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 20217.75 Day 16 990.81 30-90 Days N-4 2076.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104172.90 Day 16 2439.41 91-180 Days N-5 1838.40 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17317.40 Day 16 827.29 Open N-6 2379.66 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85068.55 Day 16 4632.14 Open N-7 13611.08 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2952.84 Day 16 120.03 Open P-1 32.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85697.46 Day 16 12695.26 Open P-2 5707.93 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91830.20 Day 16 11124.49 30-90 Days S-8 17678.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25780.75 Day 16 3699.64 30-90 Days Y-1 2967.36 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66354.42 Day 16 6361.41 30-90 Days Y-2 10094.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84333.57 Day 16 252.06 <30 Days Y-3 15791.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15309.72 Day 16 804.34 Open Y-4 1546.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26514.27 Day 16 2478.54 91-180 Days Z-1 809.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101838.54 Day 16 10791.06 Open A-2 2535.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86238.89 Day 16 4058.71 91-180 Days A-3 4251.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109963.75 Day 16 3828.43 30-90 Days A-4 8975.96 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17757.41 Day 16 1378.47 Open A-5 980.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20190.89 Day 16 1018.94 <30 Days CB-1 2337.87 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1044.04 Day 16 85.26 91-180 Days CB-2 88.63 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76428.96 Day 16 5997.15 30-90 Days CB-3 9373.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 43964.31 Day 16 3193.04 91-180 Days E-1 2575.10 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 74088.73 Day 16 7456.57 30-90 Days E-2 11804.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46535.46 Day 16 1117.74 91-180 Days G-1 8257.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 102292.77 Day 16 13418.63 91-180 Days G-2 15589.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 15791.12 Day 16 1693.73 91-180 Days G-3 941.60 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 102521.96 Day 16 14818.31 <30 Days IG-1 23.82 Yes Liberty Mortgage Services Corp. Risk Management