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 75378.37 Day 12 8682.02 30-90 Days CB-3-Q 1840.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72834.90 Day 12 3412.95 91-180 Days G-1-Q 13566.82 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1291.90 Day 12 42.67 Open G-2-Q 217.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91964.35 Day 12 10887.75 91-180 Days G-3-Q 13986.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105076.81 Day 12 3778.22 <30 Days S-5-Q 9358.78 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 22171.24 Day 12 1513.05 <30 Days S-6-Q 1742.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106529.25 Day 12 6582.13 Open S-7-Q 14082.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104457.00 Day 12 6916.67 <30 Days E-1-Q 20672.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102457.21 Day 12 9026.96 30-90 Days E-2-Q 8691.55 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4292.25 Day 12 30.46 30-90 Days IG-1-Q 674.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2923.16 Day 12 43.95 91-180 Days IG-2-Q 137.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110155.28 Day 12 14187.75 91-180 Days C-1 13579.79 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100328.19 Day 12 6425.88 Open CB-4 9193.31 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10469.75 Day 12 503.14 Open E-10 1462.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78393.04 Day 12 7512.58 <30 Days E-3 12138.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98049.82 Day 12 8702.26 30-90 Days E-4 4217.71 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27661.07 Day 12 3854.46 Open E-5 412.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108177.45 Day 12 6417.67 91-180 Days E-6 16574.97 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63762.62 Day 12 3661.73 30-90 Days E-7 5684.69 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 89155.83 Day 12 9640.41 91-180 Days E-8 13942.78 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 60022.16 Day 12 6887.68 30-90 Days E-9 9066.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82327.00 Day 12 6137.41 Open G-4 14982.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84237.65 Day 12 10393.36 Open IG-3 3850.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106102.48 Day 12 10308.69 30-90 Days IG-4 17812.65 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48478.73 Day 12 3559.65 91-180 Days IG-5 4645.58 Yes Liberty Mortgage Services Corp. Risk Management