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 56154.63 Day 34 2711.72 30-90 Days G-3 10717.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 67471.04 Day 34 7949.11 30-90 Days IG-1 7361.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18284.12 Day 34 582.72 91-180 Days IG-2 118.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 8759.67 Day 34 178.86 30-90 Days S-1 193.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 76706.67 Day 34 1067.23 91-180 Days S-2 12230.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 10174.16 Day 34 899.86 Open S-3 1058.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94637.18 Day 34 79.10 Open S-4 13366.13 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22121.04 Day 34 249.38 Open S-5 3541.67 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1476.21 Day 34 172.01 91-180 Days S-6 51.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40904.57 Day 34 3810.17 Open S-7 2033.60 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 60232.04 Day 35 4600.59 30-90 Days A-0-Q 5556.00 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 75641.51 Day 35 4811.56 Open A-1-Q 8876.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79492.28 Day 35 5334.41 <30 Days A-2-Q 14872.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73973.88 Day 35 5523.38 <30 Days A-3-Q 10409.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85658.67 Day 35 12355.21 30-90 Days A-4-Q 2206.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97049.71 Day 35 9507.30 30-90 Days A-5-Q 10935.52 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40538.34 Day 35 4376.52 <30 Days CB-1-Q 7230.38 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18570.37 Day 35 1652.63 <30 Days CB-2-Q 1869.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27350.14 Day 35 3571.63 Open S-1-Q 793.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 41002.28 Day 35 3004.43 91-180 Days S-2-Q 3880.86 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59778.93 Day 35 6735.13 30-90 Days S-3-Q 851.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4034.82 Day 35 22.64 Open S-4-Q 596.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 8830.73 Day 35 594.54 <30 Days CB-3-Q 1464.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 70692.99 Day 35 3918.69 91-180 Days G-1-Q 6666.77 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5694.42 Day 35 268.19 91-180 Days G-2-Q 986.84 Yes Liberty Wealth Management LLC Finance