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 86956.08 Day 25 9796.73 Open IG-1 6707.26 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 74027.69 Day 25 2813.27 30-90 Days IG-2 2751.40 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 41447.52 Day 25 4892.91 30-90 Days S-1 3796.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 68544.66 Day 25 2477.40 91-180 Days S-2 5596.93 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93819.55 Day 25 12171.07 <30 Days S-3 2092.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41945.14 Day 25 5768.43 Open S-4 2429.94 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9477.47 Day 25 671.79 Open S-5 321.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 16623.45 Day 25 1140.27 <30 Days S-6 347.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104759.04 Day 25 9048.98 91-180 Days S-7 9508.43 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 22884.06 Day 26 2682.33 <30 Days A-0-Q 3846.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12224.41 Day 26 1824.07 <30 Days A-1-Q 1509.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101480.96 Day 26 13037.96 30-90 Days A-2-Q 7044.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88539.45 Day 26 11051.22 Open A-3-Q 12579.42 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79183.75 Day 26 1943.66 <30 Days A-4-Q 14952.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 103604.08 Day 26 9325.12 <30 Days A-5-Q 2085.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24888.54 Day 26 775.29 30-90 Days CB-1-Q 2762.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80406.60 Day 26 11536.63 91-180 Days CB-2-Q 672.53 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108708.14 Day 26 10577.39 30-90 Days S-1-Q 5919.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2418.30 Day 26 259.49 91-180 Days S-2-Q 221.62 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90679.69 Day 26 13415.97 30-90 Days S-3-Q 11717.99 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92280.59 Day 26 6540.11 30-90 Days S-4-Q 6234.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 15708.30 Day 26 1314.80 91-180 Days CB-3-Q 2703.59 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 3111.87 Day 26 395.96 <30 Days G-1-Q 75.13 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41312.53 Day 26 5837.87 91-180 Days G-2-Q 6414.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105923.68 Day 26 246.60 91-180 Days G-3-Q 11693.20 No Finance