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 13036.70 Day 31 1666.28 Open L-5 2259.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20583.53 Day 31 2804.65 Open L-6 3387.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100976.30 Day 31 283.83 30-90 Days L-7 1091.93 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2225.31 Day 31 316.30 91-180 Days L-8 334.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 108633.23 Day 31 6614.01 30-90 Days L-9 18532.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96802.32 Day 31 11962.04 30-90 Days LC-1 16441.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27085.14 Day 31 703.57 <30 Days LC-2 1793.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98365.65 Day 31 13062.38 <30 Days N-1 15083.43 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17334.11 Day 31 1263.52 Open N-2 2584.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 51221.51 Day 31 4894.68 <30 Days N-3 8131.38 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85591.82 Day 31 6047.31 30-90 Days N-4 14176.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105527.24 Day 31 9876.95 <30 Days N-5 9100.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1514.58 Day 31 41.34 30-90 Days N-6 176.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83564.95 Day 31 1337.45 <30 Days N-7 14304.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 7597.01 Day 31 1035.66 Open P-1 1086.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 15381.02 Day 31 448.47 <30 Days P-2 2817.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 21639.03 Day 31 148.99 <30 Days S-8 3107.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1300.73 Day 31 120.88 30-90 Days Y-1 147.21 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1441.75 Day 31 138.70 91-180 Days Y-2 2.74 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2291.30 Day 31 71.45 <30 Days Y-3 215.65 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37273.76 Day 31 4201.20 <30 Days Y-4 4687.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 59635.54 Day 31 1311.91 91-180 Days Z-1 5930.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112871.31 Day 31 15243.99 <30 Days A-2 6622.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 39767.51 Day 31 3294.74 30-90 Days A-3 3460.23 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 70105.56 Day 31 6008.39 91-180 Days A-4 1722.77 Yes Liberty Wealth Management LLC Treasury