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 33970.46 Day 38 4497.39 91-180 Days L-7 5502.96 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86415.80 Day 38 6405.52 30-90 Days L-8 13091.33 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 32659.38 Day 38 3874.67 91-180 Days L-9 2805.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86463.30 Day 38 2828.15 Open LC-1 16845.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71368.05 Day 38 12.86 91-180 Days LC-2 12552.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70725.98 Day 38 7123.22 30-90 Days N-1 253.67 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 34785.94 Day 38 2696.82 <30 Days N-2 4930.71 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93536.19 Day 38 1126.43 <30 Days N-3 17089.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 22213.43 Day 38 537.78 30-90 Days N-4 4332.54 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 106740.22 Day 38 5158.94 Open N-5 13868.21 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 44865.50 Day 38 2526.43 <30 Days N-6 8877.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98909.50 Day 38 10157.57 30-90 Days N-7 12191.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25806.74 Day 38 352.97 30-90 Days P-1 2631.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57769.73 Day 38 220.72 91-180 Days P-2 8590.18 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94066.44 Day 38 7439.19 <30 Days S-8 5511.18 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38207.82 Day 38 1379.58 <30 Days Y-1 6736.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52553.00 Day 38 4048.75 91-180 Days Y-2 5054.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28223.59 Day 38 1903.05 Open Y-3 5365.61 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 69053.71 Day 38 7890.65 30-90 Days Y-4 5973.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 68725.47 Day 38 1042.01 Open Z-1 7349.95 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 104372.05 Day 38 8769.72 91-180 Days A-2 17228.95 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 75660.07 Day 38 9992.96 91-180 Days A-3 1823.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31113.63 Day 38 1674.36 91-180 Days A-4 4269.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59951.69 Day 38 6643.25 91-180 Days A-5 4179.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25520.00 Day 38 3727.83 30-90 Days CB-1 1838.54 No Operations