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 109150.53 Day 31 15432.52 Open IG-1-Q 603.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15131.73 Day 31 1530.58 91-180 Days IG-2-Q 1067.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48193.58 Day 31 1881.85 Open C-1 9623.02 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2381.77 Day 31 130.54 30-90 Days CB-4 190.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104438.56 Day 31 2262.16 Open E-10 9505.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12752.08 Day 31 1649.22 <30 Days E-3 1539.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26412.94 Day 31 1873.97 <30 Days E-4 3007.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62573.54 Day 31 3898.38 91-180 Days E-5 2851.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 21390.80 Day 31 2247.14 30-90 Days E-6 3314.81 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56968.07 Day 31 3237.93 Open E-7 10497.91 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98270.71 Day 31 9275.11 30-90 Days E-8 1453.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99001.94 Day 31 1939.44 91-180 Days E-9 11741.81 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19067.01 Day 31 2487.74 30-90 Days G-4 3657.44 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22893.02 Day 31 3410.22 30-90 Days IG-3 2596.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 96775.07 Day 31 1349.83 91-180 Days IG-4 18885.03 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 54382.16 Day 31 7006.21 <30 Days IG-5 5366.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 16748.60 Day 31 964.83 <30 Days IG-6 1655.47 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91084.52 Day 31 6366.48 30-90 Days IG-7 15802.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 103151.34 Day 31 4999.62 <30 Days IG-8 2204.42 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37911.63 Day 31 5686.25 Open L-1 2638.94 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 16436.47 Day 31 712.32 <30 Days L-10 2810.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82663.41 Day 31 2503.53 Open L-11 12579.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27394.43 Day 31 3504.08 Open L-2 4603.84 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17557.58 Day 31 2506.32 30-90 Days L-3 1547.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106462.74 Day 31 11191.38 <30 Days L-4 6924.51 No Finance