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 109047.30 Day 27 2247.62 91-180 Days A-2-Q 5301.00 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31691.22 Day 27 1427.07 Open A-3-Q 5306.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57001.62 Day 27 6255.92 <30 Days A-4-Q 4817.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73223.30 Day 27 3930.88 91-180 Days A-5-Q 5303.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105178.61 Day 27 4197.68 <30 Days CB-1-Q 2947.05 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71978.27 Day 27 8525.43 30-90 Days CB-2-Q 6638.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4444.29 Day 27 184.25 <30 Days S-1-Q 340.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22846.03 Day 27 3218.52 30-90 Days S-2-Q 180.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50568.07 Day 27 6451.10 Open S-3-Q 10046.14 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101794.05 Day 27 480.06 91-180 Days S-4-Q 2725.79 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55547.19 Day 27 3486.25 <30 Days CB-3-Q 6474.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64908.09 Day 27 854.69 <30 Days G-1-Q 10939.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15539.10 Day 27 2318.65 <30 Days G-2-Q 705.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 32536.91 Day 27 110.28 <30 Days G-3-Q 4265.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44738.66 Day 27 5748.11 Open S-5-Q 1582.74 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 77295.15 Day 27 2387.61 91-180 Days S-6-Q 5248.85 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100471.82 Day 27 11762.56 <30 Days S-7-Q 14651.27 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42731.03 Day 27 3340.96 <30 Days E-1-Q 2858.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38349.72 Day 27 174.32 91-180 Days E-2-Q 555.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 71510.47 Day 27 1973.24 30-90 Days IG-1-Q 11211.75 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64132.31 Day 27 4284.66 91-180 Days IG-2-Q 11029.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 70671.26 Day 27 5198.23 30-90 Days C-1 10182.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 69211.99 Day 27 1777.16 30-90 Days CB-4 3122.23 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91615.58 Day 27 5045.75 91-180 Days E-10 11671.95 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3324.92 Day 27 184.16 <30 Days E-3 135.84 No Risk Management