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 87708.32 Day 40 7724.71 91-180 Days A-4 4608.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 103655.24 Day 40 4261.64 Open A-5 19678.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9551.58 Day 40 136.97 Open CB-1 1542.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31449.96 Day 40 4147.46 <30 Days CB-2 4796.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110341.37 Day 40 11872.79 30-90 Days CB-3 20390.67 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 15077.52 Day 40 1203.44 30-90 Days E-1 2267.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 20788.87 Day 40 830.76 91-180 Days E-2 1276.51 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51457.87 Day 40 910.33 Open G-1 1944.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77418.92 Day 40 4302.12 <30 Days G-2 10313.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 48105.38 Day 40 6796.82 91-180 Days G-3 27.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56986.77 Day 40 5126.40 <30 Days IG-1 9129.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49922.31 Day 40 7373.50 91-180 Days IG-2 3080.85 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28667.69 Day 40 1212.63 <30 Days S-1 3288.66 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 43507.44 Day 40 4184.88 Open S-2 7558.72 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31776.49 Day 40 2759.26 Open S-3 3968.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 73083.30 Day 40 2648.63 30-90 Days S-4 897.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 16416.06 Day 40 558.86 Open S-5 2519.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93249.64 Day 40 1900.83 Open S-6 14787.33 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 99477.45 Day 40 12271.85 <30 Days S-7 7907.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 6128.14 Day 41 387.72 30-90 Days A-0-Q 739.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84557.82 Day 41 10299.48 Open A-1-Q 8799.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51239.86 Day 41 3362.34 Open A-2-Q 4005.65 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100101.35 Day 41 10607.90 Open A-3-Q 11195.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12720.88 Day 41 1488.56 91-180 Days A-4-Q 13.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 54508.44 Day 41 5545.59 30-90 Days A-5-Q 681.09 No Finance