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 No 74809.38 Day 37 10768.13 <30 Days CB-3-Q 483.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78193.27 Day 37 300.44 91-180 Days G-1-Q 4675.42 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31448.43 Day 37 90.04 <30 Days G-2-Q 4772.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 38232.00 Day 37 1579.97 91-180 Days G-3-Q 6887.27 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4685.40 Day 37 615.54 30-90 Days S-5-Q 37.37 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61220.90 Day 37 961.13 Open S-6-Q 7717.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98196.50 Day 37 1950.03 Open S-7-Q 11835.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99429.31 Day 37 13647.88 <30 Days E-1-Q 12155.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8576.80 Day 37 543.99 <30 Days E-2-Q 902.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23071.15 Day 37 1696.99 Open IG-1-Q 4350.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8492.71 Day 37 681.07 30-90 Days IG-2-Q 1471.81 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80532.07 Day 37 7247.80 <30 Days C-1 10744.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93302.13 Day 37 2172.13 91-180 Days CB-4 17968.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26548.13 Day 37 3958.62 91-180 Days E-10 4889.20 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 35885.58 Day 37 2072.56 <30 Days E-3 7170.01 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46383.06 Day 37 2097.59 30-90 Days E-4 1108.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78373.77 Day 37 626.62 Open E-5 3781.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 56900.36 Day 37 3311.90 <30 Days E-6 4584.43 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 9007.64 Day 37 957.05 Open E-7 445.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62497.72 Day 37 7144.40 30-90 Days E-8 7114.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 13270.89 Day 37 247.67 Open E-9 1409.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24476.79 Day 37 1216.52 91-180 Days G-4 4395.39 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45393.90 Day 37 2794.14 Open IG-3 2535.70 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4116.60 Day 37 151.12 30-90 Days IG-4 66.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88864.46 Day 37 10786.89 30-90 Days IG-5 9127.02 Yes Liberty Capital Markets Inc. Legal