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 No 78328.58 Day 5 3043.12 91-180 Days IG-4 8148.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1994.16 Day 5 103.32 <30 Days IG-5 34.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76252.94 Day 5 6117.71 91-180 Days IG-6 8932.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17416.07 Day 5 2324.57 Open IG-7 2432.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 103015.45 Day 5 5352.28 30-90 Days IG-8 18128.23 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107966.64 Day 5 400.27 91-180 Days L-1 18552.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82475.07 Day 5 1326.66 Open L-10 11220.76 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5918.82 Day 5 52.04 Open L-11 537.11 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 167.57 Day 5 1.36 Open L-2 9.95 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64078.29 Day 5 985.05 91-180 Days L-3 5521.87 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 79262.51 Day 5 6240.56 91-180 Days L-4 9750.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98795.89 Day 5 14270.25 Open L-5 9409.68 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41336.41 Day 5 719.04 <30 Days L-6 4203.43 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48490.84 Day 5 6348.08 91-180 Days L-7 1372.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69711.58 Day 5 5375.91 Open L-8 11414.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 95339.40 Day 5 13268.46 <30 Days L-9 9813.48 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25895.74 Day 5 10.49 91-180 Days LC-1 4801.68 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63162.77 Day 5 283.40 91-180 Days LC-2 3204.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 39900.13 Day 5 298.43 <30 Days N-1 7181.17 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40391.27 Day 5 3680.84 91-180 Days N-2 503.24 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99238.50 Day 5 1211.85 91-180 Days N-3 14376.44 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12207.70 Day 5 890.63 Open N-4 1146.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 32741.27 Day 5 2403.87 Open N-5 3197.00 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 68649.64 Day 5 2265.15 30-90 Days N-6 11297.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9214.50 Day 5 391.46 30-90 Days N-7 76.64 Yes Liberty International Finance Ltd. Legal