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 38165.01 Day 26 1945.21 30-90 Days S-5-Q 2399.67 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 16635.95 Day 26 739.93 <30 Days S-6-Q 1045.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53526.78 Day 26 374.14 <30 Days S-7-Q 5197.14 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12251.60 Day 26 577.87 30-90 Days E-1-Q 327.89 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58552.59 Day 26 8733.50 Open E-2-Q 4127.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 67694.28 Day 26 6524.25 Open IG-1-Q 9067.04 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 70018.42 Day 26 5846.55 Open IG-2-Q 12128.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 75601.24 Day 26 7854.94 Open C-1 5953.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 73459.83 Day 26 1937.26 91-180 Days CB-4 13446.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72509.79 Day 26 10811.59 <30 Days E-10 2405.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 61314.93 Day 26 7441.91 91-180 Days E-3 1024.94 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15158.75 Day 26 1443.80 30-90 Days E-4 1507.91 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104892.00 Day 26 3741.76 Open E-5 13657.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 49729.46 Day 26 3302.60 <30 Days E-6 2075.25 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48587.45 Day 26 6207.25 <30 Days E-7 3507.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 72959.08 Day 26 6321.74 <30 Days E-8 12451.83 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13092.51 Day 26 16.30 30-90 Days E-9 489.04 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42800.44 Day 26 2769.70 91-180 Days G-4 6503.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25608.14 Day 26 329.02 30-90 Days IG-3 3574.21 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20549.24 Day 26 2874.95 <30 Days IG-4 3921.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87264.51 Day 26 113.98 Open IG-5 15493.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106368.83 Day 26 3769.64 Open IG-6 3208.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111305.95 Day 26 11668.94 <30 Days IG-7 18940.00 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89427.92 Day 26 1230.41 91-180 Days IG-8 12280.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96301.42 Day 26 11339.57 <30 Days L-1 5794.09 No Legal