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 93451.29 Day 7 8590.20 <30 Days N-5 13645.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104836.78 Day 7 10570.31 Open N-6 17718.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 61732.81 Day 7 7031.63 Open N-7 9186.91 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40484.93 Day 7 4171.74 30-90 Days P-1 6883.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18025.80 Day 7 1500.42 Open P-2 279.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 73825.74 Day 7 7105.31 <30 Days S-8 4810.97 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40775.67 Day 7 1381.12 <30 Days Y-1 5128.50 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111661.97 Day 7 9870.46 91-180 Days Y-2 16373.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110090.13 Day 7 7207.81 91-180 Days Y-3 20983.60 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 108506.22 Day 7 3703.19 <30 Days Y-4 11807.85 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58661.08 Day 7 1248.50 <30 Days Z-1 7441.45 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23088.85 Day 7 1711.25 <30 Days A-2 748.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85767.81 Day 7 12155.47 <30 Days A-3 14292.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 67111.66 Day 7 4854.89 <30 Days A-4 11498.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 95834.90 Day 7 9342.17 30-90 Days A-5 9502.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37433.10 Day 7 4447.15 <30 Days CB-1 6073.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80482.95 Day 7 6461.41 Open CB-2 10120.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 75391.21 Day 7 5726.01 30-90 Days CB-3 7995.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84460.55 Day 7 2189.33 91-180 Days E-1 6320.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53647.73 Day 7 1390.23 <30 Days E-2 5863.95 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14791.71 Day 7 1137.26 <30 Days G-1 1739.08 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72970.82 Day 7 4555.86 Open G-2 13011.81 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50183.77 Day 7 5797.41 30-90 Days G-3 4911.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42117.88 Day 7 6049.71 91-180 Days IG-1 8118.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94027.54 Day 7 9979.81 30-90 Days IG-2 2646.48 Yes Liberty Mortgage Services Corp. Operations