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 103391.20 Day 20 7946.43 Open L-9 7468.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 14603.76 Day 20 938.41 30-90 Days LC-1 479.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92973.30 Day 20 3787.28 Open LC-2 16249.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 16305.51 Day 20 2427.09 Open N-1 202.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87785.99 Day 20 4027.53 Open N-2 11361.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33632.16 Day 20 1567.50 Open N-3 1218.38 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52072.35 Day 20 1007.50 30-90 Days N-4 2397.69 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3970.71 Day 20 309.75 30-90 Days N-5 690.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17998.11 Day 20 1386.40 <30 Days N-6 2638.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5015.14 Day 20 748.80 <30 Days N-7 265.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13406.73 Day 20 76.43 30-90 Days P-1 505.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84656.90 Day 20 7908.91 91-180 Days P-2 7819.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18509.23 Day 20 1584.33 91-180 Days S-8 3001.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101388.65 Day 20 5685.02 91-180 Days Y-1 5115.69 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82135.46 Day 20 8510.32 <30 Days Y-2 14988.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 69009.08 Day 20 9341.07 <30 Days Y-3 9085.76 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26415.90 Day 20 3407.01 <30 Days Y-4 470.17 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64374.91 Day 20 8372.38 <30 Days Z-1 4331.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11051.91 Day 20 1190.78 Open A-2 1245.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91909.83 Day 20 12982.66 91-180 Days A-3 1583.92 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28744.06 Day 20 675.10 91-180 Days A-4 1914.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110868.93 Day 20 8527.26 Open A-5 3992.91 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 32756.50 Day 20 2822.01 30-90 Days CB-1 1526.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104915.25 Day 20 5841.15 91-180 Days CB-2 13904.83 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24302.14 Day 20 3356.93 91-180 Days CB-3 87.64 Yes Liberty Wealth Management LLC Risk Management