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 103042.37 Day 10 12326.80 30-90 Days Y-3 9926.45 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91238.78 Day 10 763.08 30-90 Days Y-4 7061.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 8355.48 Day 10 619.02 30-90 Days Z-1 1617.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 55553.93 Day 10 7224.25 30-90 Days A-2 10740.61 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53243.70 Day 10 4362.82 30-90 Days A-3 4738.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78562.36 Day 10 5354.56 <30 Days A-4 9108.87 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 55417.06 Day 10 503.38 Open A-5 8065.86 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 74219.77 Day 10 640.61 Open CB-1 4018.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 106725.07 Day 10 12447.77 <30 Days CB-2 4295.38 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99642.22 Day 10 146.99 Open CB-3 7594.27 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37476.18 Day 10 1420.65 91-180 Days E-1 6887.31 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84759.45 Day 10 5124.73 91-180 Days E-2 16425.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106368.14 Day 10 4601.60 30-90 Days G-1 355.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31715.98 Day 10 3617.45 <30 Days G-2 5771.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12372.53 Day 10 1533.93 Open G-3 906.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65854.66 Day 10 8164.59 <30 Days IG-1 12960.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 14102.14 Day 10 1477.62 Open IG-2 1075.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73854.96 Day 10 9047.23 Open S-1 4094.70 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 16521.48 Day 10 957.55 Open S-2 3042.96 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 108523.39 Day 10 13679.55 <30 Days S-3 1402.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27591.67 Day 10 4012.39 30-90 Days S-4 701.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89515.24 Day 10 12558.83 Open S-5 1460.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93551.53 Day 10 180.91 30-90 Days S-6 17840.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78101.59 Day 10 4495.23 91-180 Days S-7 2354.74 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11372.80 Day 11 611.26 <30 Days A-0-Q 51.06 No Treasury