.77 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40441.68 Day 2 2242.16 91-180 Days L-2 73.70 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 73973.72 Day 2 1953.20 Open L-3 9851.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8915.12 Day 2 1300.87 30-90 Days L-4 1604.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24936.73 Day 2 1771.87 30-90 Days L-5 3598.64 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22437.80 Day 2 2094.58 30-90 Days L-6 2598.61 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 45651.02 Day 2 471.96 Open L-7 7440.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 74543.93 Day 2 5226.14 30-90 Days L-8 9548.36 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94821.21 Day 2 4228.49 30-90 Days L-9 14092.00 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40438.28 Day 2 2881.17 91-180 Days LC-1 5743.05 Yes Liberty Mortgage Services Corp. Operations