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 1011.56 Day 38 32.11 <30 Days C-1 128.35 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18691.67 Day 38 1020.97 <30 Days CB-4 2717.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23059.90 Day 38 1174.15 30-90 Days E-10 2673.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24179.66 Day 38 3589.76 Open E-3 3734.03 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94287.48 Day 38 6022.11 Open E-4 5971.01 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23799.74 Day 38 515.33 <30 Days E-5 444.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25604.09 Day 38 714.64 <30 Days E-6 939.15 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28432.24 Day 38 3392.20 <30 Days E-7 697.77 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87145.52 Day 38 5048.91 Open E-8 11705.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29275.66 Day 38 2434.24 91-180 Days E-9 3339.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 60510.15 Day 38 4555.66 30-90 Days G-4 1481.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 46517.93 Day 38 3360.42 Open IG-3 412.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20011.54 Day 38 2500.45 91-180 Days IG-4 597.34 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58967.72 Day 38 1840.61 30-90 Days IG-5 4934.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55080.70 Day 38 8057.37 91-180 Days IG-6 7613.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28702.78 Day 38 3611.25 Open IG-7 1906.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83133.33 Day 38 11734.68 91-180 Days IG-8 4472.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70161.32 Day 38 5866.93 91-180 Days L-1 11922.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 15959.94 Day 38 2071.81 Open L-10 1706.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25804.32 Day 38 2875.78 <30 Days L-11 1371.59 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80850.88 Day 38 4774.50 30-90 Days L-2 11265.38 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86091.07 Day 38 9809.78 <30 Days L-3 13191.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61631.26 Day 38 7985.59 30-90 Days L-4 8295.83 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58931.74 Day 38 7412.93 <30 Days L-5 11117.96 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50775.49 Day 38 5302.73 91-180 Days L-6 9959.23 Yes Liberty International Finance Ltd. Finance