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 70475.51 Day 31 2181.78 91-180 Days A-5 11070.25 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 16113.47 Day 31 42.50 Open CB-1 2494.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84294.18 Day 31 3700.52 30-90 Days CB-2 1529.59 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 95917.53 Day 31 13398.75 91-180 Days CB-3 17048.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51917.06 Day 31 4338.97 Open E-1 3691.15 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78715.88 Day 31 6320.46 30-90 Days E-2 9117.12 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100681.64 Day 31 8342.84 <30 Days G-1 6191.12 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 32339.33 Day 31 4203.70 <30 Days G-2 740.97 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51995.39 Day 31 6848.75 Open G-3 4616.95 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15181.70 Day 31 1992.52 91-180 Days IG-1 954.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15953.23 Day 31 1439.54 91-180 Days IG-2 2380.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 48464.70 Day 31 4008.81 91-180 Days S-1 7915.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37960.45 Day 31 3164.00 91-180 Days S-2 2273.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12485.60 Day 31 1660.48 30-90 Days S-3 2282.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96008.69 Day 31 1433.06 Open S-4 4359.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12887.92 Day 31 1217.30 30-90 Days S-5 2054.76 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93932.36 Day 31 5929.88 <30 Days S-6 6392.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 44006.83 Day 31 6537.04 30-90 Days S-7 3045.06 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 48883.25 Day 32 4887.15 Open A-0-Q 9681.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50997.93 Day 32 6268.74 30-90 Days A-1-Q 9262.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 68995.04 Day 32 7919.14 30-90 Days A-2-Q 13058.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 112444.81 Day 32 5960.77 Open A-3-Q 3441.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 109959.35 Day 32 10482.54 Open A-4-Q 4283.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 16841.69 Day 32 2432.83 91-180 Days A-5-Q 24.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100166.05 Day 32 1054.90 30-90 Days CB-1-Q 14725.92 Yes Liberty International Finance Ltd. Operations